NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.349 |
2.330 |
-0.019 |
-0.8% |
2.441 |
| High |
2.350 |
2.357 |
0.007 |
0.3% |
2.481 |
| Low |
2.317 |
2.311 |
-0.006 |
-0.3% |
2.317 |
| Close |
2.330 |
2.346 |
0.016 |
0.7% |
2.330 |
| Range |
0.033 |
0.046 |
0.013 |
39.4% |
0.164 |
| ATR |
0.076 |
0.074 |
-0.002 |
-2.8% |
0.000 |
| Volume |
26,979 |
29,375 |
2,396 |
8.9% |
102,152 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.476 |
2.457 |
2.371 |
|
| R3 |
2.430 |
2.411 |
2.359 |
|
| R2 |
2.384 |
2.384 |
2.354 |
|
| R1 |
2.365 |
2.365 |
2.350 |
2.375 |
| PP |
2.338 |
2.338 |
2.338 |
2.343 |
| S1 |
2.319 |
2.319 |
2.342 |
2.329 |
| S2 |
2.292 |
2.292 |
2.338 |
|
| S3 |
2.246 |
2.273 |
2.333 |
|
| S4 |
2.200 |
2.227 |
2.321 |
|
|
| 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 |
2.479 |
2.311 |
0.168 |
7.2% |
0.058 |
2.5% |
21% |
False |
True |
21,919 |
| 10 |
2.582 |
2.311 |
0.271 |
11.6% |
0.065 |
2.8% |
13% |
False |
True |
19,037 |
| 20 |
2.785 |
2.311 |
0.474 |
20.2% |
0.068 |
2.9% |
7% |
False |
True |
14,294 |
| 40 |
3.143 |
2.311 |
0.832 |
35.5% |
0.079 |
3.4% |
4% |
False |
True |
13,289 |
| 60 |
3.170 |
2.311 |
0.859 |
36.6% |
0.100 |
4.2% |
4% |
False |
True |
12,413 |
| 80 |
3.523 |
2.311 |
1.212 |
51.7% |
0.097 |
4.2% |
3% |
False |
True |
10,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.553 |
|
2.618 |
2.477 |
|
1.618 |
2.431 |
|
1.000 |
2.403 |
|
0.618 |
2.385 |
|
HIGH |
2.357 |
|
0.618 |
2.339 |
|
0.500 |
2.334 |
|
0.382 |
2.329 |
|
LOW |
2.311 |
|
0.618 |
2.283 |
|
1.000 |
2.265 |
|
1.618 |
2.237 |
|
2.618 |
2.191 |
|
4.250 |
2.116 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.342 |
2.370 |
| PP |
2.338 |
2.362 |
| S1 |
2.334 |
2.354 |
|