NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.949 |
1.904 |
-0.045 |
-2.3% |
1.986 |
| High |
1.971 |
1.935 |
-0.036 |
-1.8% |
2.030 |
| Low |
1.902 |
1.902 |
0.000 |
0.0% |
1.902 |
| Close |
1.907 |
1.927 |
0.020 |
1.0% |
1.927 |
| Range |
0.069 |
0.033 |
-0.036 |
-52.2% |
0.128 |
| ATR |
0.080 |
0.077 |
-0.003 |
-4.2% |
0.000 |
| Volume |
106,018 |
72,169 |
-33,849 |
-31.9% |
483,346 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.020 |
2.007 |
1.945 |
|
| R3 |
1.987 |
1.974 |
1.936 |
|
| R2 |
1.954 |
1.954 |
1.933 |
|
| R1 |
1.941 |
1.941 |
1.930 |
1.948 |
| PP |
1.921 |
1.921 |
1.921 |
1.925 |
| S1 |
1.908 |
1.908 |
1.924 |
1.915 |
| S2 |
1.888 |
1.888 |
1.921 |
|
| S3 |
1.855 |
1.875 |
1.918 |
|
| S4 |
1.822 |
1.842 |
1.909 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.337 |
2.260 |
1.997 |
|
| R3 |
2.209 |
2.132 |
1.962 |
|
| R2 |
2.081 |
2.081 |
1.950 |
|
| R1 |
2.004 |
2.004 |
1.939 |
1.979 |
| PP |
1.953 |
1.953 |
1.953 |
1.940 |
| S1 |
1.876 |
1.876 |
1.915 |
1.851 |
| S2 |
1.825 |
1.825 |
1.904 |
|
| S3 |
1.697 |
1.748 |
1.892 |
|
| S4 |
1.569 |
1.620 |
1.857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.030 |
1.902 |
0.128 |
6.6% |
0.055 |
2.8% |
20% |
False |
True |
96,669 |
| 10 |
2.126 |
1.902 |
0.224 |
11.6% |
0.065 |
3.4% |
11% |
False |
True |
114,761 |
| 20 |
2.421 |
1.902 |
0.519 |
26.9% |
0.074 |
3.8% |
5% |
False |
True |
110,886 |
| 40 |
2.891 |
1.902 |
0.989 |
51.3% |
0.084 |
4.3% |
3% |
False |
True |
81,447 |
| 60 |
3.015 |
1.902 |
1.113 |
57.8% |
0.102 |
5.3% |
2% |
False |
True |
73,998 |
| 80 |
3.352 |
1.902 |
1.450 |
75.2% |
0.108 |
5.6% |
2% |
False |
True |
61,858 |
| 100 |
3.804 |
1.902 |
1.902 |
98.7% |
0.104 |
5.4% |
1% |
False |
True |
51,488 |
| 120 |
4.080 |
1.902 |
2.178 |
113.0% |
0.102 |
5.3% |
1% |
False |
True |
44,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.075 |
|
2.618 |
2.021 |
|
1.618 |
1.988 |
|
1.000 |
1.968 |
|
0.618 |
1.955 |
|
HIGH |
1.935 |
|
0.618 |
1.922 |
|
0.500 |
1.919 |
|
0.382 |
1.915 |
|
LOW |
1.902 |
|
0.618 |
1.882 |
|
1.000 |
1.869 |
|
1.618 |
1.849 |
|
2.618 |
1.816 |
|
4.250 |
1.762 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.924 |
1.945 |
| PP |
1.921 |
1.939 |
| S1 |
1.919 |
1.933 |
|