NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.441 |
2.470 |
0.029 |
1.2% |
2.492 |
| High |
2.481 |
2.479 |
-0.002 |
-0.1% |
2.582 |
| Low |
2.413 |
2.410 |
-0.003 |
-0.1% |
2.442 |
| Close |
2.475 |
2.416 |
-0.059 |
-2.4% |
2.444 |
| Range |
0.068 |
0.069 |
0.001 |
1.5% |
0.140 |
| ATR |
0.082 |
0.081 |
-0.001 |
-1.1% |
0.000 |
| Volume |
21,930 |
16,594 |
-5,336 |
-24.3% |
58,852 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.642 |
2.598 |
2.454 |
|
| R3 |
2.573 |
2.529 |
2.435 |
|
| R2 |
2.504 |
2.504 |
2.429 |
|
| R1 |
2.460 |
2.460 |
2.422 |
2.448 |
| PP |
2.435 |
2.435 |
2.435 |
2.429 |
| S1 |
2.391 |
2.391 |
2.410 |
2.379 |
| S2 |
2.366 |
2.366 |
2.403 |
|
| S3 |
2.297 |
2.322 |
2.397 |
|
| S4 |
2.228 |
2.253 |
2.378 |
|
|
| 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 |
2.410 |
0.172 |
7.1% |
0.068 |
2.8% |
3% |
False |
True |
16,103 |
| 10 |
2.644 |
2.410 |
0.234 |
9.7% |
0.071 |
2.9% |
3% |
False |
True |
15,071 |
| 20 |
2.785 |
2.410 |
0.375 |
15.5% |
0.075 |
3.1% |
2% |
False |
True |
12,364 |
| 40 |
3.143 |
2.410 |
0.733 |
30.3% |
0.083 |
3.4% |
1% |
False |
True |
11,993 |
| 60 |
3.170 |
2.410 |
0.760 |
31.5% |
0.102 |
4.2% |
1% |
False |
True |
11,487 |
| 80 |
3.536 |
2.410 |
1.126 |
46.6% |
0.098 |
4.1% |
1% |
False |
True |
9,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.772 |
|
2.618 |
2.660 |
|
1.618 |
2.591 |
|
1.000 |
2.548 |
|
0.618 |
2.522 |
|
HIGH |
2.479 |
|
0.618 |
2.453 |
|
0.500 |
2.445 |
|
0.382 |
2.436 |
|
LOW |
2.410 |
|
0.618 |
2.367 |
|
1.000 |
2.341 |
|
1.618 |
2.298 |
|
2.618 |
2.229 |
|
4.250 |
2.117 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.445 |
2.465 |
| PP |
2.435 |
2.448 |
| S1 |
2.426 |
2.432 |
|