NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.093 |
2.084 |
-0.009 |
-0.4% |
2.200 |
| High |
2.106 |
2.128 |
0.022 |
1.0% |
2.239 |
| Low |
2.069 |
2.076 |
0.007 |
0.3% |
2.069 |
| Close |
2.084 |
2.108 |
0.024 |
1.2% |
2.084 |
| Range |
0.037 |
0.052 |
0.015 |
40.5% |
0.170 |
| ATR |
0.084 |
0.082 |
-0.002 |
-2.7% |
0.000 |
| Volume |
120,199 |
71,994 |
-48,205 |
-40.1% |
364,867 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.260 |
2.236 |
2.137 |
|
| R3 |
2.208 |
2.184 |
2.122 |
|
| R2 |
2.156 |
2.156 |
2.118 |
|
| R1 |
2.132 |
2.132 |
2.113 |
2.144 |
| PP |
2.104 |
2.104 |
2.104 |
2.110 |
| S1 |
2.080 |
2.080 |
2.103 |
2.092 |
| S2 |
2.052 |
2.052 |
2.098 |
|
| S3 |
2.000 |
2.028 |
2.094 |
|
| S4 |
1.948 |
1.976 |
2.079 |
|
|
| 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 |
8.1% |
0.070 |
3.3% |
23% |
False |
False |
76,066 |
| 10 |
2.335 |
2.069 |
0.266 |
12.6% |
0.073 |
3.4% |
15% |
False |
False |
61,800 |
| 20 |
2.607 |
2.069 |
0.538 |
25.5% |
0.077 |
3.7% |
7% |
False |
False |
45,672 |
| 40 |
3.040 |
2.069 |
0.971 |
46.1% |
0.088 |
4.2% |
4% |
False |
False |
36,306 |
| 60 |
3.077 |
2.069 |
1.008 |
47.8% |
0.107 |
5.1% |
4% |
False |
False |
33,439 |
| 80 |
3.441 |
2.069 |
1.372 |
65.1% |
0.105 |
5.0% |
3% |
False |
False |
27,501 |
| 100 |
3.851 |
2.069 |
1.782 |
84.5% |
0.102 |
4.8% |
2% |
False |
False |
23,010 |
| 120 |
4.118 |
2.069 |
2.049 |
97.2% |
0.099 |
4.7% |
2% |
False |
False |
19,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.349 |
|
2.618 |
2.264 |
|
1.618 |
2.212 |
|
1.000 |
2.180 |
|
0.618 |
2.160 |
|
HIGH |
2.128 |
|
0.618 |
2.108 |
|
0.500 |
2.102 |
|
0.382 |
2.096 |
|
LOW |
2.076 |
|
0.618 |
2.044 |
|
1.000 |
2.024 |
|
1.618 |
1.992 |
|
2.618 |
1.940 |
|
4.250 |
1.855 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.106 |
2.122 |
| PP |
2.104 |
2.117 |
| S1 |
2.102 |
2.113 |
|