NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.389 |
2.432 |
0.043 |
1.8% |
2.606 |
| High |
2.440 |
2.473 |
0.033 |
1.4% |
2.629 |
| Low |
2.354 |
2.400 |
0.046 |
2.0% |
2.356 |
| Close |
2.432 |
2.457 |
0.025 |
1.0% |
2.389 |
| Range |
0.086 |
0.073 |
-0.013 |
-15.1% |
0.273 |
| ATR |
0.090 |
0.089 |
-0.001 |
-1.3% |
0.000 |
| Volume |
42,843 |
42,324 |
-519 |
-1.2% |
136,531 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.662 |
2.633 |
2.497 |
|
| R3 |
2.589 |
2.560 |
2.477 |
|
| R2 |
2.516 |
2.516 |
2.470 |
|
| R1 |
2.487 |
2.487 |
2.464 |
2.502 |
| PP |
2.443 |
2.443 |
2.443 |
2.451 |
| S1 |
2.414 |
2.414 |
2.450 |
2.429 |
| S2 |
2.370 |
2.370 |
2.444 |
|
| S3 |
2.297 |
2.341 |
2.437 |
|
| S4 |
2.224 |
2.268 |
2.417 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.277 |
3.106 |
2.539 |
|
| R3 |
3.004 |
2.833 |
2.464 |
|
| R2 |
2.731 |
2.731 |
2.439 |
|
| R1 |
2.560 |
2.560 |
2.414 |
2.509 |
| PP |
2.458 |
2.458 |
2.458 |
2.433 |
| S1 |
2.287 |
2.287 |
2.364 |
2.236 |
| S2 |
2.185 |
2.185 |
2.339 |
|
| S3 |
1.912 |
2.014 |
2.314 |
|
| S4 |
1.639 |
1.741 |
2.239 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.543 |
2.354 |
0.189 |
7.7% |
0.081 |
3.3% |
54% |
False |
False |
37,713 |
| 10 |
2.664 |
2.354 |
0.310 |
12.6% |
0.079 |
3.2% |
33% |
False |
False |
28,006 |
| 20 |
2.705 |
2.354 |
0.351 |
14.3% |
0.079 |
3.2% |
29% |
False |
False |
26,468 |
| 40 |
3.104 |
2.354 |
0.750 |
30.5% |
0.092 |
3.7% |
14% |
False |
False |
23,485 |
| 60 |
3.311 |
2.354 |
0.957 |
38.9% |
0.109 |
4.4% |
11% |
False |
False |
21,631 |
| 80 |
3.752 |
2.354 |
1.398 |
56.9% |
0.103 |
4.2% |
7% |
False |
False |
17,205 |
| 100 |
3.966 |
2.354 |
1.612 |
65.6% |
0.099 |
4.0% |
6% |
False |
False |
14,403 |
| 120 |
4.201 |
2.354 |
1.847 |
75.2% |
0.097 |
4.0% |
6% |
False |
False |
12,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.783 |
|
2.618 |
2.664 |
|
1.618 |
2.591 |
|
1.000 |
2.546 |
|
0.618 |
2.518 |
|
HIGH |
2.473 |
|
0.618 |
2.445 |
|
0.500 |
2.437 |
|
0.382 |
2.428 |
|
LOW |
2.400 |
|
0.618 |
2.355 |
|
1.000 |
2.327 |
|
1.618 |
2.282 |
|
2.618 |
2.209 |
|
4.250 |
2.090 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.450 |
2.443 |
| PP |
2.443 |
2.428 |
| S1 |
2.437 |
2.414 |
|