NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.368 |
2.349 |
-0.019 |
-0.8% |
2.441 |
| High |
2.429 |
2.350 |
-0.079 |
-3.3% |
2.481 |
| Low |
2.344 |
2.317 |
-0.027 |
-1.2% |
2.317 |
| Close |
2.350 |
2.330 |
-0.020 |
-0.9% |
2.330 |
| Range |
0.085 |
0.033 |
-0.052 |
-61.2% |
0.164 |
| ATR |
0.080 |
0.076 |
-0.003 |
-4.2% |
0.000 |
| Volume |
16,272 |
26,979 |
10,707 |
65.8% |
102,152 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.431 |
2.414 |
2.348 |
|
| R3 |
2.398 |
2.381 |
2.339 |
|
| R2 |
2.365 |
2.365 |
2.336 |
|
| R1 |
2.348 |
2.348 |
2.333 |
2.340 |
| PP |
2.332 |
2.332 |
2.332 |
2.329 |
| S1 |
2.315 |
2.315 |
2.327 |
2.307 |
| S2 |
2.299 |
2.299 |
2.324 |
|
| S3 |
2.266 |
2.282 |
2.321 |
|
| S4 |
2.233 |
2.249 |
2.312 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.868 |
2.763 |
2.420 |
|
| R3 |
2.704 |
2.599 |
2.375 |
|
| R2 |
2.540 |
2.540 |
2.360 |
|
| R1 |
2.435 |
2.435 |
2.345 |
2.406 |
| PP |
2.376 |
2.376 |
2.376 |
2.361 |
| S1 |
2.271 |
2.271 |
2.315 |
2.242 |
| S2 |
2.212 |
2.212 |
2.300 |
|
| S3 |
2.048 |
2.107 |
2.285 |
|
| S4 |
1.884 |
1.943 |
2.240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.481 |
2.317 |
0.164 |
7.0% |
0.063 |
2.7% |
8% |
False |
True |
20,430 |
| 10 |
2.582 |
2.317 |
0.265 |
11.4% |
0.066 |
2.8% |
5% |
False |
True |
17,905 |
| 20 |
2.785 |
2.317 |
0.468 |
20.1% |
0.069 |
2.9% |
3% |
False |
True |
13,452 |
| 40 |
3.143 |
2.317 |
0.826 |
35.5% |
0.080 |
3.4% |
2% |
False |
True |
12,793 |
| 60 |
3.170 |
2.317 |
0.853 |
36.6% |
0.101 |
4.3% |
2% |
False |
True |
12,053 |
| 80 |
3.523 |
2.317 |
1.206 |
51.8% |
0.098 |
4.2% |
1% |
False |
True |
10,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.490 |
|
2.618 |
2.436 |
|
1.618 |
2.403 |
|
1.000 |
2.383 |
|
0.618 |
2.370 |
|
HIGH |
2.350 |
|
0.618 |
2.337 |
|
0.500 |
2.334 |
|
0.382 |
2.330 |
|
LOW |
2.317 |
|
0.618 |
2.297 |
|
1.000 |
2.284 |
|
1.618 |
2.264 |
|
2.618 |
2.231 |
|
4.250 |
2.177 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.334 |
2.373 |
| PP |
2.332 |
2.359 |
| S1 |
2.331 |
2.344 |
|