NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.296 |
2.411 |
0.115 |
5.0% |
2.330 |
| High |
2.407 |
2.512 |
0.105 |
4.4% |
2.357 |
| Low |
2.279 |
2.361 |
0.082 |
3.6% |
2.222 |
| Close |
2.394 |
2.366 |
-0.028 |
-1.2% |
2.250 |
| Range |
0.128 |
0.151 |
0.023 |
18.0% |
0.135 |
| ATR |
0.071 |
0.076 |
0.006 |
8.1% |
0.000 |
| Volume |
16,503 |
16,985 |
482 |
2.9% |
88,554 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.866 |
2.767 |
2.449 |
|
| R3 |
2.715 |
2.616 |
2.408 |
|
| R2 |
2.564 |
2.564 |
2.394 |
|
| R1 |
2.465 |
2.465 |
2.380 |
2.439 |
| PP |
2.413 |
2.413 |
2.413 |
2.400 |
| S1 |
2.314 |
2.314 |
2.352 |
2.288 |
| S2 |
2.262 |
2.262 |
2.338 |
|
| S3 |
2.111 |
2.163 |
2.324 |
|
| S4 |
1.960 |
2.012 |
2.283 |
|
|
| 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 |
2.512 |
2.222 |
0.290 |
12.3% |
0.088 |
3.7% |
50% |
True |
False |
20,278 |
| 10 |
2.512 |
2.222 |
0.290 |
12.3% |
0.066 |
2.8% |
50% |
True |
False |
19,758 |
| 20 |
2.603 |
2.222 |
0.381 |
16.1% |
0.071 |
3.0% |
38% |
False |
False |
18,218 |
| 40 |
2.868 |
2.222 |
0.646 |
27.3% |
0.070 |
3.0% |
22% |
False |
False |
14,574 |
| 60 |
3.143 |
2.222 |
0.921 |
38.9% |
0.085 |
3.6% |
16% |
False |
False |
13,606 |
| 80 |
3.401 |
2.222 |
1.179 |
49.8% |
0.097 |
4.1% |
12% |
False |
False |
12,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.154 |
|
2.618 |
2.907 |
|
1.618 |
2.756 |
|
1.000 |
2.663 |
|
0.618 |
2.605 |
|
HIGH |
2.512 |
|
0.618 |
2.454 |
|
0.500 |
2.437 |
|
0.382 |
2.419 |
|
LOW |
2.361 |
|
0.618 |
2.268 |
|
1.000 |
2.210 |
|
1.618 |
2.117 |
|
2.618 |
1.966 |
|
4.250 |
1.719 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.437 |
2.396 |
| PP |
2.413 |
2.386 |
| S1 |
2.390 |
2.376 |
|