NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.366 |
2.325 |
-0.041 |
-1.7% |
2.461 |
| High |
2.388 |
2.385 |
-0.003 |
-0.1% |
2.550 |
| Low |
2.323 |
2.299 |
-0.024 |
-1.0% |
2.404 |
| Close |
2.334 |
2.306 |
-0.028 |
-1.2% |
2.406 |
| Range |
0.065 |
0.086 |
0.021 |
32.3% |
0.146 |
| ATR |
0.083 |
0.083 |
0.000 |
0.3% |
0.000 |
| Volume |
28,035 |
21,160 |
-6,875 |
-24.5% |
90,275 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.588 |
2.533 |
2.353 |
|
| R3 |
2.502 |
2.447 |
2.330 |
|
| R2 |
2.416 |
2.416 |
2.322 |
|
| R1 |
2.361 |
2.361 |
2.314 |
2.346 |
| PP |
2.330 |
2.330 |
2.330 |
2.322 |
| S1 |
2.275 |
2.275 |
2.298 |
2.260 |
| S2 |
2.244 |
2.244 |
2.290 |
|
| S3 |
2.158 |
2.189 |
2.282 |
|
| S4 |
2.072 |
2.103 |
2.259 |
|
|
| 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 |
2.494 |
2.299 |
0.195 |
8.5% |
0.078 |
3.4% |
4% |
False |
True |
23,794 |
| 10 |
2.580 |
2.299 |
0.281 |
12.2% |
0.080 |
3.5% |
2% |
False |
True |
21,836 |
| 20 |
2.759 |
2.299 |
0.460 |
19.9% |
0.075 |
3.3% |
2% |
False |
True |
16,341 |
| 40 |
3.137 |
2.299 |
0.838 |
36.3% |
0.086 |
3.7% |
1% |
False |
True |
13,551 |
| 60 |
3.148 |
2.299 |
0.849 |
36.8% |
0.103 |
4.5% |
1% |
False |
True |
13,478 |
| 80 |
3.522 |
2.299 |
1.223 |
53.0% |
0.099 |
4.3% |
1% |
False |
True |
11,064 |
| 100 |
3.927 |
2.299 |
1.628 |
70.6% |
0.095 |
4.1% |
0% |
False |
True |
9,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.751 |
|
2.618 |
2.610 |
|
1.618 |
2.524 |
|
1.000 |
2.471 |
|
0.618 |
2.438 |
|
HIGH |
2.385 |
|
0.618 |
2.352 |
|
0.500 |
2.342 |
|
0.382 |
2.332 |
|
LOW |
2.299 |
|
0.618 |
2.246 |
|
1.000 |
2.213 |
|
1.618 |
2.160 |
|
2.618 |
2.074 |
|
4.250 |
1.934 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.342 |
2.375 |
| PP |
2.330 |
2.352 |
| S1 |
2.318 |
2.329 |
|