NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.029 |
2.105 |
0.076 |
3.7% |
2.084 |
| High |
2.113 |
2.119 |
0.006 |
0.3% |
2.128 |
| Low |
2.005 |
2.061 |
0.056 |
2.8% |
1.982 |
| Close |
2.096 |
2.063 |
-0.033 |
-1.6% |
2.015 |
| Range |
0.108 |
0.058 |
-0.050 |
-46.3% |
0.146 |
| ATR |
0.076 |
0.075 |
-0.001 |
-1.7% |
0.000 |
| Volume |
119,628 |
77,958 |
-41,670 |
-34.8% |
311,100 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.255 |
2.217 |
2.095 |
|
| R3 |
2.197 |
2.159 |
2.079 |
|
| R2 |
2.139 |
2.139 |
2.074 |
|
| R1 |
2.101 |
2.101 |
2.068 |
2.091 |
| PP |
2.081 |
2.081 |
2.081 |
2.076 |
| S1 |
2.043 |
2.043 |
2.058 |
2.033 |
| S2 |
2.023 |
2.023 |
2.052 |
|
| S3 |
1.965 |
1.985 |
2.047 |
|
| S4 |
1.907 |
1.927 |
2.031 |
|
|
| 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 |
2.119 |
1.982 |
0.137 |
6.6% |
0.063 |
3.0% |
59% |
True |
False |
76,260 |
| 10 |
2.174 |
1.982 |
0.192 |
9.3% |
0.063 |
3.1% |
42% |
False |
False |
75,803 |
| 20 |
2.446 |
1.982 |
0.464 |
22.5% |
0.071 |
3.4% |
17% |
False |
False |
60,408 |
| 40 |
2.823 |
1.982 |
0.841 |
40.8% |
0.078 |
3.8% |
10% |
False |
False |
43,777 |
| 60 |
3.077 |
1.982 |
1.095 |
53.1% |
0.094 |
4.6% |
7% |
False |
False |
38,012 |
| 80 |
3.323 |
1.982 |
1.341 |
65.0% |
0.104 |
5.1% |
6% |
False |
False |
32,673 |
| 100 |
3.812 |
1.982 |
1.830 |
88.7% |
0.099 |
4.8% |
4% |
False |
False |
27,132 |
| 120 |
4.118 |
1.982 |
2.136 |
103.5% |
0.098 |
4.7% |
4% |
False |
False |
23,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.366 |
|
2.618 |
2.271 |
|
1.618 |
2.213 |
|
1.000 |
2.177 |
|
0.618 |
2.155 |
|
HIGH |
2.119 |
|
0.618 |
2.097 |
|
0.500 |
2.090 |
|
0.382 |
2.083 |
|
LOW |
2.061 |
|
0.618 |
2.025 |
|
1.000 |
2.003 |
|
1.618 |
1.967 |
|
2.618 |
1.909 |
|
4.250 |
1.815 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.090 |
2.059 |
| PP |
2.081 |
2.055 |
| S1 |
2.072 |
2.051 |
|