NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.330 |
2.339 |
0.009 |
0.4% |
2.441 |
| High |
2.357 |
2.342 |
-0.015 |
-0.6% |
2.481 |
| Low |
2.311 |
2.295 |
-0.016 |
-0.7% |
2.317 |
| Close |
2.346 |
2.297 |
-0.049 |
-2.1% |
2.330 |
| Range |
0.046 |
0.047 |
0.001 |
2.2% |
0.164 |
| ATR |
0.074 |
0.072 |
-0.002 |
-2.2% |
0.000 |
| Volume |
29,375 |
12,761 |
-16,614 |
-56.6% |
102,152 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.452 |
2.422 |
2.323 |
|
| R3 |
2.405 |
2.375 |
2.310 |
|
| R2 |
2.358 |
2.358 |
2.306 |
|
| R1 |
2.328 |
2.328 |
2.301 |
2.320 |
| PP |
2.311 |
2.311 |
2.311 |
2.307 |
| S1 |
2.281 |
2.281 |
2.293 |
2.273 |
| S2 |
2.264 |
2.264 |
2.288 |
|
| S3 |
2.217 |
2.234 |
2.284 |
|
| S4 |
2.170 |
2.187 |
2.271 |
|
|
| 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 |
2.429 |
2.295 |
0.134 |
5.8% |
0.054 |
2.4% |
1% |
False |
True |
21,152 |
| 10 |
2.582 |
2.295 |
0.287 |
12.5% |
0.061 |
2.7% |
1% |
False |
True |
18,628 |
| 20 |
2.761 |
2.295 |
0.466 |
20.3% |
0.066 |
2.9% |
0% |
False |
True |
14,619 |
| 40 |
3.140 |
2.295 |
0.845 |
36.8% |
0.076 |
3.3% |
0% |
False |
True |
13,287 |
| 60 |
3.170 |
2.295 |
0.875 |
38.1% |
0.098 |
4.3% |
0% |
False |
True |
12,498 |
| 80 |
3.523 |
2.295 |
1.228 |
53.5% |
0.097 |
4.2% |
0% |
False |
True |
10,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.542 |
|
2.618 |
2.465 |
|
1.618 |
2.418 |
|
1.000 |
2.389 |
|
0.618 |
2.371 |
|
HIGH |
2.342 |
|
0.618 |
2.324 |
|
0.500 |
2.319 |
|
0.382 |
2.313 |
|
LOW |
2.295 |
|
0.618 |
2.266 |
|
1.000 |
2.248 |
|
1.618 |
2.219 |
|
2.618 |
2.172 |
|
4.250 |
2.095 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.319 |
2.326 |
| PP |
2.311 |
2.316 |
| S1 |
2.304 |
2.307 |
|