NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.328 |
2.363 |
0.035 |
1.5% |
2.389 |
| High |
2.364 |
2.373 |
0.009 |
0.4% |
2.473 |
| Low |
2.295 |
2.285 |
-0.010 |
-0.4% |
2.323 |
| Close |
2.355 |
2.292 |
-0.063 |
-2.7% |
2.326 |
| Range |
0.069 |
0.088 |
0.019 |
27.5% |
0.150 |
| ATR |
0.086 |
0.086 |
0.000 |
0.2% |
0.000 |
| Volume |
52,025 |
81,324 |
29,299 |
56.3% |
160,331 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.581 |
2.524 |
2.340 |
|
| R3 |
2.493 |
2.436 |
2.316 |
|
| R2 |
2.405 |
2.405 |
2.308 |
|
| R1 |
2.348 |
2.348 |
2.300 |
2.333 |
| PP |
2.317 |
2.317 |
2.317 |
2.309 |
| S1 |
2.260 |
2.260 |
2.284 |
2.245 |
| S2 |
2.229 |
2.229 |
2.276 |
|
| S3 |
2.141 |
2.172 |
2.268 |
|
| S4 |
2.053 |
2.084 |
2.244 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.824 |
2.725 |
2.409 |
|
| R3 |
2.674 |
2.575 |
2.367 |
|
| R2 |
2.524 |
2.524 |
2.354 |
|
| R1 |
2.425 |
2.425 |
2.340 |
2.400 |
| PP |
2.374 |
2.374 |
2.374 |
2.361 |
| S1 |
2.275 |
2.275 |
2.312 |
2.250 |
| S2 |
2.224 |
2.224 |
2.299 |
|
| S3 |
2.074 |
2.125 |
2.285 |
|
| S4 |
1.924 |
1.975 |
2.244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.473 |
2.285 |
0.188 |
8.2% |
0.077 |
3.3% |
4% |
False |
True |
50,167 |
| 10 |
2.565 |
2.285 |
0.280 |
12.2% |
0.078 |
3.4% |
3% |
False |
True |
41,639 |
| 20 |
2.705 |
2.285 |
0.420 |
18.3% |
0.081 |
3.5% |
2% |
False |
True |
31,513 |
| 40 |
3.104 |
2.285 |
0.819 |
35.7% |
0.088 |
3.8% |
1% |
False |
True |
26,130 |
| 60 |
3.128 |
2.285 |
0.843 |
36.8% |
0.107 |
4.7% |
1% |
False |
True |
24,225 |
| 80 |
3.496 |
2.285 |
1.211 |
52.8% |
0.102 |
4.5% |
1% |
False |
True |
19,571 |
| 100 |
3.901 |
2.285 |
1.616 |
70.5% |
0.099 |
4.3% |
0% |
False |
True |
16,367 |
| 120 |
4.162 |
2.285 |
1.877 |
81.9% |
0.096 |
4.2% |
0% |
False |
True |
13,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.747 |
|
2.618 |
2.603 |
|
1.618 |
2.515 |
|
1.000 |
2.461 |
|
0.618 |
2.427 |
|
HIGH |
2.373 |
|
0.618 |
2.339 |
|
0.500 |
2.329 |
|
0.382 |
2.319 |
|
LOW |
2.285 |
|
0.618 |
2.231 |
|
1.000 |
2.197 |
|
1.618 |
2.143 |
|
2.618 |
2.055 |
|
4.250 |
1.911 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.329 |
2.350 |
| PP |
2.317 |
2.330 |
| S1 |
2.304 |
2.311 |
|