NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.144 |
2.102 |
-0.042 |
-2.0% |
2.259 |
| High |
2.166 |
2.174 |
0.008 |
0.4% |
2.335 |
| Low |
2.093 |
2.081 |
-0.012 |
-0.6% |
2.197 |
| Close |
2.105 |
2.092 |
-0.013 |
-0.6% |
2.201 |
| Range |
0.073 |
0.093 |
0.020 |
27.4% |
0.138 |
| ATR |
0.087 |
0.087 |
0.000 |
0.5% |
0.000 |
| Volume |
60,916 |
68,236 |
7,320 |
12.0% |
181,143 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.395 |
2.336 |
2.143 |
|
| R3 |
2.302 |
2.243 |
2.118 |
|
| R2 |
2.209 |
2.209 |
2.109 |
|
| R1 |
2.150 |
2.150 |
2.101 |
2.133 |
| PP |
2.116 |
2.116 |
2.116 |
2.107 |
| S1 |
2.057 |
2.057 |
2.083 |
2.040 |
| S2 |
2.023 |
2.023 |
2.075 |
|
| S3 |
1.930 |
1.964 |
2.066 |
|
| S4 |
1.837 |
1.871 |
2.041 |
|
|
| 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 |
2.280 |
2.081 |
0.199 |
9.5% |
0.081 |
3.9% |
6% |
False |
True |
57,224 |
| 10 |
2.391 |
2.081 |
0.310 |
14.8% |
0.083 |
4.0% |
4% |
False |
True |
51,487 |
| 20 |
2.607 |
2.081 |
0.526 |
25.1% |
0.080 |
3.8% |
2% |
False |
True |
39,402 |
| 40 |
3.040 |
2.081 |
0.959 |
45.8% |
0.091 |
4.4% |
1% |
False |
True |
32,787 |
| 60 |
3.077 |
2.081 |
0.996 |
47.6% |
0.109 |
5.2% |
1% |
False |
True |
30,936 |
| 80 |
3.441 |
2.081 |
1.360 |
65.0% |
0.105 |
5.0% |
1% |
False |
True |
25,198 |
| 100 |
3.851 |
2.081 |
1.770 |
84.6% |
0.103 |
4.9% |
1% |
False |
True |
21,168 |
| 120 |
4.118 |
2.081 |
2.037 |
97.4% |
0.099 |
4.7% |
1% |
False |
True |
18,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.569 |
|
2.618 |
2.417 |
|
1.618 |
2.324 |
|
1.000 |
2.267 |
|
0.618 |
2.231 |
|
HIGH |
2.174 |
|
0.618 |
2.138 |
|
0.500 |
2.128 |
|
0.382 |
2.117 |
|
LOW |
2.081 |
|
0.618 |
2.024 |
|
1.000 |
1.988 |
|
1.618 |
1.931 |
|
2.618 |
1.838 |
|
4.250 |
1.686 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.128 |
2.160 |
| PP |
2.116 |
2.137 |
| S1 |
2.104 |
2.115 |
|