NYMEX Natural Gas Future June 2012
Trading Metrics calculated at close of trading on 20-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
2.042 |
1.993 |
-0.049 |
-2.4% |
2.084 |
High |
2.056 |
2.018 |
-0.038 |
-1.8% |
2.128 |
Low |
1.991 |
1.982 |
-0.009 |
-0.5% |
1.982 |
Close |
1.995 |
2.015 |
0.020 |
1.0% |
2.015 |
Range |
0.065 |
0.036 |
-0.029 |
-44.6% |
0.146 |
ATR |
0.077 |
0.074 |
-0.003 |
-3.8% |
0.000 |
Volume |
73,340 |
53,349 |
-19,991 |
-27.3% |
311,100 |
|
Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.113 |
2.100 |
2.035 |
|
R3 |
2.077 |
2.064 |
2.025 |
|
R2 |
2.041 |
2.041 |
2.022 |
|
R1 |
2.028 |
2.028 |
2.018 |
2.035 |
PP |
2.005 |
2.005 |
2.005 |
2.008 |
S1 |
1.992 |
1.992 |
2.012 |
1.999 |
S2 |
1.969 |
1.969 |
2.008 |
|
S3 |
1.933 |
1.956 |
2.005 |
|
S4 |
1.897 |
1.920 |
1.995 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.480 |
2.393 |
2.095 |
|
R3 |
2.334 |
2.247 |
2.055 |
|
R2 |
2.188 |
2.188 |
2.042 |
|
R1 |
2.101 |
2.101 |
2.028 |
2.072 |
PP |
2.042 |
2.042 |
2.042 |
2.027 |
S1 |
1.955 |
1.955 |
2.002 |
1.926 |
S2 |
1.896 |
1.896 |
1.988 |
|
S3 |
1.750 |
1.809 |
1.975 |
|
S4 |
1.604 |
1.663 |
1.935 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.128 |
1.982 |
0.146 |
7.2% |
0.052 |
2.6% |
23% |
False |
True |
62,220 |
10 |
2.239 |
1.982 |
0.257 |
12.8% |
0.062 |
3.1% |
13% |
False |
True |
67,596 |
20 |
2.526 |
1.982 |
0.544 |
27.0% |
0.070 |
3.5% |
6% |
False |
True |
52,861 |
40 |
2.987 |
1.982 |
1.005 |
49.9% |
0.080 |
4.0% |
3% |
False |
True |
39,620 |
60 |
3.077 |
1.982 |
1.095 |
54.3% |
0.098 |
4.9% |
3% |
False |
True |
35,679 |
80 |
3.398 |
1.982 |
1.416 |
70.3% |
0.104 |
5.2% |
2% |
False |
True |
30,279 |
100 |
3.851 |
1.982 |
1.869 |
92.8% |
0.100 |
5.0% |
2% |
False |
True |
25,199 |
120 |
4.118 |
1.982 |
2.136 |
106.0% |
0.098 |
4.9% |
2% |
False |
True |
21,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.171 |
2.618 |
2.112 |
1.618 |
2.076 |
1.000 |
2.054 |
0.618 |
2.040 |
HIGH |
2.018 |
0.618 |
2.004 |
0.500 |
2.000 |
0.382 |
1.996 |
LOW |
1.982 |
0.618 |
1.960 |
1.000 |
1.946 |
1.618 |
1.924 |
2.618 |
1.888 |
4.250 |
1.829 |
|
|
Fisher Pivots for day following 20-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
2.010 |
2.031 |
PP |
2.005 |
2.025 |
S1 |
2.000 |
2.020 |
|