NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.227 |
2.144 |
-0.083 |
-3.7% |
2.259 |
| High |
2.239 |
2.166 |
-0.073 |
-3.3% |
2.335 |
| Low |
2.143 |
2.093 |
-0.050 |
-2.3% |
2.197 |
| Close |
2.152 |
2.105 |
-0.047 |
-2.2% |
2.201 |
| Range |
0.096 |
0.073 |
-0.023 |
-24.0% |
0.138 |
| ATR |
0.088 |
0.087 |
-0.001 |
-1.2% |
0.000 |
| Volume |
58,987 |
60,916 |
1,929 |
3.3% |
181,143 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.340 |
2.296 |
2.145 |
|
| R3 |
2.267 |
2.223 |
2.125 |
|
| R2 |
2.194 |
2.194 |
2.118 |
|
| R1 |
2.150 |
2.150 |
2.112 |
2.136 |
| PP |
2.121 |
2.121 |
2.121 |
2.114 |
| S1 |
2.077 |
2.077 |
2.098 |
2.063 |
| S2 |
2.048 |
2.048 |
2.092 |
|
| S3 |
1.975 |
2.004 |
2.085 |
|
| S4 |
1.902 |
1.931 |
2.065 |
|
|
| 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 |
2.324 |
2.093 |
0.231 |
11.0% |
0.076 |
3.6% |
5% |
False |
True |
52,439 |
| 10 |
2.425 |
2.093 |
0.332 |
15.8% |
0.079 |
3.8% |
4% |
False |
True |
48,917 |
| 20 |
2.607 |
2.093 |
0.514 |
24.4% |
0.081 |
3.9% |
2% |
False |
True |
37,486 |
| 40 |
3.040 |
2.093 |
0.947 |
45.0% |
0.091 |
4.3% |
1% |
False |
True |
31,721 |
| 60 |
3.077 |
2.093 |
0.984 |
46.7% |
0.110 |
5.2% |
1% |
False |
True |
30,038 |
| 80 |
3.441 |
2.093 |
1.348 |
64.0% |
0.105 |
5.0% |
1% |
False |
True |
24,449 |
| 100 |
3.851 |
2.093 |
1.758 |
83.5% |
0.103 |
4.9% |
1% |
False |
True |
20,512 |
| 120 |
4.118 |
2.093 |
2.025 |
96.2% |
0.099 |
4.7% |
1% |
False |
True |
17,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.476 |
|
2.618 |
2.357 |
|
1.618 |
2.284 |
|
1.000 |
2.239 |
|
0.618 |
2.211 |
|
HIGH |
2.166 |
|
0.618 |
2.138 |
|
0.500 |
2.130 |
|
0.382 |
2.121 |
|
LOW |
2.093 |
|
0.618 |
2.048 |
|
1.000 |
2.020 |
|
1.618 |
1.975 |
|
2.618 |
1.902 |
|
4.250 |
1.783 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.130 |
2.166 |
| PP |
2.121 |
2.146 |
| S1 |
2.113 |
2.125 |
|