NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.378 |
2.324 |
-0.054 |
-2.3% |
2.213 |
| High |
2.473 |
2.385 |
-0.088 |
-3.6% |
2.473 |
| Low |
2.318 |
2.305 |
-0.013 |
-0.6% |
2.195 |
| Close |
2.321 |
2.375 |
0.054 |
2.3% |
2.375 |
| Range |
0.155 |
0.080 |
-0.075 |
-48.4% |
0.278 |
| ATR |
0.080 |
0.080 |
0.000 |
0.0% |
0.000 |
| Volume |
27,745 |
34,911 |
7,166 |
25.8% |
142,273 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.595 |
2.565 |
2.419 |
|
| R3 |
2.515 |
2.485 |
2.397 |
|
| R2 |
2.435 |
2.435 |
2.390 |
|
| R1 |
2.405 |
2.405 |
2.382 |
2.420 |
| PP |
2.355 |
2.355 |
2.355 |
2.363 |
| S1 |
2.325 |
2.325 |
2.368 |
2.340 |
| S2 |
2.275 |
2.275 |
2.360 |
|
| S3 |
2.195 |
2.245 |
2.353 |
|
| S4 |
2.115 |
2.165 |
2.331 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.182 |
3.056 |
2.528 |
|
| R3 |
2.904 |
2.778 |
2.451 |
|
| R2 |
2.626 |
2.626 |
2.426 |
|
| R1 |
2.500 |
2.500 |
2.400 |
2.563 |
| PP |
2.348 |
2.348 |
2.348 |
2.379 |
| S1 |
2.222 |
2.222 |
2.350 |
2.285 |
| S2 |
2.070 |
2.070 |
2.324 |
|
| S3 |
1.792 |
1.944 |
2.299 |
|
| S4 |
1.514 |
1.666 |
2.222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.473 |
2.195 |
0.278 |
11.7% |
0.101 |
4.3% |
65% |
False |
False |
28,454 |
| 10 |
2.473 |
2.175 |
0.298 |
12.5% |
0.074 |
3.1% |
67% |
False |
False |
25,751 |
| 20 |
2.550 |
2.175 |
0.375 |
15.8% |
0.072 |
3.0% |
53% |
False |
False |
24,862 |
| 40 |
2.824 |
2.175 |
0.649 |
27.3% |
0.074 |
3.1% |
31% |
False |
False |
18,198 |
| 60 |
3.137 |
2.175 |
0.962 |
40.5% |
0.088 |
3.7% |
21% |
False |
False |
16,538 |
| 80 |
3.390 |
2.175 |
1.215 |
51.2% |
0.099 |
4.2% |
16% |
False |
False |
14,423 |
| 100 |
3.794 |
2.175 |
1.619 |
68.2% |
0.093 |
3.9% |
12% |
False |
False |
12,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.725 |
|
2.618 |
2.594 |
|
1.618 |
2.514 |
|
1.000 |
2.465 |
|
0.618 |
2.434 |
|
HIGH |
2.385 |
|
0.618 |
2.354 |
|
0.500 |
2.345 |
|
0.382 |
2.336 |
|
LOW |
2.305 |
|
0.618 |
2.256 |
|
1.000 |
2.225 |
|
1.618 |
2.176 |
|
2.618 |
2.096 |
|
4.250 |
1.965 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.365 |
2.369 |
| PP |
2.355 |
2.363 |
| S1 |
2.345 |
2.358 |
|