NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.993 |
2.029 |
0.036 |
1.8% |
2.084 |
| High |
2.018 |
2.113 |
0.095 |
4.7% |
2.128 |
| Low |
1.982 |
2.005 |
0.023 |
1.2% |
1.982 |
| Close |
2.015 |
2.096 |
0.081 |
4.0% |
2.015 |
| Range |
0.036 |
0.108 |
0.072 |
200.0% |
0.146 |
| ATR |
0.074 |
0.076 |
0.002 |
3.3% |
0.000 |
| Volume |
53,349 |
119,628 |
66,279 |
124.2% |
311,100 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.395 |
2.354 |
2.155 |
|
| R3 |
2.287 |
2.246 |
2.126 |
|
| R2 |
2.179 |
2.179 |
2.116 |
|
| R1 |
2.138 |
2.138 |
2.106 |
2.159 |
| PP |
2.071 |
2.071 |
2.071 |
2.082 |
| S1 |
2.030 |
2.030 |
2.086 |
2.051 |
| S2 |
1.963 |
1.963 |
2.076 |
|
| S3 |
1.855 |
1.922 |
2.066 |
|
| S4 |
1.747 |
1.814 |
2.037 |
|
|
| 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 |
2.113 |
1.982 |
0.131 |
6.3% |
0.064 |
3.0% |
87% |
True |
False |
71,746 |
| 10 |
2.239 |
1.982 |
0.257 |
12.3% |
0.067 |
3.2% |
44% |
False |
False |
73,906 |
| 20 |
2.526 |
1.982 |
0.544 |
26.0% |
0.073 |
3.5% |
21% |
False |
False |
57,597 |
| 40 |
2.939 |
1.982 |
0.957 |
45.7% |
0.080 |
3.8% |
12% |
False |
False |
42,237 |
| 60 |
3.077 |
1.982 |
1.095 |
52.2% |
0.096 |
4.6% |
10% |
False |
False |
37,216 |
| 80 |
3.358 |
1.982 |
1.376 |
65.6% |
0.104 |
5.0% |
8% |
False |
False |
31,727 |
| 100 |
3.812 |
1.982 |
1.830 |
87.3% |
0.099 |
4.7% |
6% |
False |
False |
26,384 |
| 120 |
4.118 |
1.982 |
2.136 |
101.9% |
0.098 |
4.7% |
5% |
False |
False |
22,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.572 |
|
2.618 |
2.396 |
|
1.618 |
2.288 |
|
1.000 |
2.221 |
|
0.618 |
2.180 |
|
HIGH |
2.113 |
|
0.618 |
2.072 |
|
0.500 |
2.059 |
|
0.382 |
2.046 |
|
LOW |
2.005 |
|
0.618 |
1.938 |
|
1.000 |
1.897 |
|
1.618 |
1.830 |
|
2.618 |
1.722 |
|
4.250 |
1.546 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.084 |
2.080 |
| PP |
2.071 |
2.064 |
| S1 |
2.059 |
2.048 |
|