NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.181 |
2.306 |
0.125 |
5.7% |
2.204 |
| High |
2.304 |
2.408 |
0.104 |
4.5% |
2.241 |
| Low |
2.166 |
2.239 |
0.073 |
3.4% |
2.096 |
| Close |
2.286 |
2.242 |
-0.044 |
-1.9% |
2.134 |
| Range |
0.138 |
0.169 |
0.031 |
22.5% |
0.145 |
| ATR |
0.077 |
0.084 |
0.007 |
8.5% |
0.000 |
| Volume |
41,219 |
58,368 |
17,149 |
41.6% |
258,545 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.803 |
2.692 |
2.335 |
|
| R3 |
2.634 |
2.523 |
2.288 |
|
| R2 |
2.465 |
2.465 |
2.273 |
|
| R1 |
2.354 |
2.354 |
2.257 |
2.325 |
| PP |
2.296 |
2.296 |
2.296 |
2.282 |
| S1 |
2.185 |
2.185 |
2.227 |
2.156 |
| S2 |
2.127 |
2.127 |
2.211 |
|
| S3 |
1.958 |
2.016 |
2.196 |
|
| S4 |
1.789 |
1.847 |
2.149 |
|
|
| 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 |
2.408 |
2.096 |
0.312 |
13.9% |
0.100 |
4.5% |
47% |
True |
False |
55,055 |
| 10 |
2.408 |
2.096 |
0.312 |
13.9% |
0.075 |
3.3% |
47% |
True |
False |
59,140 |
| 20 |
2.510 |
2.096 |
0.414 |
18.5% |
0.078 |
3.5% |
35% |
False |
False |
55,661 |
| 40 |
2.837 |
2.096 |
0.741 |
33.1% |
0.078 |
3.5% |
20% |
False |
False |
39,573 |
| 60 |
3.104 |
2.096 |
1.008 |
45.0% |
0.091 |
4.1% |
14% |
False |
False |
33,354 |
| 80 |
3.368 |
2.096 |
1.272 |
56.7% |
0.103 |
4.6% |
11% |
False |
False |
28,555 |
| 100 |
3.830 |
2.096 |
1.734 |
77.3% |
0.097 |
4.3% |
8% |
False |
False |
23,615 |
| 120 |
4.060 |
2.096 |
1.964 |
87.6% |
0.095 |
4.2% |
7% |
False |
False |
20,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.126 |
|
2.618 |
2.850 |
|
1.618 |
2.681 |
|
1.000 |
2.577 |
|
0.618 |
2.512 |
|
HIGH |
2.408 |
|
0.618 |
2.343 |
|
0.500 |
2.324 |
|
0.382 |
2.304 |
|
LOW |
2.239 |
|
0.618 |
2.135 |
|
1.000 |
2.070 |
|
1.618 |
1.966 |
|
2.618 |
1.797 |
|
4.250 |
1.521 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.324 |
2.287 |
| PP |
2.296 |
2.272 |
| S1 |
2.269 |
2.257 |
|