NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 04-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.515 |
2.510 |
-0.005 |
-0.2% |
2.674 |
| High |
2.550 |
2.533 |
-0.017 |
-0.7% |
2.690 |
| Low |
2.480 |
2.473 |
-0.007 |
-0.3% |
2.424 |
| Close |
2.536 |
2.485 |
-0.051 |
-2.0% |
2.461 |
| Range |
0.070 |
0.060 |
-0.010 |
-14.3% |
0.266 |
| ATR |
0.087 |
0.085 |
-0.002 |
-2.0% |
0.000 |
| Volume |
23,055 |
25,154 |
2,099 |
9.1% |
56,611 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.677 |
2.641 |
2.518 |
|
| R3 |
2.617 |
2.581 |
2.502 |
|
| R2 |
2.557 |
2.557 |
2.496 |
|
| R1 |
2.521 |
2.521 |
2.491 |
2.509 |
| PP |
2.497 |
2.497 |
2.497 |
2.491 |
| S1 |
2.461 |
2.461 |
2.480 |
2.449 |
| S2 |
2.437 |
2.437 |
2.474 |
|
| S3 |
2.377 |
2.401 |
2.469 |
|
| S4 |
2.317 |
2.341 |
2.452 |
|
|
| 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 |
2.580 |
2.424 |
0.156 |
6.3% |
0.083 |
3.3% |
39% |
False |
False |
19,877 |
| 10 |
2.726 |
2.424 |
0.302 |
12.2% |
0.077 |
3.1% |
20% |
False |
False |
14,792 |
| 20 |
2.759 |
2.424 |
0.335 |
13.5% |
0.077 |
3.1% |
18% |
False |
False |
13,939 |
| 40 |
3.137 |
2.424 |
0.713 |
28.7% |
0.087 |
3.5% |
9% |
False |
False |
12,676 |
| 60 |
3.330 |
2.424 |
0.906 |
36.5% |
0.107 |
4.3% |
7% |
False |
False |
12,132 |
| 80 |
3.674 |
2.424 |
1.250 |
50.3% |
0.099 |
4.0% |
5% |
False |
False |
9,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.788 |
|
2.618 |
2.690 |
|
1.618 |
2.630 |
|
1.000 |
2.593 |
|
0.618 |
2.570 |
|
HIGH |
2.533 |
|
0.618 |
2.510 |
|
0.500 |
2.503 |
|
0.382 |
2.496 |
|
LOW |
2.473 |
|
0.618 |
2.436 |
|
1.000 |
2.413 |
|
1.618 |
2.376 |
|
2.618 |
2.316 |
|
4.250 |
2.218 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.503 |
2.492 |
| PP |
2.497 |
2.489 |
| S1 |
2.491 |
2.487 |
|