NYMEX Natural Gas Future August 2012
Trading Metrics calculated at close of trading on 02-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
2.456 |
2.461 |
0.005 |
0.2% |
2.674 |
High |
2.485 |
2.518 |
0.033 |
1.3% |
2.690 |
Low |
2.424 |
2.433 |
0.009 |
0.4% |
2.424 |
Close |
2.461 |
2.511 |
0.050 |
2.0% |
2.461 |
Range |
0.061 |
0.085 |
0.024 |
39.3% |
0.266 |
ATR |
0.089 |
0.088 |
0.000 |
-0.3% |
0.000 |
Volume |
15,756 |
21,743 |
5,987 |
38.0% |
56,611 |
|
Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.742 |
2.712 |
2.558 |
|
R3 |
2.657 |
2.627 |
2.534 |
|
R2 |
2.572 |
2.572 |
2.527 |
|
R1 |
2.542 |
2.542 |
2.519 |
2.557 |
PP |
2.487 |
2.487 |
2.487 |
2.495 |
S1 |
2.457 |
2.457 |
2.503 |
2.472 |
S2 |
2.402 |
2.402 |
2.495 |
|
S3 |
2.317 |
2.372 |
2.488 |
|
S4 |
2.232 |
2.287 |
2.464 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.323 |
3.158 |
2.607 |
|
R3 |
3.057 |
2.892 |
2.534 |
|
R2 |
2.791 |
2.791 |
2.510 |
|
R1 |
2.626 |
2.626 |
2.485 |
2.576 |
PP |
2.525 |
2.525 |
2.525 |
2.500 |
S1 |
2.360 |
2.360 |
2.437 |
2.310 |
S2 |
2.259 |
2.259 |
2.412 |
|
S3 |
1.993 |
2.094 |
2.388 |
|
S4 |
1.727 |
1.828 |
2.315 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.626 |
2.424 |
0.202 |
8.0% |
0.077 |
3.1% |
43% |
False |
False |
14,449 |
10 |
2.734 |
2.424 |
0.310 |
12.3% |
0.076 |
3.0% |
28% |
False |
False |
11,949 |
20 |
2.759 |
2.424 |
0.335 |
13.3% |
0.077 |
3.1% |
26% |
False |
False |
12,447 |
40 |
3.137 |
2.424 |
0.713 |
28.4% |
0.092 |
3.7% |
12% |
False |
False |
12,369 |
60 |
3.343 |
2.424 |
0.919 |
36.6% |
0.107 |
4.2% |
9% |
False |
False |
11,459 |
80 |
3.755 |
2.424 |
1.331 |
53.0% |
0.099 |
3.9% |
7% |
False |
False |
9,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.879 |
2.618 |
2.741 |
1.618 |
2.656 |
1.000 |
2.603 |
0.618 |
2.571 |
HIGH |
2.518 |
0.618 |
2.486 |
0.500 |
2.476 |
0.382 |
2.465 |
LOW |
2.433 |
0.618 |
2.380 |
1.000 |
2.348 |
1.618 |
2.295 |
2.618 |
2.210 |
4.250 |
2.072 |
|
|
Fisher Pivots for day following 02-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
2.499 |
2.508 |
PP |
2.487 |
2.505 |
S1 |
2.476 |
2.502 |
|