NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 09-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.266 |
2.200 |
-0.066 |
-2.9% |
2.259 |
| High |
2.280 |
2.232 |
-0.048 |
-2.1% |
2.335 |
| Low |
2.197 |
2.171 |
-0.026 |
-1.2% |
2.197 |
| Close |
2.201 |
2.223 |
0.022 |
1.0% |
2.201 |
| Range |
0.083 |
0.061 |
-0.022 |
-26.5% |
0.138 |
| ATR |
0.089 |
0.087 |
-0.002 |
-2.3% |
0.000 |
| Volume |
41,455 |
56,529 |
15,074 |
36.4% |
181,143 |
|
| Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.392 |
2.368 |
2.257 |
|
| R3 |
2.331 |
2.307 |
2.240 |
|
| R2 |
2.270 |
2.270 |
2.234 |
|
| R1 |
2.246 |
2.246 |
2.229 |
2.258 |
| PP |
2.209 |
2.209 |
2.209 |
2.215 |
| S1 |
2.185 |
2.185 |
2.217 |
2.197 |
| S2 |
2.148 |
2.148 |
2.212 |
|
| S3 |
2.087 |
2.124 |
2.206 |
|
| S4 |
2.026 |
2.063 |
2.189 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.658 |
2.568 |
2.277 |
|
| R3 |
2.520 |
2.430 |
2.239 |
|
| R2 |
2.382 |
2.382 |
2.226 |
|
| R1 |
2.292 |
2.292 |
2.214 |
2.268 |
| PP |
2.244 |
2.244 |
2.244 |
2.233 |
| S1 |
2.154 |
2.154 |
2.188 |
2.130 |
| S2 |
2.106 |
2.106 |
2.176 |
|
| S3 |
1.968 |
2.016 |
2.163 |
|
| S4 |
1.830 |
1.878 |
2.125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.335 |
2.171 |
0.164 |
7.4% |
0.075 |
3.4% |
32% |
False |
True |
47,534 |
| 10 |
2.526 |
2.171 |
0.355 |
16.0% |
0.079 |
3.5% |
15% |
False |
True |
41,288 |
| 20 |
2.607 |
2.171 |
0.436 |
19.6% |
0.082 |
3.7% |
12% |
False |
True |
33,754 |
| 40 |
3.040 |
2.171 |
0.869 |
39.1% |
0.090 |
4.1% |
6% |
False |
True |
30,098 |
| 60 |
3.077 |
2.171 |
0.906 |
40.8% |
0.110 |
4.9% |
6% |
False |
True |
28,725 |
| 80 |
3.485 |
2.171 |
1.314 |
59.1% |
0.105 |
4.7% |
4% |
False |
True |
23,072 |
| 100 |
3.851 |
2.171 |
1.680 |
75.6% |
0.102 |
4.6% |
3% |
False |
True |
19,404 |
| 120 |
4.157 |
2.171 |
1.986 |
89.3% |
0.099 |
4.5% |
3% |
False |
True |
16,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.491 |
|
2.618 |
2.392 |
|
1.618 |
2.331 |
|
1.000 |
2.293 |
|
0.618 |
2.270 |
|
HIGH |
2.232 |
|
0.618 |
2.209 |
|
0.500 |
2.202 |
|
0.382 |
2.194 |
|
LOW |
2.171 |
|
0.618 |
2.133 |
|
1.000 |
2.110 |
|
1.618 |
2.072 |
|
2.618 |
2.011 |
|
4.250 |
1.912 |
|
|
| Fisher Pivots for day following 09-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.216 |
2.248 |
| PP |
2.209 |
2.239 |
| S1 |
2.202 |
2.231 |
|