NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.008 |
1.950 |
-0.058 |
-2.9% |
2.103 |
| High |
2.016 |
1.988 |
-0.028 |
-1.4% |
2.126 |
| Low |
1.947 |
1.940 |
-0.007 |
-0.4% |
1.959 |
| Close |
1.951 |
1.951 |
0.000 |
0.0% |
1.981 |
| Range |
0.069 |
0.048 |
-0.021 |
-30.4% |
0.167 |
| ATR |
0.084 |
0.081 |
-0.003 |
-3.1% |
0.000 |
| Volume |
96,862 |
91,908 |
-4,954 |
-5.1% |
664,265 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.104 |
2.075 |
1.977 |
|
| R3 |
2.056 |
2.027 |
1.964 |
|
| R2 |
2.008 |
2.008 |
1.960 |
|
| R1 |
1.979 |
1.979 |
1.955 |
1.994 |
| PP |
1.960 |
1.960 |
1.960 |
1.967 |
| S1 |
1.931 |
1.931 |
1.947 |
1.946 |
| S2 |
1.912 |
1.912 |
1.942 |
|
| S3 |
1.864 |
1.883 |
1.938 |
|
| S4 |
1.816 |
1.835 |
1.925 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.523 |
2.419 |
2.073 |
|
| R3 |
2.356 |
2.252 |
2.027 |
|
| R2 |
2.189 |
2.189 |
2.012 |
|
| R1 |
2.085 |
2.085 |
1.996 |
2.054 |
| PP |
2.022 |
2.022 |
2.022 |
2.006 |
| S1 |
1.918 |
1.918 |
1.966 |
1.887 |
| S2 |
1.855 |
1.855 |
1.950 |
|
| S3 |
1.688 |
1.751 |
1.935 |
|
| S4 |
1.521 |
1.584 |
1.889 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.069 |
1.940 |
0.129 |
6.6% |
0.062 |
3.2% |
9% |
False |
True |
121,329 |
| 10 |
2.198 |
1.940 |
0.258 |
13.2% |
0.069 |
3.5% |
4% |
False |
True |
120,541 |
| 20 |
2.474 |
1.940 |
0.534 |
27.4% |
0.079 |
4.0% |
2% |
False |
True |
109,247 |
| 40 |
2.945 |
1.940 |
1.005 |
51.5% |
0.087 |
4.5% |
1% |
False |
True |
79,125 |
| 60 |
3.015 |
1.940 |
1.075 |
55.1% |
0.105 |
5.4% |
1% |
False |
True |
72,698 |
| 80 |
3.391 |
1.940 |
1.451 |
74.4% |
0.108 |
5.6% |
1% |
False |
True |
59,863 |
| 100 |
3.804 |
1.940 |
1.864 |
95.5% |
0.105 |
5.4% |
1% |
False |
True |
49,833 |
| 120 |
4.080 |
1.940 |
2.140 |
109.7% |
0.102 |
5.3% |
1% |
False |
True |
42,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.192 |
|
2.618 |
2.114 |
|
1.618 |
2.066 |
|
1.000 |
2.036 |
|
0.618 |
2.018 |
|
HIGH |
1.988 |
|
0.618 |
1.970 |
|
0.500 |
1.964 |
|
0.382 |
1.958 |
|
LOW |
1.940 |
|
0.618 |
1.910 |
|
1.000 |
1.892 |
|
1.618 |
1.862 |
|
2.618 |
1.814 |
|
4.250 |
1.736 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.964 |
1.985 |
| PP |
1.960 |
1.974 |
| S1 |
1.955 |
1.962 |
|