NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.200 |
2.227 |
0.027 |
1.2% |
2.259 |
| High |
2.232 |
2.239 |
0.007 |
0.3% |
2.335 |
| Low |
2.171 |
2.143 |
-0.028 |
-1.3% |
2.197 |
| Close |
2.223 |
2.152 |
-0.071 |
-3.2% |
2.201 |
| Range |
0.061 |
0.096 |
0.035 |
57.4% |
0.138 |
| ATR |
0.087 |
0.088 |
0.001 |
0.7% |
0.000 |
| Volume |
56,529 |
58,987 |
2,458 |
4.3% |
181,143 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.466 |
2.405 |
2.205 |
|
| R3 |
2.370 |
2.309 |
2.178 |
|
| R2 |
2.274 |
2.274 |
2.170 |
|
| R1 |
2.213 |
2.213 |
2.161 |
2.196 |
| PP |
2.178 |
2.178 |
2.178 |
2.169 |
| S1 |
2.117 |
2.117 |
2.143 |
2.100 |
| S2 |
2.082 |
2.082 |
2.134 |
|
| S3 |
1.986 |
2.021 |
2.126 |
|
| S4 |
1.890 |
1.925 |
2.099 |
|
|
| 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 |
2.143 |
0.192 |
8.9% |
0.077 |
3.6% |
5% |
False |
True |
49,713 |
| 10 |
2.446 |
2.143 |
0.303 |
14.1% |
0.078 |
3.6% |
3% |
False |
True |
45,013 |
| 20 |
2.607 |
2.143 |
0.464 |
21.6% |
0.084 |
3.9% |
2% |
False |
True |
35,426 |
| 40 |
3.040 |
2.143 |
0.897 |
41.7% |
0.091 |
4.2% |
1% |
False |
True |
30,819 |
| 60 |
3.077 |
2.143 |
0.934 |
43.4% |
0.110 |
5.1% |
1% |
False |
True |
29,388 |
| 80 |
3.466 |
2.143 |
1.323 |
61.5% |
0.106 |
4.9% |
1% |
False |
True |
23,738 |
| 100 |
3.851 |
2.143 |
1.708 |
79.4% |
0.103 |
4.8% |
1% |
False |
True |
19,960 |
| 120 |
4.118 |
2.143 |
1.975 |
91.8% |
0.099 |
4.6% |
0% |
False |
True |
17,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.647 |
|
2.618 |
2.490 |
|
1.618 |
2.394 |
|
1.000 |
2.335 |
|
0.618 |
2.298 |
|
HIGH |
2.239 |
|
0.618 |
2.202 |
|
0.500 |
2.191 |
|
0.382 |
2.180 |
|
LOW |
2.143 |
|
0.618 |
2.084 |
|
1.000 |
2.047 |
|
1.618 |
1.988 |
|
2.618 |
1.892 |
|
4.250 |
1.735 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.191 |
2.212 |
| PP |
2.178 |
2.192 |
| S1 |
2.165 |
2.172 |
|