NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.259 |
2.288 |
0.029 |
1.3% |
2.493 |
| High |
2.300 |
2.335 |
0.035 |
1.5% |
2.526 |
| Low |
2.214 |
2.256 |
0.042 |
1.9% |
2.235 |
| Close |
2.290 |
2.318 |
0.028 |
1.2% |
2.259 |
| Range |
0.086 |
0.079 |
-0.007 |
-8.1% |
0.291 |
| ATR |
0.093 |
0.092 |
-0.001 |
-1.1% |
0.000 |
| Volume |
48,094 |
47,282 |
-812 |
-1.7% |
175,216 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.540 |
2.508 |
2.361 |
|
| R3 |
2.461 |
2.429 |
2.340 |
|
| R2 |
2.382 |
2.382 |
2.332 |
|
| R1 |
2.350 |
2.350 |
2.325 |
2.366 |
| PP |
2.303 |
2.303 |
2.303 |
2.311 |
| S1 |
2.271 |
2.271 |
2.311 |
2.287 |
| S2 |
2.224 |
2.224 |
2.304 |
|
| S3 |
2.145 |
2.192 |
2.296 |
|
| S4 |
2.066 |
2.113 |
2.275 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.213 |
3.027 |
2.419 |
|
| R3 |
2.922 |
2.736 |
2.339 |
|
| R2 |
2.631 |
2.631 |
2.312 |
|
| R1 |
2.445 |
2.445 |
2.286 |
2.393 |
| PP |
2.340 |
2.340 |
2.340 |
2.314 |
| S1 |
2.154 |
2.154 |
2.232 |
2.102 |
| S2 |
2.049 |
2.049 |
2.206 |
|
| S3 |
1.758 |
1.863 |
2.179 |
|
| S4 |
1.467 |
1.572 |
2.099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.425 |
2.214 |
0.211 |
9.1% |
0.082 |
3.6% |
49% |
False |
False |
45,396 |
| 10 |
2.570 |
2.214 |
0.356 |
15.4% |
0.082 |
3.6% |
29% |
False |
False |
34,062 |
| 20 |
2.607 |
2.214 |
0.393 |
17.0% |
0.083 |
3.6% |
26% |
False |
False |
31,560 |
| 40 |
3.040 |
2.214 |
0.826 |
35.6% |
0.095 |
4.1% |
13% |
False |
False |
29,160 |
| 60 |
3.253 |
2.214 |
1.039 |
44.8% |
0.112 |
4.8% |
10% |
False |
False |
26,933 |
| 80 |
3.686 |
2.214 |
1.472 |
63.5% |
0.106 |
4.6% |
7% |
False |
False |
21,533 |
| 100 |
3.922 |
2.214 |
1.708 |
73.7% |
0.102 |
4.4% |
6% |
False |
False |
18,092 |
| 120 |
4.157 |
2.214 |
1.943 |
83.8% |
0.100 |
4.3% |
5% |
False |
False |
15,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.671 |
|
2.618 |
2.542 |
|
1.618 |
2.463 |
|
1.000 |
2.414 |
|
0.618 |
2.384 |
|
HIGH |
2.335 |
|
0.618 |
2.305 |
|
0.500 |
2.296 |
|
0.382 |
2.286 |
|
LOW |
2.256 |
|
0.618 |
2.207 |
|
1.000 |
2.177 |
|
1.618 |
2.128 |
|
2.618 |
2.049 |
|
4.250 |
1.920 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.311 |
2.304 |
| PP |
2.303 |
2.289 |
| S1 |
2.296 |
2.275 |
|