NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 09-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.503 |
2.441 |
-0.062 |
-2.5% |
2.492 |
| High |
2.519 |
2.481 |
-0.038 |
-1.5% |
2.582 |
| Low |
2.442 |
2.413 |
-0.029 |
-1.2% |
2.442 |
| Close |
2.444 |
2.475 |
0.031 |
1.3% |
2.444 |
| Range |
0.077 |
0.068 |
-0.009 |
-11.7% |
0.140 |
| ATR |
0.083 |
0.082 |
-0.001 |
-1.3% |
0.000 |
| Volume |
11,261 |
21,930 |
10,669 |
94.7% |
58,852 |
|
| Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.660 |
2.636 |
2.512 |
|
| R3 |
2.592 |
2.568 |
2.494 |
|
| R2 |
2.524 |
2.524 |
2.487 |
|
| R1 |
2.500 |
2.500 |
2.481 |
2.512 |
| PP |
2.456 |
2.456 |
2.456 |
2.463 |
| S1 |
2.432 |
2.432 |
2.469 |
2.444 |
| S2 |
2.388 |
2.388 |
2.463 |
|
| S3 |
2.320 |
2.364 |
2.456 |
|
| S4 |
2.252 |
2.296 |
2.438 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.909 |
2.817 |
2.521 |
|
| R3 |
2.769 |
2.677 |
2.483 |
|
| R2 |
2.629 |
2.629 |
2.470 |
|
| R1 |
2.537 |
2.537 |
2.457 |
2.513 |
| PP |
2.489 |
2.489 |
2.489 |
2.478 |
| S1 |
2.397 |
2.397 |
2.431 |
2.373 |
| S2 |
2.349 |
2.349 |
2.418 |
|
| S3 |
2.209 |
2.257 |
2.406 |
|
| S4 |
2.069 |
2.117 |
2.367 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.582 |
2.413 |
0.169 |
6.8% |
0.072 |
2.9% |
37% |
False |
True |
16,156 |
| 10 |
2.713 |
2.413 |
0.300 |
12.1% |
0.073 |
2.9% |
21% |
False |
True |
13,948 |
| 20 |
2.785 |
2.413 |
0.372 |
15.0% |
0.074 |
3.0% |
17% |
False |
True |
12,316 |
| 40 |
3.143 |
2.413 |
0.730 |
29.5% |
0.083 |
3.3% |
8% |
False |
True |
11,895 |
| 60 |
3.170 |
2.413 |
0.757 |
30.6% |
0.102 |
4.1% |
8% |
False |
True |
11,473 |
| 80 |
3.568 |
2.413 |
1.155 |
46.7% |
0.098 |
4.0% |
5% |
False |
True |
9,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.770 |
|
2.618 |
2.659 |
|
1.618 |
2.591 |
|
1.000 |
2.549 |
|
0.618 |
2.523 |
|
HIGH |
2.481 |
|
0.618 |
2.455 |
|
0.500 |
2.447 |
|
0.382 |
2.439 |
|
LOW |
2.413 |
|
0.618 |
2.371 |
|
1.000 |
2.345 |
|
1.618 |
2.303 |
|
2.618 |
2.235 |
|
4.250 |
2.124 |
|
|
| Fisher Pivots for day following 09-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.466 |
2.489 |
| PP |
2.456 |
2.484 |
| S1 |
2.447 |
2.480 |
|