NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.470 |
2.410 |
-0.060 |
-2.4% |
2.492 |
| High |
2.479 |
2.427 |
-0.052 |
-2.1% |
2.582 |
| Low |
2.410 |
2.368 |
-0.042 |
-1.7% |
2.442 |
| Close |
2.416 |
2.377 |
-0.039 |
-1.6% |
2.444 |
| Range |
0.069 |
0.059 |
-0.010 |
-14.5% |
0.140 |
| ATR |
0.081 |
0.079 |
-0.002 |
-1.9% |
0.000 |
| Volume |
16,594 |
20,377 |
3,783 |
22.8% |
58,852 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.568 |
2.531 |
2.409 |
|
| R3 |
2.509 |
2.472 |
2.393 |
|
| R2 |
2.450 |
2.450 |
2.388 |
|
| R1 |
2.413 |
2.413 |
2.382 |
2.402 |
| PP |
2.391 |
2.391 |
2.391 |
2.385 |
| S1 |
2.354 |
2.354 |
2.372 |
2.343 |
| S2 |
2.332 |
2.332 |
2.366 |
|
| S3 |
2.273 |
2.295 |
2.361 |
|
| S4 |
2.214 |
2.236 |
2.345 |
|
|
| 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 |
2.565 |
2.368 |
0.197 |
8.3% |
0.066 |
2.8% |
5% |
False |
True |
17,189 |
| 10 |
2.638 |
2.368 |
0.270 |
11.4% |
0.073 |
3.1% |
3% |
False |
True |
16,191 |
| 20 |
2.785 |
2.368 |
0.417 |
17.5% |
0.072 |
3.0% |
2% |
False |
True |
12,691 |
| 40 |
3.143 |
2.368 |
0.775 |
32.6% |
0.083 |
3.5% |
1% |
False |
True |
12,217 |
| 60 |
3.170 |
2.368 |
0.802 |
33.7% |
0.102 |
4.3% |
1% |
False |
True |
11,664 |
| 80 |
3.523 |
2.368 |
1.155 |
48.6% |
0.098 |
4.1% |
1% |
False |
True |
9,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.678 |
|
2.618 |
2.581 |
|
1.618 |
2.522 |
|
1.000 |
2.486 |
|
0.618 |
2.463 |
|
HIGH |
2.427 |
|
0.618 |
2.404 |
|
0.500 |
2.398 |
|
0.382 |
2.391 |
|
LOW |
2.368 |
|
0.618 |
2.332 |
|
1.000 |
2.309 |
|
1.618 |
2.273 |
|
2.618 |
2.214 |
|
4.250 |
2.117 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.398 |
2.425 |
| PP |
2.391 |
2.409 |
| S1 |
2.384 |
2.393 |
|