NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.204 |
2.215 |
0.011 |
0.5% |
2.328 |
| High |
2.241 |
2.222 |
-0.019 |
-0.8% |
2.373 |
| Low |
2.187 |
2.165 |
-0.022 |
-1.0% |
2.187 |
| Close |
2.222 |
2.168 |
-0.054 |
-2.4% |
2.202 |
| Range |
0.054 |
0.057 |
0.003 |
5.6% |
0.186 |
| ATR |
0.080 |
0.078 |
-0.002 |
-2.0% |
0.000 |
| Volume |
85,549 |
42,118 |
-43,431 |
-50.8% |
402,901 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.356 |
2.319 |
2.199 |
|
| R3 |
2.299 |
2.262 |
2.184 |
|
| R2 |
2.242 |
2.242 |
2.178 |
|
| R1 |
2.205 |
2.205 |
2.173 |
2.195 |
| PP |
2.185 |
2.185 |
2.185 |
2.180 |
| S1 |
2.148 |
2.148 |
2.163 |
2.138 |
| S2 |
2.128 |
2.128 |
2.158 |
|
| S3 |
2.071 |
2.091 |
2.152 |
|
| S4 |
2.014 |
2.034 |
2.137 |
|
|
| 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 |
2.304 |
2.165 |
0.139 |
6.4% |
0.062 |
2.8% |
2% |
False |
True |
79,443 |
| 10 |
2.473 |
2.165 |
0.308 |
14.2% |
0.069 |
3.2% |
1% |
False |
True |
64,805 |
| 20 |
2.682 |
2.165 |
0.517 |
23.8% |
0.073 |
3.4% |
1% |
False |
True |
45,491 |
| 40 |
3.097 |
2.165 |
0.932 |
43.0% |
0.083 |
3.8% |
0% |
False |
True |
33,216 |
| 60 |
3.128 |
2.165 |
0.963 |
44.4% |
0.103 |
4.8% |
0% |
False |
True |
29,497 |
| 80 |
3.496 |
2.165 |
1.331 |
61.4% |
0.102 |
4.7% |
0% |
False |
True |
24,338 |
| 100 |
3.901 |
2.165 |
1.736 |
80.1% |
0.098 |
4.5% |
0% |
False |
True |
20,196 |
| 120 |
4.162 |
2.165 |
1.997 |
92.1% |
0.096 |
4.4% |
0% |
False |
True |
17,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.464 |
|
2.618 |
2.371 |
|
1.618 |
2.314 |
|
1.000 |
2.279 |
|
0.618 |
2.257 |
|
HIGH |
2.222 |
|
0.618 |
2.200 |
|
0.500 |
2.194 |
|
0.382 |
2.187 |
|
LOW |
2.165 |
|
0.618 |
2.130 |
|
1.000 |
2.108 |
|
1.618 |
2.073 |
|
2.618 |
2.016 |
|
4.250 |
1.923 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.194 |
2.203 |
| PP |
2.185 |
2.191 |
| S1 |
2.177 |
2.180 |
|