NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.102 |
2.093 |
-0.009 |
-0.4% |
2.200 |
| High |
2.174 |
2.106 |
-0.068 |
-3.1% |
2.239 |
| Low |
2.081 |
2.069 |
-0.012 |
-0.6% |
2.069 |
| Close |
2.092 |
2.084 |
-0.008 |
-0.4% |
2.084 |
| Range |
0.093 |
0.037 |
-0.056 |
-60.2% |
0.170 |
| ATR |
0.087 |
0.084 |
-0.004 |
-4.1% |
0.000 |
| Volume |
68,236 |
120,199 |
51,963 |
76.2% |
364,867 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.197 |
2.178 |
2.104 |
|
| R3 |
2.160 |
2.141 |
2.094 |
|
| R2 |
2.123 |
2.123 |
2.091 |
|
| R1 |
2.104 |
2.104 |
2.087 |
2.095 |
| PP |
2.086 |
2.086 |
2.086 |
2.082 |
| S1 |
2.067 |
2.067 |
2.081 |
2.058 |
| S2 |
2.049 |
2.049 |
2.077 |
|
| S3 |
2.012 |
2.030 |
2.074 |
|
| S4 |
1.975 |
1.993 |
2.064 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.641 |
2.532 |
2.178 |
|
| R3 |
2.471 |
2.362 |
2.131 |
|
| R2 |
2.301 |
2.301 |
2.115 |
|
| R1 |
2.192 |
2.192 |
2.100 |
2.162 |
| PP |
2.131 |
2.131 |
2.131 |
2.115 |
| S1 |
2.022 |
2.022 |
2.068 |
1.992 |
| S2 |
1.961 |
1.961 |
2.053 |
|
| S3 |
1.791 |
1.852 |
2.037 |
|
| S4 |
1.621 |
1.682 |
1.991 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.239 |
2.069 |
0.170 |
8.2% |
0.072 |
3.5% |
9% |
False |
True |
72,973 |
| 10 |
2.335 |
2.069 |
0.266 |
12.8% |
0.073 |
3.5% |
6% |
False |
True |
60,068 |
| 20 |
2.607 |
2.069 |
0.538 |
25.8% |
0.078 |
3.7% |
3% |
False |
True |
43,644 |
| 40 |
3.040 |
2.069 |
0.971 |
46.6% |
0.089 |
4.3% |
2% |
False |
True |
35,106 |
| 60 |
3.077 |
2.069 |
1.008 |
48.4% |
0.108 |
5.2% |
1% |
False |
True |
32,543 |
| 80 |
3.441 |
2.069 |
1.372 |
65.8% |
0.105 |
5.0% |
1% |
False |
True |
26,641 |
| 100 |
3.851 |
2.069 |
1.782 |
85.5% |
0.102 |
4.9% |
1% |
False |
True |
22,330 |
| 120 |
4.118 |
2.069 |
2.049 |
98.3% |
0.099 |
4.7% |
1% |
False |
True |
19,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.263 |
|
2.618 |
2.203 |
|
1.618 |
2.166 |
|
1.000 |
2.143 |
|
0.618 |
2.129 |
|
HIGH |
2.106 |
|
0.618 |
2.092 |
|
0.500 |
2.088 |
|
0.382 |
2.083 |
|
LOW |
2.069 |
|
0.618 |
2.046 |
|
1.000 |
2.032 |
|
1.618 |
2.009 |
|
2.618 |
1.972 |
|
4.250 |
1.912 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.088 |
2.122 |
| PP |
2.086 |
2.109 |
| S1 |
2.085 |
2.097 |
|