NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.217 |
2.204 |
-0.013 |
-0.6% |
2.328 |
| High |
2.223 |
2.241 |
0.018 |
0.8% |
2.373 |
| Low |
2.187 |
2.187 |
0.000 |
0.0% |
2.187 |
| Close |
2.202 |
2.222 |
0.020 |
0.9% |
2.202 |
| Range |
0.036 |
0.054 |
0.018 |
50.0% |
0.186 |
| ATR |
0.082 |
0.080 |
-0.002 |
-2.4% |
0.000 |
| Volume |
104,338 |
85,549 |
-18,789 |
-18.0% |
402,901 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.379 |
2.354 |
2.252 |
|
| R3 |
2.325 |
2.300 |
2.237 |
|
| R2 |
2.271 |
2.271 |
2.232 |
|
| R1 |
2.246 |
2.246 |
2.227 |
2.259 |
| PP |
2.217 |
2.217 |
2.217 |
2.223 |
| S1 |
2.192 |
2.192 |
2.217 |
2.205 |
| S2 |
2.163 |
2.163 |
2.212 |
|
| S3 |
2.109 |
2.138 |
2.207 |
|
| S4 |
2.055 |
2.084 |
2.192 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.812 |
2.693 |
2.304 |
|
| R3 |
2.626 |
2.507 |
2.253 |
|
| R2 |
2.440 |
2.440 |
2.236 |
|
| R1 |
2.321 |
2.321 |
2.219 |
2.288 |
| PP |
2.254 |
2.254 |
2.254 |
2.237 |
| S1 |
2.135 |
2.135 |
2.185 |
2.102 |
| S2 |
2.068 |
2.068 |
2.168 |
|
| S3 |
1.882 |
1.949 |
2.151 |
|
| S4 |
1.696 |
1.763 |
2.100 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.373 |
2.187 |
0.186 |
8.4% |
0.068 |
3.1% |
19% |
False |
True |
87,285 |
| 10 |
2.473 |
2.187 |
0.286 |
12.9% |
0.072 |
3.2% |
12% |
False |
True |
64,878 |
| 20 |
2.705 |
2.187 |
0.518 |
23.3% |
0.075 |
3.4% |
7% |
False |
True |
44,273 |
| 40 |
3.104 |
2.187 |
0.917 |
41.3% |
0.086 |
3.9% |
4% |
False |
True |
32,715 |
| 60 |
3.128 |
2.187 |
0.941 |
42.3% |
0.104 |
4.7% |
4% |
False |
True |
29,054 |
| 80 |
3.496 |
2.187 |
1.309 |
58.9% |
0.102 |
4.6% |
3% |
False |
True |
23,844 |
| 100 |
3.901 |
2.187 |
1.714 |
77.1% |
0.098 |
4.4% |
2% |
False |
True |
19,806 |
| 120 |
4.162 |
2.187 |
1.975 |
88.9% |
0.096 |
4.3% |
2% |
False |
True |
16,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.471 |
|
2.618 |
2.382 |
|
1.618 |
2.328 |
|
1.000 |
2.295 |
|
0.618 |
2.274 |
|
HIGH |
2.241 |
|
0.618 |
2.220 |
|
0.500 |
2.214 |
|
0.382 |
2.208 |
|
LOW |
2.187 |
|
0.618 |
2.154 |
|
1.000 |
2.133 |
|
1.618 |
2.100 |
|
2.618 |
2.046 |
|
4.250 |
1.958 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.219 |
2.246 |
| PP |
2.217 |
2.238 |
| S1 |
2.214 |
2.230 |
|