NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.234 |
2.191 |
-0.043 |
-1.9% |
2.288 |
| High |
2.245 |
2.212 |
-0.033 |
-1.5% |
2.319 |
| Low |
2.184 |
2.175 |
-0.009 |
-0.4% |
2.175 |
| Close |
2.192 |
2.211 |
0.019 |
0.9% |
2.211 |
| Range |
0.061 |
0.037 |
-0.024 |
-39.3% |
0.144 |
| ATR |
0.072 |
0.069 |
-0.002 |
-3.5% |
0.000 |
| Volume |
21,213 |
26,407 |
5,194 |
24.5% |
115,243 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.310 |
2.298 |
2.231 |
|
| R3 |
2.273 |
2.261 |
2.221 |
|
| R2 |
2.236 |
2.236 |
2.218 |
|
| R1 |
2.224 |
2.224 |
2.214 |
2.230 |
| PP |
2.199 |
2.199 |
2.199 |
2.203 |
| S1 |
2.187 |
2.187 |
2.208 |
2.193 |
| S2 |
2.162 |
2.162 |
2.204 |
|
| S3 |
2.125 |
2.150 |
2.201 |
|
| S4 |
2.088 |
2.113 |
2.191 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.667 |
2.583 |
2.290 |
|
| R3 |
2.523 |
2.439 |
2.251 |
|
| R2 |
2.379 |
2.379 |
2.237 |
|
| R1 |
2.295 |
2.295 |
2.224 |
2.265 |
| PP |
2.235 |
2.235 |
2.235 |
2.220 |
| S1 |
2.151 |
2.151 |
2.198 |
2.121 |
| S2 |
2.091 |
2.091 |
2.185 |
|
| S3 |
1.947 |
2.007 |
2.171 |
|
| S4 |
1.803 |
1.863 |
2.132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.319 |
2.175 |
0.144 |
6.5% |
0.047 |
2.1% |
25% |
False |
True |
23,048 |
| 10 |
2.450 |
2.175 |
0.275 |
12.4% |
0.057 |
2.6% |
13% |
False |
True |
24,894 |
| 20 |
2.690 |
2.175 |
0.515 |
23.3% |
0.065 |
2.9% |
7% |
False |
True |
20,429 |
| 40 |
3.097 |
2.175 |
0.922 |
41.7% |
0.075 |
3.4% |
4% |
False |
True |
15,642 |
| 60 |
3.148 |
2.175 |
0.973 |
44.0% |
0.092 |
4.2% |
4% |
False |
True |
15,024 |
| 80 |
3.491 |
2.175 |
1.316 |
59.5% |
0.097 |
4.4% |
3% |
False |
True |
12,783 |
| 100 |
3.927 |
2.175 |
1.752 |
79.2% |
0.093 |
4.2% |
2% |
False |
True |
10,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.369 |
|
2.618 |
2.309 |
|
1.618 |
2.272 |
|
1.000 |
2.249 |
|
0.618 |
2.235 |
|
HIGH |
2.212 |
|
0.618 |
2.198 |
|
0.500 |
2.194 |
|
0.382 |
2.189 |
|
LOW |
2.175 |
|
0.618 |
2.152 |
|
1.000 |
2.138 |
|
1.618 |
2.115 |
|
2.618 |
2.078 |
|
4.250 |
2.018 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.205 |
2.223 |
| PP |
2.199 |
2.219 |
| S1 |
2.194 |
2.215 |
|