NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.363 |
2.288 |
-0.075 |
-3.2% |
2.389 |
| High |
2.373 |
2.304 |
-0.069 |
-2.9% |
2.473 |
| Low |
2.285 |
2.232 |
-0.053 |
-2.3% |
2.323 |
| Close |
2.292 |
2.247 |
-0.045 |
-2.0% |
2.326 |
| Range |
0.088 |
0.072 |
-0.016 |
-18.2% |
0.150 |
| ATR |
0.086 |
0.085 |
-0.001 |
-1.2% |
0.000 |
| Volume |
81,324 |
83,324 |
2,000 |
2.5% |
160,331 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.477 |
2.434 |
2.287 |
|
| R3 |
2.405 |
2.362 |
2.267 |
|
| R2 |
2.333 |
2.333 |
2.260 |
|
| R1 |
2.290 |
2.290 |
2.254 |
2.276 |
| PP |
2.261 |
2.261 |
2.261 |
2.254 |
| S1 |
2.218 |
2.218 |
2.240 |
2.204 |
| S2 |
2.189 |
2.189 |
2.234 |
|
| S3 |
2.117 |
2.146 |
2.227 |
|
| S4 |
2.045 |
2.074 |
2.207 |
|
|
| 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 |
2.456 |
2.232 |
0.224 |
10.0% |
0.076 |
3.4% |
7% |
False |
True |
58,367 |
| 10 |
2.543 |
2.232 |
0.311 |
13.8% |
0.079 |
3.5% |
5% |
False |
True |
48,040 |
| 20 |
2.705 |
2.232 |
0.473 |
21.1% |
0.078 |
3.5% |
3% |
False |
True |
34,685 |
| 40 |
3.104 |
2.232 |
0.872 |
38.8% |
0.088 |
3.9% |
2% |
False |
True |
27,722 |
| 60 |
3.128 |
2.232 |
0.896 |
39.9% |
0.107 |
4.8% |
2% |
False |
True |
25,303 |
| 80 |
3.496 |
2.232 |
1.264 |
56.3% |
0.102 |
4.6% |
1% |
False |
True |
20,573 |
| 100 |
3.901 |
2.232 |
1.669 |
74.3% |
0.099 |
4.4% |
1% |
False |
True |
17,171 |
| 120 |
4.162 |
2.232 |
1.930 |
85.9% |
0.096 |
4.3% |
1% |
False |
True |
14,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.610 |
|
2.618 |
2.492 |
|
1.618 |
2.420 |
|
1.000 |
2.376 |
|
0.618 |
2.348 |
|
HIGH |
2.304 |
|
0.618 |
2.276 |
|
0.500 |
2.268 |
|
0.382 |
2.260 |
|
LOW |
2.232 |
|
0.618 |
2.188 |
|
1.000 |
2.160 |
|
1.618 |
2.116 |
|
2.618 |
2.044 |
|
4.250 |
1.926 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.268 |
2.303 |
| PP |
2.261 |
2.284 |
| S1 |
2.254 |
2.266 |
|