NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.185 |
2.126 |
-0.059 |
-2.7% |
2.029 |
| High |
2.295 |
2.198 |
-0.097 |
-4.2% |
2.295 |
| Low |
2.122 |
2.107 |
-0.015 |
-0.7% |
2.005 |
| Close |
2.126 |
2.186 |
0.060 |
2.8% |
2.186 |
| Range |
0.173 |
0.091 |
-0.082 |
-47.4% |
0.290 |
| ATR |
0.086 |
0.086 |
0.000 |
0.4% |
0.000 |
| Volume |
216,459 |
98,388 |
-118,071 |
-54.5% |
631,556 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.437 |
2.402 |
2.236 |
|
| R3 |
2.346 |
2.311 |
2.211 |
|
| R2 |
2.255 |
2.255 |
2.203 |
|
| R1 |
2.220 |
2.220 |
2.194 |
2.238 |
| PP |
2.164 |
2.164 |
2.164 |
2.172 |
| S1 |
2.129 |
2.129 |
2.178 |
2.147 |
| S2 |
2.073 |
2.073 |
2.169 |
|
| S3 |
1.982 |
2.038 |
2.161 |
|
| S4 |
1.891 |
1.947 |
2.136 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.032 |
2.899 |
2.346 |
|
| R3 |
2.742 |
2.609 |
2.266 |
|
| R2 |
2.452 |
2.452 |
2.239 |
|
| R1 |
2.319 |
2.319 |
2.213 |
2.386 |
| PP |
2.162 |
2.162 |
2.162 |
2.195 |
| S1 |
2.029 |
2.029 |
2.159 |
2.096 |
| S2 |
1.872 |
1.872 |
2.133 |
|
| S3 |
1.582 |
1.739 |
2.106 |
|
| S4 |
1.292 |
1.449 |
2.027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.295 |
2.005 |
0.290 |
13.3% |
0.112 |
5.1% |
62% |
False |
False |
126,311 |
| 10 |
2.295 |
1.982 |
0.313 |
14.3% |
0.082 |
3.8% |
65% |
False |
False |
94,265 |
| 20 |
2.335 |
1.982 |
0.353 |
16.1% |
0.078 |
3.5% |
58% |
False |
False |
77,167 |
| 40 |
2.711 |
1.982 |
0.729 |
33.3% |
0.079 |
3.6% |
28% |
False |
False |
52,920 |
| 60 |
3.040 |
1.982 |
1.058 |
48.4% |
0.094 |
4.3% |
19% |
False |
False |
43,972 |
| 80 |
3.310 |
1.982 |
1.328 |
60.8% |
0.105 |
4.8% |
15% |
False |
False |
37,949 |
| 100 |
3.734 |
1.982 |
1.752 |
80.1% |
0.101 |
4.6% |
12% |
False |
False |
31,307 |
| 120 |
3.991 |
1.982 |
2.009 |
91.9% |
0.098 |
4.5% |
10% |
False |
False |
26,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.585 |
|
2.618 |
2.436 |
|
1.618 |
2.345 |
|
1.000 |
2.289 |
|
0.618 |
2.254 |
|
HIGH |
2.198 |
|
0.618 |
2.163 |
|
0.500 |
2.153 |
|
0.382 |
2.142 |
|
LOW |
2.107 |
|
0.618 |
2.051 |
|
1.000 |
2.016 |
|
1.618 |
1.960 |
|
2.618 |
1.869 |
|
4.250 |
1.720 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.175 |
2.183 |
| PP |
2.164 |
2.181 |
| S1 |
2.153 |
2.178 |
|