NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.252 |
2.234 |
-0.018 |
-0.8% |
2.402 |
| High |
2.270 |
2.245 |
-0.025 |
-1.1% |
2.450 |
| Low |
2.234 |
2.184 |
-0.050 |
-2.2% |
2.274 |
| Close |
2.241 |
2.192 |
-0.049 |
-2.2% |
2.287 |
| Range |
0.036 |
0.061 |
0.025 |
69.4% |
0.176 |
| ATR |
0.073 |
0.072 |
-0.001 |
-1.1% |
0.000 |
| Volume |
23,054 |
21,213 |
-1,841 |
-8.0% |
133,697 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.390 |
2.352 |
2.226 |
|
| R3 |
2.329 |
2.291 |
2.209 |
|
| R2 |
2.268 |
2.268 |
2.203 |
|
| R1 |
2.230 |
2.230 |
2.198 |
2.219 |
| PP |
2.207 |
2.207 |
2.207 |
2.201 |
| S1 |
2.169 |
2.169 |
2.186 |
2.158 |
| S2 |
2.146 |
2.146 |
2.181 |
|
| S3 |
2.085 |
2.108 |
2.175 |
|
| S4 |
2.024 |
2.047 |
2.158 |
|
|
| 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 |
2.319 |
2.184 |
0.135 |
6.2% |
0.046 |
2.1% |
6% |
False |
True |
24,776 |
| 10 |
2.494 |
2.184 |
0.310 |
14.1% |
0.062 |
2.8% |
3% |
False |
True |
24,285 |
| 20 |
2.726 |
2.184 |
0.542 |
24.7% |
0.070 |
3.2% |
1% |
False |
True |
19,539 |
| 40 |
3.134 |
2.184 |
0.950 |
43.3% |
0.077 |
3.5% |
1% |
False |
True |
15,146 |
| 60 |
3.148 |
2.184 |
0.964 |
44.0% |
0.094 |
4.3% |
1% |
False |
True |
14,773 |
| 80 |
3.491 |
2.184 |
1.307 |
59.6% |
0.097 |
4.4% |
1% |
False |
True |
12,479 |
| 100 |
3.927 |
2.184 |
1.743 |
79.5% |
0.093 |
4.2% |
0% |
False |
True |
10,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.504 |
|
2.618 |
2.405 |
|
1.618 |
2.344 |
|
1.000 |
2.306 |
|
0.618 |
2.283 |
|
HIGH |
2.245 |
|
0.618 |
2.222 |
|
0.500 |
2.215 |
|
0.382 |
2.207 |
|
LOW |
2.184 |
|
0.618 |
2.146 |
|
1.000 |
2.123 |
|
1.618 |
2.085 |
|
2.618 |
2.024 |
|
4.250 |
1.925 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.215 |
2.244 |
| PP |
2.207 |
2.227 |
| S1 |
2.200 |
2.209 |
|