NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.304 |
2.252 |
-0.052 |
-2.3% |
2.402 |
| High |
2.304 |
2.270 |
-0.034 |
-1.5% |
2.450 |
| Low |
2.250 |
2.234 |
-0.016 |
-0.7% |
2.274 |
| Close |
2.254 |
2.241 |
-0.013 |
-0.6% |
2.287 |
| Range |
0.054 |
0.036 |
-0.018 |
-33.3% |
0.176 |
| ATR |
0.075 |
0.073 |
-0.003 |
-3.7% |
0.000 |
| Volume |
17,379 |
23,054 |
5,675 |
32.7% |
133,697 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.356 |
2.335 |
2.261 |
|
| R3 |
2.320 |
2.299 |
2.251 |
|
| R2 |
2.284 |
2.284 |
2.248 |
|
| R1 |
2.263 |
2.263 |
2.244 |
2.256 |
| PP |
2.248 |
2.248 |
2.248 |
2.245 |
| S1 |
2.227 |
2.227 |
2.238 |
2.220 |
| S2 |
2.212 |
2.212 |
2.234 |
|
| S3 |
2.176 |
2.191 |
2.231 |
|
| S4 |
2.140 |
2.155 |
2.221 |
|
|
| 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 |
2.385 |
2.234 |
0.151 |
6.7% |
0.051 |
2.3% |
5% |
False |
True |
24,765 |
| 10 |
2.533 |
2.234 |
0.299 |
13.3% |
0.062 |
2.8% |
2% |
False |
True |
24,679 |
| 20 |
2.726 |
2.234 |
0.492 |
22.0% |
0.070 |
3.1% |
1% |
False |
True |
18,989 |
| 40 |
3.134 |
2.234 |
0.900 |
40.2% |
0.078 |
3.5% |
1% |
False |
True |
14,821 |
| 60 |
3.148 |
2.234 |
0.914 |
40.8% |
0.095 |
4.2% |
1% |
False |
True |
14,723 |
| 80 |
3.522 |
2.234 |
1.288 |
57.5% |
0.098 |
4.4% |
1% |
False |
True |
12,261 |
| 100 |
3.927 |
2.234 |
1.693 |
75.5% |
0.093 |
4.2% |
0% |
False |
True |
10,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.423 |
|
2.618 |
2.364 |
|
1.618 |
2.328 |
|
1.000 |
2.306 |
|
0.618 |
2.292 |
|
HIGH |
2.270 |
|
0.618 |
2.256 |
|
0.500 |
2.252 |
|
0.382 |
2.248 |
|
LOW |
2.234 |
|
0.618 |
2.212 |
|
1.000 |
2.198 |
|
1.618 |
2.176 |
|
2.618 |
2.140 |
|
4.250 |
2.081 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.252 |
2.277 |
| PP |
2.248 |
2.265 |
| S1 |
2.245 |
2.253 |
|