NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.298 |
2.266 |
-0.032 |
-1.4% |
2.493 |
| High |
2.324 |
2.280 |
-0.044 |
-1.9% |
2.526 |
| Low |
2.257 |
2.197 |
-0.060 |
-2.7% |
2.235 |
| Close |
2.267 |
2.201 |
-0.066 |
-2.9% |
2.259 |
| Range |
0.067 |
0.083 |
0.016 |
23.9% |
0.291 |
| ATR |
0.090 |
0.089 |
0.000 |
-0.6% |
0.000 |
| Volume |
44,312 |
41,455 |
-2,857 |
-6.4% |
175,216 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.475 |
2.421 |
2.247 |
|
| R3 |
2.392 |
2.338 |
2.224 |
|
| R2 |
2.309 |
2.309 |
2.216 |
|
| R1 |
2.255 |
2.255 |
2.209 |
2.241 |
| PP |
2.226 |
2.226 |
2.226 |
2.219 |
| S1 |
2.172 |
2.172 |
2.193 |
2.158 |
| S2 |
2.143 |
2.143 |
2.186 |
|
| S3 |
2.060 |
2.089 |
2.178 |
|
| S4 |
1.977 |
2.006 |
2.155 |
|
|
| 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 |
2.335 |
2.197 |
0.138 |
6.3% |
0.074 |
3.4% |
3% |
False |
True |
47,163 |
| 10 |
2.526 |
2.197 |
0.329 |
14.9% |
0.079 |
3.6% |
1% |
False |
True |
38,126 |
| 20 |
2.607 |
2.197 |
0.410 |
18.6% |
0.082 |
3.7% |
1% |
False |
True |
32,784 |
| 40 |
3.040 |
2.197 |
0.843 |
38.3% |
0.093 |
4.2% |
0% |
False |
True |
29,648 |
| 60 |
3.153 |
2.197 |
0.956 |
43.4% |
0.112 |
5.1% |
0% |
False |
True |
28,073 |
| 80 |
3.485 |
2.197 |
1.288 |
58.5% |
0.105 |
4.8% |
0% |
False |
True |
22,463 |
| 100 |
3.851 |
2.197 |
1.654 |
75.1% |
0.102 |
4.6% |
0% |
False |
True |
18,867 |
| 120 |
4.157 |
2.197 |
1.960 |
89.1% |
0.100 |
4.6% |
0% |
False |
True |
16,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.633 |
|
2.618 |
2.497 |
|
1.618 |
2.414 |
|
1.000 |
2.363 |
|
0.618 |
2.331 |
|
HIGH |
2.280 |
|
0.618 |
2.248 |
|
0.500 |
2.239 |
|
0.382 |
2.229 |
|
LOW |
2.197 |
|
0.618 |
2.146 |
|
1.000 |
2.114 |
|
1.618 |
2.063 |
|
2.618 |
1.980 |
|
4.250 |
1.844 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.239 |
2.266 |
| PP |
2.226 |
2.244 |
| S1 |
2.214 |
2.223 |
|