NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.084 |
2.100 |
0.016 |
0.8% |
2.200 |
| High |
2.128 |
2.108 |
-0.020 |
-0.9% |
2.239 |
| Low |
2.076 |
2.045 |
-0.031 |
-1.5% |
2.069 |
| Close |
2.108 |
2.048 |
-0.060 |
-2.8% |
2.084 |
| Range |
0.052 |
0.063 |
0.011 |
21.2% |
0.170 |
| ATR |
0.082 |
0.080 |
-0.001 |
-1.6% |
0.000 |
| Volume |
71,994 |
55,392 |
-16,602 |
-23.1% |
364,867 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.256 |
2.215 |
2.083 |
|
| R3 |
2.193 |
2.152 |
2.065 |
|
| R2 |
2.130 |
2.130 |
2.060 |
|
| R1 |
2.089 |
2.089 |
2.054 |
2.078 |
| PP |
2.067 |
2.067 |
2.067 |
2.062 |
| S1 |
2.026 |
2.026 |
2.042 |
2.015 |
| S2 |
2.004 |
2.004 |
2.036 |
|
| S3 |
1.941 |
1.963 |
2.031 |
|
| S4 |
1.878 |
1.900 |
2.013 |
|
|
| 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 |
2.174 |
2.045 |
0.129 |
6.3% |
0.064 |
3.1% |
2% |
False |
True |
75,347 |
| 10 |
2.335 |
2.045 |
0.290 |
14.2% |
0.070 |
3.4% |
1% |
False |
True |
62,530 |
| 20 |
2.581 |
2.045 |
0.536 |
26.2% |
0.075 |
3.7% |
1% |
False |
True |
47,133 |
| 40 |
3.035 |
2.045 |
0.990 |
48.3% |
0.085 |
4.2% |
0% |
False |
True |
36,906 |
| 60 |
3.077 |
2.045 |
1.032 |
50.4% |
0.106 |
5.2% |
0% |
False |
True |
33,999 |
| 80 |
3.441 |
2.045 |
1.396 |
68.2% |
0.105 |
5.1% |
0% |
False |
True |
28,151 |
| 100 |
3.851 |
2.045 |
1.806 |
88.2% |
0.101 |
4.9% |
0% |
False |
True |
23,496 |
| 120 |
4.118 |
2.045 |
2.073 |
101.2% |
0.099 |
4.8% |
0% |
False |
True |
20,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.376 |
|
2.618 |
2.273 |
|
1.618 |
2.210 |
|
1.000 |
2.171 |
|
0.618 |
2.147 |
|
HIGH |
2.108 |
|
0.618 |
2.084 |
|
0.500 |
2.077 |
|
0.382 |
2.069 |
|
LOW |
2.045 |
|
0.618 |
2.006 |
|
1.000 |
1.982 |
|
1.618 |
1.943 |
|
2.618 |
1.880 |
|
4.250 |
1.777 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.077 |
2.087 |
| PP |
2.067 |
2.074 |
| S1 |
2.058 |
2.061 |
|