NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.480 |
2.492 |
0.012 |
0.5% |
2.688 |
| High |
2.514 |
2.552 |
0.038 |
1.5% |
2.713 |
| Low |
2.455 |
2.466 |
0.011 |
0.4% |
2.455 |
| Close |
2.492 |
2.544 |
0.052 |
2.1% |
2.492 |
| Range |
0.059 |
0.086 |
0.027 |
45.8% |
0.258 |
| ATR |
0.086 |
0.086 |
0.000 |
0.0% |
0.000 |
| Volume |
18,052 |
16,860 |
-1,192 |
-6.6% |
58,706 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.779 |
2.747 |
2.591 |
|
| R3 |
2.693 |
2.661 |
2.568 |
|
| R2 |
2.607 |
2.607 |
2.560 |
|
| R1 |
2.575 |
2.575 |
2.552 |
2.591 |
| PP |
2.521 |
2.521 |
2.521 |
2.529 |
| S1 |
2.489 |
2.489 |
2.536 |
2.505 |
| S2 |
2.435 |
2.435 |
2.528 |
|
| S3 |
2.349 |
2.403 |
2.520 |
|
| S4 |
2.263 |
2.317 |
2.497 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.327 |
3.168 |
2.634 |
|
| R3 |
3.069 |
2.910 |
2.563 |
|
| R2 |
2.811 |
2.811 |
2.539 |
|
| R1 |
2.652 |
2.652 |
2.516 |
2.603 |
| PP |
2.553 |
2.553 |
2.553 |
2.529 |
| S1 |
2.394 |
2.394 |
2.468 |
2.345 |
| S2 |
2.295 |
2.295 |
2.445 |
|
| S3 |
2.037 |
2.136 |
2.421 |
|
| S4 |
1.779 |
1.878 |
2.350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.644 |
2.455 |
0.189 |
7.4% |
0.074 |
2.9% |
47% |
False |
False |
14,039 |
| 10 |
2.761 |
2.455 |
0.306 |
12.0% |
0.070 |
2.8% |
29% |
False |
False |
10,611 |
| 20 |
2.785 |
2.455 |
0.330 |
13.0% |
0.074 |
2.9% |
27% |
False |
False |
11,895 |
| 40 |
3.143 |
2.455 |
0.688 |
27.0% |
0.089 |
3.5% |
13% |
False |
False |
11,565 |
| 60 |
3.356 |
2.455 |
0.901 |
35.4% |
0.105 |
4.1% |
10% |
False |
False |
10,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.918 |
|
2.618 |
2.777 |
|
1.618 |
2.691 |
|
1.000 |
2.638 |
|
0.618 |
2.605 |
|
HIGH |
2.552 |
|
0.618 |
2.519 |
|
0.500 |
2.509 |
|
0.382 |
2.499 |
|
LOW |
2.466 |
|
0.618 |
2.413 |
|
1.000 |
2.380 |
|
1.618 |
2.327 |
|
2.618 |
2.241 |
|
4.250 |
2.101 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.532 |
2.539 |
| PP |
2.521 |
2.534 |
| S1 |
2.509 |
2.529 |
|