NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.402 |
2.449 |
0.047 |
2.0% |
2.461 |
| High |
2.443 |
2.450 |
0.007 |
0.3% |
2.550 |
| Low |
2.375 |
2.369 |
-0.006 |
-0.3% |
2.404 |
| Close |
2.435 |
2.374 |
-0.061 |
-2.5% |
2.406 |
| Range |
0.068 |
0.081 |
0.013 |
19.1% |
0.146 |
| ATR |
0.084 |
0.084 |
0.000 |
-0.3% |
0.000 |
| Volume |
23,105 |
26,351 |
3,246 |
14.0% |
90,275 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.641 |
2.588 |
2.419 |
|
| R3 |
2.560 |
2.507 |
2.396 |
|
| R2 |
2.479 |
2.479 |
2.389 |
|
| R1 |
2.426 |
2.426 |
2.381 |
2.412 |
| PP |
2.398 |
2.398 |
2.398 |
2.391 |
| S1 |
2.345 |
2.345 |
2.367 |
2.331 |
| S2 |
2.317 |
2.317 |
2.359 |
|
| S3 |
2.236 |
2.264 |
2.352 |
|
| S4 |
2.155 |
2.183 |
2.329 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.891 |
2.795 |
2.486 |
|
| R3 |
2.745 |
2.649 |
2.446 |
|
| R2 |
2.599 |
2.599 |
2.433 |
|
| R1 |
2.503 |
2.503 |
2.419 |
2.478 |
| PP |
2.453 |
2.453 |
2.453 |
2.441 |
| S1 |
2.357 |
2.357 |
2.393 |
2.332 |
| S2 |
2.307 |
2.307 |
2.379 |
|
| S3 |
2.161 |
2.211 |
2.366 |
|
| S4 |
2.015 |
2.065 |
2.326 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.550 |
2.369 |
0.181 |
7.6% |
0.074 |
3.1% |
3% |
False |
True |
23,597 |
| 10 |
2.626 |
2.369 |
0.257 |
10.8% |
0.076 |
3.2% |
2% |
False |
True |
19,023 |
| 20 |
2.759 |
2.369 |
0.390 |
16.4% |
0.080 |
3.4% |
1% |
False |
True |
15,161 |
| 40 |
3.137 |
2.369 |
0.768 |
32.4% |
0.085 |
3.6% |
1% |
False |
True |
13,060 |
| 60 |
3.148 |
2.369 |
0.779 |
32.8% |
0.104 |
4.4% |
1% |
False |
True |
12,866 |
| 80 |
3.530 |
2.369 |
1.161 |
48.9% |
0.099 |
4.2% |
0% |
False |
True |
10,491 |
| 100 |
3.927 |
2.369 |
1.558 |
65.6% |
0.095 |
4.0% |
0% |
False |
True |
8,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.794 |
|
2.618 |
2.662 |
|
1.618 |
2.581 |
|
1.000 |
2.531 |
|
0.618 |
2.500 |
|
HIGH |
2.450 |
|
0.618 |
2.419 |
|
0.500 |
2.410 |
|
0.382 |
2.400 |
|
LOW |
2.369 |
|
0.618 |
2.319 |
|
1.000 |
2.288 |
|
1.618 |
2.238 |
|
2.618 |
2.157 |
|
4.250 |
2.025 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.410 |
2.432 |
| PP |
2.398 |
2.412 |
| S1 |
2.386 |
2.393 |
|