NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.325 |
2.301 |
-0.024 |
-1.0% |
2.402 |
| High |
2.385 |
2.306 |
-0.079 |
-3.3% |
2.450 |
| Low |
2.299 |
2.274 |
-0.025 |
-1.1% |
2.274 |
| Close |
2.306 |
2.287 |
-0.019 |
-0.8% |
2.287 |
| Range |
0.086 |
0.032 |
-0.054 |
-62.8% |
0.176 |
| ATR |
0.083 |
0.079 |
-0.004 |
-4.4% |
0.000 |
| Volume |
21,160 |
35,046 |
13,886 |
65.6% |
133,697 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.385 |
2.368 |
2.305 |
|
| R3 |
2.353 |
2.336 |
2.296 |
|
| R2 |
2.321 |
2.321 |
2.293 |
|
| R1 |
2.304 |
2.304 |
2.290 |
2.297 |
| PP |
2.289 |
2.289 |
2.289 |
2.285 |
| S1 |
2.272 |
2.272 |
2.284 |
2.265 |
| S2 |
2.257 |
2.257 |
2.281 |
|
| S3 |
2.225 |
2.240 |
2.278 |
|
| S4 |
2.193 |
2.208 |
2.269 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.865 |
2.752 |
2.384 |
|
| R3 |
2.689 |
2.576 |
2.335 |
|
| R2 |
2.513 |
2.513 |
2.319 |
|
| R1 |
2.400 |
2.400 |
2.303 |
2.369 |
| PP |
2.337 |
2.337 |
2.337 |
2.321 |
| S1 |
2.224 |
2.224 |
2.271 |
2.193 |
| S2 |
2.161 |
2.161 |
2.255 |
|
| S3 |
1.985 |
2.048 |
2.239 |
|
| S4 |
1.809 |
1.872 |
2.190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.450 |
2.274 |
0.176 |
7.7% |
0.066 |
2.9% |
7% |
False |
True |
26,739 |
| 10 |
2.550 |
2.274 |
0.276 |
12.1% |
0.070 |
3.1% |
5% |
False |
True |
23,972 |
| 20 |
2.759 |
2.274 |
0.485 |
21.2% |
0.073 |
3.2% |
3% |
False |
True |
17,372 |
| 40 |
3.137 |
2.274 |
0.863 |
37.7% |
0.084 |
3.7% |
2% |
False |
True |
13,997 |
| 60 |
3.148 |
2.274 |
0.874 |
38.2% |
0.103 |
4.5% |
1% |
False |
True |
13,895 |
| 80 |
3.522 |
2.274 |
1.248 |
54.6% |
0.099 |
4.3% |
1% |
False |
True |
11,479 |
| 100 |
3.927 |
2.274 |
1.653 |
72.3% |
0.095 |
4.1% |
1% |
False |
True |
9,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.442 |
|
2.618 |
2.390 |
|
1.618 |
2.358 |
|
1.000 |
2.338 |
|
0.618 |
2.326 |
|
HIGH |
2.306 |
|
0.618 |
2.294 |
|
0.500 |
2.290 |
|
0.382 |
2.286 |
|
LOW |
2.274 |
|
0.618 |
2.254 |
|
1.000 |
2.242 |
|
1.618 |
2.222 |
|
2.618 |
2.190 |
|
4.250 |
2.138 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.290 |
2.331 |
| PP |
2.289 |
2.316 |
| S1 |
2.288 |
2.302 |
|