NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.191 |
2.213 |
0.022 |
1.0% |
2.288 |
| High |
2.212 |
2.287 |
0.075 |
3.4% |
2.319 |
| Low |
2.175 |
2.195 |
0.020 |
0.9% |
2.175 |
| Close |
2.211 |
2.270 |
0.059 |
2.7% |
2.211 |
| Range |
0.037 |
0.092 |
0.055 |
148.6% |
0.144 |
| ATR |
0.069 |
0.071 |
0.002 |
2.3% |
0.000 |
| Volume |
26,407 |
20,032 |
-6,375 |
-24.1% |
115,243 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.527 |
2.490 |
2.321 |
|
| R3 |
2.435 |
2.398 |
2.295 |
|
| R2 |
2.343 |
2.343 |
2.287 |
|
| R1 |
2.306 |
2.306 |
2.278 |
2.325 |
| PP |
2.251 |
2.251 |
2.251 |
2.260 |
| S1 |
2.214 |
2.214 |
2.262 |
2.233 |
| S2 |
2.159 |
2.159 |
2.253 |
|
| S3 |
2.067 |
2.122 |
2.245 |
|
| S4 |
1.975 |
2.030 |
2.219 |
|
|
| 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 |
2.304 |
2.175 |
0.129 |
5.7% |
0.056 |
2.5% |
74% |
False |
False |
21,617 |
| 10 |
2.450 |
2.175 |
0.275 |
12.1% |
0.059 |
2.6% |
35% |
False |
False |
24,586 |
| 20 |
2.690 |
2.175 |
0.515 |
22.7% |
0.068 |
3.0% |
18% |
False |
False |
20,792 |
| 40 |
3.040 |
2.175 |
0.865 |
38.1% |
0.075 |
3.3% |
11% |
False |
False |
15,931 |
| 60 |
3.148 |
2.175 |
0.973 |
42.9% |
0.090 |
4.0% |
10% |
False |
False |
15,187 |
| 80 |
3.449 |
2.175 |
1.274 |
56.1% |
0.098 |
4.3% |
7% |
False |
False |
13,017 |
| 100 |
3.893 |
2.175 |
1.718 |
75.7% |
0.092 |
4.1% |
6% |
False |
False |
10,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.678 |
|
2.618 |
2.528 |
|
1.618 |
2.436 |
|
1.000 |
2.379 |
|
0.618 |
2.344 |
|
HIGH |
2.287 |
|
0.618 |
2.252 |
|
0.500 |
2.241 |
|
0.382 |
2.230 |
|
LOW |
2.195 |
|
0.618 |
2.138 |
|
1.000 |
2.103 |
|
1.618 |
2.046 |
|
2.618 |
1.954 |
|
4.250 |
1.804 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.260 |
2.257 |
| PP |
2.251 |
2.244 |
| S1 |
2.241 |
2.231 |
|