NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.558 |
2.500 |
-0.058 |
-2.3% |
2.569 |
| High |
2.561 |
2.514 |
-0.047 |
-1.8% |
2.663 |
| Low |
2.496 |
2.452 |
-0.044 |
-1.8% |
2.526 |
| Close |
2.503 |
2.465 |
-0.038 |
-1.5% |
2.530 |
| Range |
0.065 |
0.062 |
-0.003 |
-4.6% |
0.137 |
| ATR |
0.084 |
0.082 |
-0.002 |
-1.9% |
0.000 |
| Volume |
19,383 |
23,014 |
3,631 |
18.7% |
85,496 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.663 |
2.626 |
2.499 |
|
| R3 |
2.601 |
2.564 |
2.482 |
|
| R2 |
2.539 |
2.539 |
2.476 |
|
| R1 |
2.502 |
2.502 |
2.471 |
2.490 |
| PP |
2.477 |
2.477 |
2.477 |
2.471 |
| S1 |
2.440 |
2.440 |
2.459 |
2.428 |
| S2 |
2.415 |
2.415 |
2.454 |
|
| S3 |
2.353 |
2.378 |
2.448 |
|
| S4 |
2.291 |
2.316 |
2.431 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.984 |
2.894 |
2.605 |
|
| R3 |
2.847 |
2.757 |
2.568 |
|
| R2 |
2.710 |
2.710 |
2.555 |
|
| R1 |
2.620 |
2.620 |
2.543 |
2.597 |
| PP |
2.573 |
2.573 |
2.573 |
2.561 |
| S1 |
2.483 |
2.483 |
2.517 |
2.460 |
| S2 |
2.436 |
2.436 |
2.505 |
|
| S3 |
2.299 |
2.346 |
2.492 |
|
| S4 |
2.162 |
2.209 |
2.455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.646 |
2.452 |
0.194 |
7.9% |
0.066 |
2.7% |
7% |
False |
True |
21,274 |
| 10 |
2.705 |
2.452 |
0.253 |
10.3% |
0.074 |
3.0% |
5% |
False |
True |
22,313 |
| 20 |
2.852 |
2.452 |
0.400 |
16.2% |
0.075 |
3.1% |
3% |
False |
True |
20,443 |
| 40 |
3.198 |
2.452 |
0.746 |
30.3% |
0.086 |
3.5% |
2% |
False |
True |
21,730 |
| 60 |
3.210 |
2.452 |
0.758 |
30.8% |
0.107 |
4.3% |
2% |
False |
True |
23,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.778 |
|
2.618 |
2.676 |
|
1.618 |
2.614 |
|
1.000 |
2.576 |
|
0.618 |
2.552 |
|
HIGH |
2.514 |
|
0.618 |
2.490 |
|
0.500 |
2.483 |
|
0.382 |
2.476 |
|
LOW |
2.452 |
|
0.618 |
2.414 |
|
1.000 |
2.390 |
|
1.618 |
2.352 |
|
2.618 |
2.290 |
|
4.250 |
2.189 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.483 |
2.510 |
| PP |
2.477 |
2.495 |
| S1 |
2.471 |
2.480 |
|