NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.299 |
2.276 |
-0.023 |
-1.0% |
2.441 |
| High |
2.313 |
2.282 |
-0.031 |
-1.3% |
2.481 |
| Low |
2.276 |
2.224 |
-0.052 |
-2.3% |
2.317 |
| Close |
2.285 |
2.233 |
-0.052 |
-2.3% |
2.330 |
| Range |
0.037 |
0.058 |
0.021 |
56.8% |
0.164 |
| ATR |
0.070 |
0.069 |
-0.001 |
-0.9% |
0.000 |
| Volume |
13,744 |
13,335 |
-409 |
-3.0% |
102,152 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.420 |
2.385 |
2.265 |
|
| R3 |
2.362 |
2.327 |
2.249 |
|
| R2 |
2.304 |
2.304 |
2.244 |
|
| R1 |
2.269 |
2.269 |
2.238 |
2.258 |
| PP |
2.246 |
2.246 |
2.246 |
2.241 |
| S1 |
2.211 |
2.211 |
2.228 |
2.200 |
| S2 |
2.188 |
2.188 |
2.222 |
|
| S3 |
2.130 |
2.153 |
2.217 |
|
| S4 |
2.072 |
2.095 |
2.201 |
|
|
| 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 |
2.357 |
2.224 |
0.133 |
6.0% |
0.044 |
2.0% |
7% |
False |
True |
19,238 |
| 10 |
2.519 |
2.224 |
0.295 |
13.2% |
0.058 |
2.6% |
3% |
False |
True |
18,262 |
| 20 |
2.733 |
2.224 |
0.509 |
22.8% |
0.064 |
2.9% |
2% |
False |
True |
15,313 |
| 40 |
3.140 |
2.224 |
0.916 |
41.0% |
0.073 |
3.3% |
1% |
False |
True |
13,222 |
| 60 |
3.170 |
2.224 |
0.946 |
42.4% |
0.091 |
4.1% |
1% |
False |
True |
12,530 |
| 80 |
3.495 |
2.224 |
1.271 |
56.9% |
0.096 |
4.3% |
1% |
False |
True |
11,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.529 |
|
2.618 |
2.434 |
|
1.618 |
2.376 |
|
1.000 |
2.340 |
|
0.618 |
2.318 |
|
HIGH |
2.282 |
|
0.618 |
2.260 |
|
0.500 |
2.253 |
|
0.382 |
2.246 |
|
LOW |
2.224 |
|
0.618 |
2.188 |
|
1.000 |
2.166 |
|
1.618 |
2.130 |
|
2.618 |
2.072 |
|
4.250 |
1.978 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.253 |
2.283 |
| PP |
2.246 |
2.266 |
| S1 |
2.240 |
2.250 |
|