NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.288 |
2.304 |
0.016 |
0.7% |
2.402 |
| High |
2.319 |
2.304 |
-0.015 |
-0.6% |
2.450 |
| Low |
2.273 |
2.250 |
-0.023 |
-1.0% |
2.274 |
| Close |
2.305 |
2.254 |
-0.051 |
-2.2% |
2.287 |
| Range |
0.046 |
0.054 |
0.008 |
17.4% |
0.176 |
| ATR |
0.077 |
0.075 |
-0.002 |
-2.0% |
0.000 |
| Volume |
27,190 |
17,379 |
-9,811 |
-36.1% |
133,697 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.431 |
2.397 |
2.284 |
|
| R3 |
2.377 |
2.343 |
2.269 |
|
| R2 |
2.323 |
2.323 |
2.264 |
|
| R1 |
2.289 |
2.289 |
2.259 |
2.279 |
| PP |
2.269 |
2.269 |
2.269 |
2.265 |
| S1 |
2.235 |
2.235 |
2.249 |
2.225 |
| S2 |
2.215 |
2.215 |
2.244 |
|
| S3 |
2.161 |
2.181 |
2.239 |
|
| S4 |
2.107 |
2.127 |
2.224 |
|
|
| 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 |
2.388 |
2.250 |
0.138 |
6.1% |
0.057 |
2.5% |
3% |
False |
True |
25,762 |
| 10 |
2.550 |
2.250 |
0.300 |
13.3% |
0.065 |
2.9% |
1% |
False |
True |
24,679 |
| 20 |
2.734 |
2.250 |
0.484 |
21.5% |
0.070 |
3.1% |
1% |
False |
True |
18,314 |
| 40 |
3.134 |
2.250 |
0.884 |
39.2% |
0.080 |
3.6% |
0% |
False |
True |
14,510 |
| 60 |
3.148 |
2.250 |
0.898 |
39.8% |
0.100 |
4.4% |
0% |
False |
True |
14,441 |
| 80 |
3.522 |
2.250 |
1.272 |
56.4% |
0.098 |
4.4% |
0% |
False |
True |
12,005 |
| 100 |
3.927 |
2.250 |
1.677 |
74.4% |
0.094 |
4.2% |
0% |
False |
True |
10,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.534 |
|
2.618 |
2.445 |
|
1.618 |
2.391 |
|
1.000 |
2.358 |
|
0.618 |
2.337 |
|
HIGH |
2.304 |
|
0.618 |
2.283 |
|
0.500 |
2.277 |
|
0.382 |
2.271 |
|
LOW |
2.250 |
|
0.618 |
2.217 |
|
1.000 |
2.196 |
|
1.618 |
2.163 |
|
2.618 |
2.109 |
|
4.250 |
2.021 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.277 |
2.285 |
| PP |
2.269 |
2.274 |
| S1 |
2.262 |
2.264 |
|