NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.449 |
2.366 |
-0.083 |
-3.4% |
2.461 |
| High |
2.450 |
2.388 |
-0.062 |
-2.5% |
2.550 |
| Low |
2.369 |
2.323 |
-0.046 |
-1.9% |
2.404 |
| Close |
2.374 |
2.334 |
-0.040 |
-1.7% |
2.406 |
| Range |
0.081 |
0.065 |
-0.016 |
-19.8% |
0.146 |
| ATR |
0.084 |
0.083 |
-0.001 |
-1.6% |
0.000 |
| Volume |
26,351 |
28,035 |
1,684 |
6.4% |
90,275 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.543 |
2.504 |
2.370 |
|
| R3 |
2.478 |
2.439 |
2.352 |
|
| R2 |
2.413 |
2.413 |
2.346 |
|
| R1 |
2.374 |
2.374 |
2.340 |
2.361 |
| PP |
2.348 |
2.348 |
2.348 |
2.342 |
| S1 |
2.309 |
2.309 |
2.328 |
2.296 |
| S2 |
2.283 |
2.283 |
2.322 |
|
| S3 |
2.218 |
2.244 |
2.316 |
|
| S4 |
2.153 |
2.179 |
2.298 |
|
|
| 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 |
2.533 |
2.323 |
0.210 |
9.0% |
0.073 |
3.1% |
5% |
False |
True |
24,593 |
| 10 |
2.610 |
2.323 |
0.287 |
12.3% |
0.077 |
3.3% |
4% |
False |
True |
20,848 |
| 20 |
2.759 |
2.323 |
0.436 |
18.7% |
0.076 |
3.3% |
3% |
False |
True |
15,959 |
| 40 |
3.137 |
2.323 |
0.814 |
34.9% |
0.086 |
3.7% |
1% |
False |
True |
13,485 |
| 60 |
3.148 |
2.323 |
0.825 |
35.3% |
0.105 |
4.5% |
1% |
False |
True |
13,211 |
| 80 |
3.522 |
2.323 |
1.199 |
51.4% |
0.098 |
4.2% |
1% |
False |
True |
10,828 |
| 100 |
3.927 |
2.323 |
1.604 |
68.7% |
0.095 |
4.1% |
1% |
False |
True |
9,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.664 |
|
2.618 |
2.558 |
|
1.618 |
2.493 |
|
1.000 |
2.453 |
|
0.618 |
2.428 |
|
HIGH |
2.388 |
|
0.618 |
2.363 |
|
0.500 |
2.356 |
|
0.382 |
2.348 |
|
LOW |
2.323 |
|
0.618 |
2.283 |
|
1.000 |
2.258 |
|
1.618 |
2.218 |
|
2.618 |
2.153 |
|
4.250 |
2.047 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.356 |
2.387 |
| PP |
2.348 |
2.369 |
| S1 |
2.341 |
2.352 |
|