NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.264 |
2.315 |
0.051 |
2.3% |
2.330 |
| High |
2.319 |
2.331 |
0.012 |
0.5% |
2.357 |
| Low |
2.233 |
2.284 |
0.051 |
2.3% |
2.222 |
| Close |
2.303 |
2.285 |
-0.018 |
-0.8% |
2.250 |
| Range |
0.086 |
0.047 |
-0.039 |
-45.3% |
0.135 |
| ATR |
0.068 |
0.066 |
-0.001 |
-2.2% |
0.000 |
| Volume |
12,887 |
35,676 |
22,789 |
176.8% |
88,554 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.441 |
2.410 |
2.311 |
|
| R3 |
2.394 |
2.363 |
2.298 |
|
| R2 |
2.347 |
2.347 |
2.294 |
|
| R1 |
2.316 |
2.316 |
2.289 |
2.308 |
| PP |
2.300 |
2.300 |
2.300 |
2.296 |
| S1 |
2.269 |
2.269 |
2.281 |
2.261 |
| S2 |
2.253 |
2.253 |
2.276 |
|
| S3 |
2.206 |
2.222 |
2.272 |
|
| S4 |
2.159 |
2.175 |
2.259 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.681 |
2.601 |
2.324 |
|
| R3 |
2.546 |
2.466 |
2.287 |
|
| R2 |
2.411 |
2.411 |
2.275 |
|
| R1 |
2.331 |
2.331 |
2.262 |
2.304 |
| PP |
2.276 |
2.276 |
2.276 |
2.263 |
| S1 |
2.196 |
2.196 |
2.238 |
2.169 |
| S2 |
2.141 |
2.141 |
2.225 |
|
| S3 |
2.006 |
2.061 |
2.213 |
|
| S4 |
1.871 |
1.926 |
2.176 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.331 |
2.222 |
0.109 |
4.8% |
0.051 |
2.2% |
58% |
True |
False |
18,996 |
| 10 |
2.429 |
2.222 |
0.207 |
9.1% |
0.053 |
2.3% |
30% |
False |
False |
20,074 |
| 20 |
2.644 |
2.222 |
0.422 |
18.5% |
0.062 |
2.7% |
15% |
False |
False |
17,573 |
| 40 |
2.905 |
2.222 |
0.683 |
29.9% |
0.068 |
3.0% |
9% |
False |
False |
14,153 |
| 60 |
3.167 |
2.222 |
0.945 |
41.4% |
0.086 |
3.8% |
7% |
False |
False |
13,239 |
| 80 |
3.410 |
2.222 |
1.188 |
52.0% |
0.096 |
4.2% |
5% |
False |
False |
11,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.531 |
|
2.618 |
2.454 |
|
1.618 |
2.407 |
|
1.000 |
2.378 |
|
0.618 |
2.360 |
|
HIGH |
2.331 |
|
0.618 |
2.313 |
|
0.500 |
2.308 |
|
0.382 |
2.302 |
|
LOW |
2.284 |
|
0.618 |
2.255 |
|
1.000 |
2.237 |
|
1.618 |
2.208 |
|
2.618 |
2.161 |
|
4.250 |
2.084 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.308 |
2.282 |
| PP |
2.300 |
2.279 |
| S1 |
2.293 |
2.277 |
|