NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.048 |
2.042 |
-0.006 |
-0.3% |
2.200 |
| High |
2.079 |
2.056 |
-0.023 |
-1.1% |
2.239 |
| Low |
2.033 |
1.991 |
-0.042 |
-2.1% |
2.069 |
| Close |
2.050 |
1.995 |
-0.055 |
-2.7% |
2.084 |
| Range |
0.046 |
0.065 |
0.019 |
41.3% |
0.170 |
| ATR |
0.078 |
0.077 |
-0.001 |
-1.2% |
0.000 |
| Volume |
57,025 |
73,340 |
16,315 |
28.6% |
364,867 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.209 |
2.167 |
2.031 |
|
| R3 |
2.144 |
2.102 |
2.013 |
|
| R2 |
2.079 |
2.079 |
2.007 |
|
| R1 |
2.037 |
2.037 |
2.001 |
2.026 |
| PP |
2.014 |
2.014 |
2.014 |
2.008 |
| S1 |
1.972 |
1.972 |
1.989 |
1.961 |
| S2 |
1.949 |
1.949 |
1.983 |
|
| S3 |
1.884 |
1.907 |
1.977 |
|
| S4 |
1.819 |
1.842 |
1.959 |
|
|
| 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 |
2.128 |
1.991 |
0.137 |
6.9% |
0.053 |
2.6% |
3% |
False |
True |
75,590 |
| 10 |
2.280 |
1.991 |
0.289 |
14.5% |
0.067 |
3.4% |
1% |
False |
True |
66,407 |
| 20 |
2.570 |
1.991 |
0.579 |
29.0% |
0.075 |
3.7% |
1% |
False |
True |
51,468 |
| 40 |
3.035 |
1.991 |
1.044 |
52.3% |
0.082 |
4.1% |
0% |
False |
True |
38,813 |
| 60 |
3.077 |
1.991 |
1.086 |
54.4% |
0.099 |
5.0% |
0% |
False |
True |
35,184 |
| 80 |
3.398 |
1.991 |
1.407 |
70.5% |
0.104 |
5.2% |
0% |
False |
True |
29,675 |
| 100 |
3.851 |
1.991 |
1.860 |
93.2% |
0.100 |
5.0% |
0% |
False |
True |
24,703 |
| 120 |
4.118 |
1.991 |
2.127 |
106.6% |
0.098 |
4.9% |
0% |
False |
True |
21,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.332 |
|
2.618 |
2.226 |
|
1.618 |
2.161 |
|
1.000 |
2.121 |
|
0.618 |
2.096 |
|
HIGH |
2.056 |
|
0.618 |
2.031 |
|
0.500 |
2.024 |
|
0.382 |
2.016 |
|
LOW |
1.991 |
|
0.618 |
1.951 |
|
1.000 |
1.926 |
|
1.618 |
1.886 |
|
2.618 |
1.821 |
|
4.250 |
1.715 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.024 |
2.050 |
| PP |
2.014 |
2.031 |
| S1 |
2.005 |
2.013 |
|