NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.339 |
2.299 |
-0.040 |
-1.7% |
2.441 |
| High |
2.342 |
2.313 |
-0.029 |
-1.2% |
2.481 |
| Low |
2.295 |
2.276 |
-0.019 |
-0.8% |
2.317 |
| Close |
2.297 |
2.285 |
-0.012 |
-0.5% |
2.330 |
| Range |
0.047 |
0.037 |
-0.010 |
-21.3% |
0.164 |
| ATR |
0.072 |
0.070 |
-0.003 |
-3.5% |
0.000 |
| Volume |
12,761 |
13,744 |
983 |
7.7% |
102,152 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.402 |
2.381 |
2.305 |
|
| R3 |
2.365 |
2.344 |
2.295 |
|
| R2 |
2.328 |
2.328 |
2.292 |
|
| R1 |
2.307 |
2.307 |
2.288 |
2.299 |
| PP |
2.291 |
2.291 |
2.291 |
2.288 |
| S1 |
2.270 |
2.270 |
2.282 |
2.262 |
| S2 |
2.254 |
2.254 |
2.278 |
|
| S3 |
2.217 |
2.233 |
2.275 |
|
| S4 |
2.180 |
2.196 |
2.265 |
|
|
| 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 |
2.276 |
0.153 |
6.7% |
0.050 |
2.2% |
6% |
False |
True |
19,826 |
| 10 |
2.565 |
2.276 |
0.289 |
12.6% |
0.058 |
2.5% |
3% |
False |
True |
18,507 |
| 20 |
2.736 |
2.276 |
0.460 |
20.1% |
0.065 |
2.8% |
2% |
False |
True |
14,940 |
| 40 |
3.140 |
2.276 |
0.864 |
37.8% |
0.075 |
3.3% |
1% |
False |
True |
13,224 |
| 60 |
3.170 |
2.276 |
0.894 |
39.1% |
0.093 |
4.1% |
1% |
False |
True |
12,617 |
| 80 |
3.523 |
2.276 |
1.247 |
54.6% |
0.097 |
4.2% |
1% |
False |
True |
10,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.470 |
|
2.618 |
2.410 |
|
1.618 |
2.373 |
|
1.000 |
2.350 |
|
0.618 |
2.336 |
|
HIGH |
2.313 |
|
0.618 |
2.299 |
|
0.500 |
2.295 |
|
0.382 |
2.290 |
|
LOW |
2.276 |
|
0.618 |
2.253 |
|
1.000 |
2.239 |
|
1.618 |
2.216 |
|
2.618 |
2.179 |
|
4.250 |
2.119 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.295 |
2.317 |
| PP |
2.291 |
2.306 |
| S1 |
2.288 |
2.296 |
|