NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.492 |
2.534 |
0.042 |
1.7% |
2.688 |
| High |
2.552 |
2.582 |
0.030 |
1.2% |
2.713 |
| Low |
2.466 |
2.514 |
0.048 |
1.9% |
2.455 |
| Close |
2.544 |
2.568 |
0.024 |
0.9% |
2.492 |
| Range |
0.086 |
0.068 |
-0.018 |
-20.9% |
0.258 |
| ATR |
0.086 |
0.085 |
-0.001 |
-1.5% |
0.000 |
| Volume |
16,860 |
14,948 |
-1,912 |
-11.3% |
58,706 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.759 |
2.731 |
2.605 |
|
| R3 |
2.691 |
2.663 |
2.587 |
|
| R2 |
2.623 |
2.623 |
2.580 |
|
| R1 |
2.595 |
2.595 |
2.574 |
2.609 |
| PP |
2.555 |
2.555 |
2.555 |
2.562 |
| S1 |
2.527 |
2.527 |
2.562 |
2.541 |
| S2 |
2.487 |
2.487 |
2.556 |
|
| S3 |
2.419 |
2.459 |
2.549 |
|
| S4 |
2.351 |
2.391 |
2.531 |
|
|
| 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 |
2.638 |
2.455 |
0.183 |
7.1% |
0.079 |
3.1% |
62% |
False |
False |
15,193 |
| 10 |
2.736 |
2.455 |
0.281 |
10.9% |
0.072 |
2.8% |
40% |
False |
False |
11,372 |
| 20 |
2.785 |
2.455 |
0.330 |
12.9% |
0.075 |
2.9% |
34% |
False |
False |
12,077 |
| 40 |
3.143 |
2.455 |
0.688 |
26.8% |
0.087 |
3.4% |
16% |
False |
False |
11,529 |
| 60 |
3.335 |
2.455 |
0.880 |
34.3% |
0.105 |
4.1% |
13% |
False |
False |
10,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.871 |
|
2.618 |
2.760 |
|
1.618 |
2.692 |
|
1.000 |
2.650 |
|
0.618 |
2.624 |
|
HIGH |
2.582 |
|
0.618 |
2.556 |
|
0.500 |
2.548 |
|
0.382 |
2.540 |
|
LOW |
2.514 |
|
0.618 |
2.472 |
|
1.000 |
2.446 |
|
1.618 |
2.404 |
|
2.618 |
2.336 |
|
4.250 |
2.225 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.561 |
2.552 |
| PP |
2.555 |
2.535 |
| S1 |
2.548 |
2.519 |
|