NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.105 |
2.071 |
-0.034 |
-1.6% |
2.084 |
| High |
2.119 |
2.191 |
0.072 |
3.4% |
2.128 |
| Low |
2.061 |
2.061 |
0.000 |
0.0% |
1.982 |
| Close |
2.063 |
2.180 |
0.117 |
5.7% |
2.015 |
| Range |
0.058 |
0.130 |
0.072 |
124.1% |
0.146 |
| ATR |
0.075 |
0.079 |
0.004 |
5.2% |
0.000 |
| Volume |
77,958 |
119,123 |
41,165 |
52.8% |
311,100 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.534 |
2.487 |
2.252 |
|
| R3 |
2.404 |
2.357 |
2.216 |
|
| R2 |
2.274 |
2.274 |
2.204 |
|
| R1 |
2.227 |
2.227 |
2.192 |
2.251 |
| PP |
2.144 |
2.144 |
2.144 |
2.156 |
| S1 |
2.097 |
2.097 |
2.168 |
2.121 |
| S2 |
2.014 |
2.014 |
2.156 |
|
| S3 |
1.884 |
1.967 |
2.144 |
|
| S4 |
1.754 |
1.837 |
2.109 |
|
|
| 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 |
2.191 |
1.982 |
0.209 |
9.6% |
0.079 |
3.6% |
95% |
True |
False |
88,679 |
| 10 |
2.191 |
1.982 |
0.209 |
9.6% |
0.069 |
3.2% |
95% |
True |
False |
81,624 |
| 20 |
2.425 |
1.982 |
0.443 |
20.3% |
0.074 |
3.4% |
45% |
False |
False |
65,271 |
| 40 |
2.792 |
1.982 |
0.810 |
37.2% |
0.078 |
3.6% |
24% |
False |
False |
46,246 |
| 60 |
3.040 |
1.982 |
1.058 |
48.5% |
0.093 |
4.3% |
19% |
False |
False |
39,623 |
| 80 |
3.310 |
1.982 |
1.328 |
60.9% |
0.104 |
4.8% |
15% |
False |
False |
34,124 |
| 100 |
3.812 |
1.982 |
1.830 |
83.9% |
0.100 |
4.6% |
11% |
False |
False |
28,272 |
| 120 |
4.021 |
1.982 |
2.039 |
93.5% |
0.097 |
4.5% |
10% |
False |
False |
24,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.744 |
|
2.618 |
2.531 |
|
1.618 |
2.401 |
|
1.000 |
2.321 |
|
0.618 |
2.271 |
|
HIGH |
2.191 |
|
0.618 |
2.141 |
|
0.500 |
2.126 |
|
0.382 |
2.111 |
|
LOW |
2.061 |
|
0.618 |
1.981 |
|
1.000 |
1.931 |
|
1.618 |
1.851 |
|
2.618 |
1.721 |
|
4.250 |
1.509 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.162 |
2.153 |
| PP |
2.144 |
2.125 |
| S1 |
2.126 |
2.098 |
|