NYMEX Natural Gas Future July 2012
Trading Metrics calculated at close of trading on 20-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
2.159 |
2.120 |
-0.039 |
-1.8% |
2.204 |
High |
2.170 |
2.136 |
-0.034 |
-1.6% |
2.241 |
Low |
2.107 |
2.096 |
-0.011 |
-0.5% |
2.096 |
Close |
2.113 |
2.134 |
0.021 |
1.0% |
2.134 |
Range |
0.063 |
0.040 |
-0.023 |
-36.5% |
0.145 |
ATR |
0.074 |
0.072 |
-0.002 |
-3.3% |
0.000 |
Volume |
39,998 |
46,755 |
6,757 |
16.9% |
258,545 |
|
Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.242 |
2.228 |
2.156 |
|
R3 |
2.202 |
2.188 |
2.145 |
|
R2 |
2.162 |
2.162 |
2.141 |
|
R1 |
2.148 |
2.148 |
2.138 |
2.155 |
PP |
2.122 |
2.122 |
2.122 |
2.126 |
S1 |
2.108 |
2.108 |
2.130 |
2.115 |
S2 |
2.082 |
2.082 |
2.127 |
|
S3 |
2.042 |
2.068 |
2.123 |
|
S4 |
2.002 |
2.028 |
2.112 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.592 |
2.508 |
2.214 |
|
R3 |
2.447 |
2.363 |
2.174 |
|
R2 |
2.302 |
2.302 |
2.161 |
|
R1 |
2.218 |
2.218 |
2.147 |
2.188 |
PP |
2.157 |
2.157 |
2.157 |
2.142 |
S1 |
2.073 |
2.073 |
2.121 |
2.043 |
S2 |
2.012 |
2.012 |
2.107 |
|
S3 |
1.867 |
1.928 |
2.094 |
|
S4 |
1.722 |
1.783 |
2.054 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.241 |
2.096 |
0.145 |
6.8% |
0.050 |
2.4% |
26% |
False |
True |
51,709 |
10 |
2.373 |
2.096 |
0.277 |
13.0% |
0.061 |
2.8% |
14% |
False |
True |
66,144 |
20 |
2.629 |
2.096 |
0.533 |
25.0% |
0.069 |
3.2% |
7% |
False |
True |
49,180 |
40 |
3.060 |
2.096 |
0.964 |
45.2% |
0.078 |
3.7% |
4% |
False |
True |
35,154 |
60 |
3.128 |
2.096 |
1.032 |
48.4% |
0.095 |
4.4% |
4% |
False |
True |
30,572 |
80 |
3.460 |
2.096 |
1.364 |
63.9% |
0.101 |
4.7% |
3% |
False |
True |
25,837 |
100 |
3.901 |
2.096 |
1.805 |
84.6% |
0.097 |
4.6% |
2% |
False |
True |
21,431 |
120 |
4.162 |
2.096 |
2.066 |
96.8% |
0.095 |
4.4% |
2% |
False |
True |
18,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.306 |
2.618 |
2.241 |
1.618 |
2.201 |
1.000 |
2.176 |
0.618 |
2.161 |
HIGH |
2.136 |
0.618 |
2.121 |
0.500 |
2.116 |
0.382 |
2.111 |
LOW |
2.096 |
0.618 |
2.071 |
1.000 |
2.056 |
1.618 |
2.031 |
2.618 |
1.991 |
4.250 |
1.926 |
|
|
Fisher Pivots for day following 20-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
2.128 |
2.143 |
PP |
2.122 |
2.140 |
S1 |
2.116 |
2.137 |
|