NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.461 |
2.515 |
0.054 |
2.2% |
2.674 |
| High |
2.518 |
2.550 |
0.032 |
1.3% |
2.690 |
| Low |
2.433 |
2.480 |
0.047 |
1.9% |
2.424 |
| Close |
2.511 |
2.536 |
0.025 |
1.0% |
2.461 |
| Range |
0.085 |
0.070 |
-0.015 |
-17.6% |
0.266 |
| ATR |
0.088 |
0.087 |
-0.001 |
-1.5% |
0.000 |
| Volume |
21,743 |
23,055 |
1,312 |
6.0% |
56,611 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.732 |
2.704 |
2.575 |
|
| R3 |
2.662 |
2.634 |
2.555 |
|
| R2 |
2.592 |
2.592 |
2.549 |
|
| R1 |
2.564 |
2.564 |
2.542 |
2.578 |
| PP |
2.522 |
2.522 |
2.522 |
2.529 |
| S1 |
2.494 |
2.494 |
2.530 |
2.508 |
| S2 |
2.452 |
2.452 |
2.523 |
|
| S3 |
2.382 |
2.424 |
2.517 |
|
| S4 |
2.312 |
2.354 |
2.498 |
|
|
| 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 |
2.610 |
2.424 |
0.186 |
7.3% |
0.080 |
3.2% |
60% |
False |
False |
17,102 |
| 10 |
2.726 |
2.424 |
0.302 |
11.9% |
0.078 |
3.1% |
37% |
False |
False |
13,299 |
| 20 |
2.759 |
2.424 |
0.335 |
13.2% |
0.077 |
3.0% |
33% |
False |
False |
13,072 |
| 40 |
3.137 |
2.424 |
0.713 |
28.1% |
0.090 |
3.5% |
16% |
False |
False |
12,558 |
| 60 |
3.330 |
2.424 |
0.906 |
35.7% |
0.107 |
4.2% |
12% |
False |
False |
11,776 |
| 80 |
3.755 |
2.424 |
1.331 |
52.5% |
0.099 |
3.9% |
8% |
False |
False |
9,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.848 |
|
2.618 |
2.733 |
|
1.618 |
2.663 |
|
1.000 |
2.620 |
|
0.618 |
2.593 |
|
HIGH |
2.550 |
|
0.618 |
2.523 |
|
0.500 |
2.515 |
|
0.382 |
2.507 |
|
LOW |
2.480 |
|
0.618 |
2.437 |
|
1.000 |
2.410 |
|
1.618 |
2.367 |
|
2.618 |
2.297 |
|
4.250 |
2.183 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.529 |
2.520 |
| PP |
2.522 |
2.503 |
| S1 |
2.515 |
2.487 |
|