NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.410 |
2.368 |
-0.042 |
-1.7% |
2.492 |
| High |
2.427 |
2.429 |
0.002 |
0.1% |
2.582 |
| Low |
2.368 |
2.344 |
-0.024 |
-1.0% |
2.442 |
| Close |
2.377 |
2.350 |
-0.027 |
-1.1% |
2.444 |
| Range |
0.059 |
0.085 |
0.026 |
44.1% |
0.140 |
| ATR |
0.079 |
0.080 |
0.000 |
0.5% |
0.000 |
| Volume |
20,377 |
16,272 |
-4,105 |
-20.1% |
58,852 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.629 |
2.575 |
2.397 |
|
| R3 |
2.544 |
2.490 |
2.373 |
|
| R2 |
2.459 |
2.459 |
2.366 |
|
| R1 |
2.405 |
2.405 |
2.358 |
2.390 |
| PP |
2.374 |
2.374 |
2.374 |
2.367 |
| S1 |
2.320 |
2.320 |
2.342 |
2.305 |
| S2 |
2.289 |
2.289 |
2.334 |
|
| S3 |
2.204 |
2.235 |
2.327 |
|
| S4 |
2.119 |
2.150 |
2.303 |
|
|
| 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 |
2.519 |
2.344 |
0.175 |
7.4% |
0.072 |
3.0% |
3% |
False |
True |
17,286 |
| 10 |
2.603 |
2.344 |
0.259 |
11.0% |
0.076 |
3.2% |
2% |
False |
True |
16,678 |
| 20 |
2.785 |
2.344 |
0.441 |
18.8% |
0.071 |
3.0% |
1% |
False |
True |
12,729 |
| 40 |
3.143 |
2.344 |
0.799 |
34.0% |
0.083 |
3.5% |
1% |
False |
True |
12,337 |
| 60 |
3.170 |
2.344 |
0.826 |
35.1% |
0.101 |
4.3% |
1% |
False |
True |
11,788 |
| 80 |
3.523 |
2.344 |
1.179 |
50.2% |
0.098 |
4.2% |
1% |
False |
True |
10,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.790 |
|
2.618 |
2.652 |
|
1.618 |
2.567 |
|
1.000 |
2.514 |
|
0.618 |
2.482 |
|
HIGH |
2.429 |
|
0.618 |
2.397 |
|
0.500 |
2.387 |
|
0.382 |
2.376 |
|
LOW |
2.344 |
|
0.618 |
2.291 |
|
1.000 |
2.259 |
|
1.618 |
2.206 |
|
2.618 |
2.121 |
|
4.250 |
1.983 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.387 |
2.412 |
| PP |
2.374 |
2.391 |
| S1 |
2.362 |
2.371 |
|