NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.100 |
2.048 |
-0.052 |
-2.5% |
2.200 |
| High |
2.108 |
2.079 |
-0.029 |
-1.4% |
2.239 |
| Low |
2.045 |
2.033 |
-0.012 |
-0.6% |
2.069 |
| Close |
2.048 |
2.050 |
0.002 |
0.1% |
2.084 |
| Range |
0.063 |
0.046 |
-0.017 |
-27.0% |
0.170 |
| ATR |
0.080 |
0.078 |
-0.002 |
-3.0% |
0.000 |
| Volume |
55,392 |
57,025 |
1,633 |
2.9% |
364,867 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.192 |
2.167 |
2.075 |
|
| R3 |
2.146 |
2.121 |
2.063 |
|
| R2 |
2.100 |
2.100 |
2.058 |
|
| R1 |
2.075 |
2.075 |
2.054 |
2.088 |
| PP |
2.054 |
2.054 |
2.054 |
2.060 |
| S1 |
2.029 |
2.029 |
2.046 |
2.042 |
| S2 |
2.008 |
2.008 |
2.042 |
|
| S3 |
1.962 |
1.983 |
2.037 |
|
| S4 |
1.916 |
1.937 |
2.025 |
|
|
| 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 |
2.033 |
0.141 |
6.9% |
0.058 |
2.8% |
12% |
False |
True |
74,569 |
| 10 |
2.324 |
2.033 |
0.291 |
14.2% |
0.067 |
3.3% |
6% |
False |
True |
63,504 |
| 20 |
2.570 |
2.033 |
0.537 |
26.2% |
0.075 |
3.6% |
3% |
False |
True |
48,783 |
| 40 |
3.035 |
2.033 |
1.002 |
48.9% |
0.084 |
4.1% |
2% |
False |
True |
37,688 |
| 60 |
3.077 |
2.033 |
1.044 |
50.9% |
0.100 |
4.9% |
2% |
False |
True |
34,613 |
| 80 |
3.441 |
2.033 |
1.408 |
68.7% |
0.104 |
5.1% |
1% |
False |
True |
28,813 |
| 100 |
3.851 |
2.033 |
1.818 |
88.7% |
0.101 |
4.9% |
1% |
False |
True |
24,000 |
| 120 |
4.118 |
2.033 |
2.085 |
101.7% |
0.098 |
4.8% |
1% |
False |
True |
20,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.275 |
|
2.618 |
2.199 |
|
1.618 |
2.153 |
|
1.000 |
2.125 |
|
0.618 |
2.107 |
|
HIGH |
2.079 |
|
0.618 |
2.061 |
|
0.500 |
2.056 |
|
0.382 |
2.051 |
|
LOW |
2.033 |
|
0.618 |
2.005 |
|
1.000 |
1.987 |
|
1.618 |
1.959 |
|
2.618 |
1.913 |
|
4.250 |
1.838 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.056 |
2.081 |
| PP |
2.054 |
2.070 |
| S1 |
2.052 |
2.060 |
|