NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.301 |
2.288 |
-0.013 |
-0.6% |
2.402 |
| High |
2.306 |
2.319 |
0.013 |
0.6% |
2.450 |
| Low |
2.274 |
2.273 |
-0.001 |
0.0% |
2.274 |
| Close |
2.287 |
2.305 |
0.018 |
0.8% |
2.287 |
| Range |
0.032 |
0.046 |
0.014 |
43.8% |
0.176 |
| ATR |
0.079 |
0.077 |
-0.002 |
-3.0% |
0.000 |
| Volume |
35,046 |
27,190 |
-7,856 |
-22.4% |
133,697 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.437 |
2.417 |
2.330 |
|
| R3 |
2.391 |
2.371 |
2.318 |
|
| R2 |
2.345 |
2.345 |
2.313 |
|
| R1 |
2.325 |
2.325 |
2.309 |
2.335 |
| PP |
2.299 |
2.299 |
2.299 |
2.304 |
| S1 |
2.279 |
2.279 |
2.301 |
2.289 |
| S2 |
2.253 |
2.253 |
2.297 |
|
| S3 |
2.207 |
2.233 |
2.292 |
|
| S4 |
2.161 |
2.187 |
2.280 |
|
|
| 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 |
2.273 |
0.177 |
7.7% |
0.062 |
2.7% |
18% |
False |
True |
27,556 |
| 10 |
2.550 |
2.273 |
0.277 |
12.0% |
0.068 |
3.0% |
12% |
False |
True |
25,116 |
| 20 |
2.759 |
2.273 |
0.486 |
21.1% |
0.073 |
3.2% |
7% |
False |
True |
17,857 |
| 40 |
3.137 |
2.273 |
0.864 |
37.5% |
0.083 |
3.6% |
4% |
False |
True |
14,413 |
| 60 |
3.148 |
2.273 |
0.875 |
38.0% |
0.101 |
4.4% |
4% |
False |
True |
14,237 |
| 80 |
3.522 |
2.273 |
1.249 |
54.2% |
0.098 |
4.3% |
3% |
False |
True |
11,805 |
| 100 |
3.927 |
2.273 |
1.654 |
71.8% |
0.094 |
4.1% |
2% |
False |
True |
9,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.515 |
|
2.618 |
2.439 |
|
1.618 |
2.393 |
|
1.000 |
2.365 |
|
0.618 |
2.347 |
|
HIGH |
2.319 |
|
0.618 |
2.301 |
|
0.500 |
2.296 |
|
0.382 |
2.291 |
|
LOW |
2.273 |
|
0.618 |
2.245 |
|
1.000 |
2.227 |
|
1.618 |
2.199 |
|
2.618 |
2.153 |
|
4.250 |
2.078 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.302 |
2.329 |
| PP |
2.299 |
2.321 |
| S1 |
2.296 |
2.313 |
|