NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.500 |
2.458 |
-0.042 |
-1.7% |
2.569 |
| High |
2.514 |
2.517 |
0.003 |
0.1% |
2.663 |
| Low |
2.452 |
2.433 |
-0.019 |
-0.8% |
2.526 |
| Close |
2.465 |
2.439 |
-0.026 |
-1.1% |
2.530 |
| Range |
0.062 |
0.084 |
0.022 |
35.5% |
0.137 |
| ATR |
0.082 |
0.082 |
0.000 |
0.2% |
0.000 |
| Volume |
23,014 |
25,484 |
2,470 |
10.7% |
85,496 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.715 |
2.661 |
2.485 |
|
| R3 |
2.631 |
2.577 |
2.462 |
|
| R2 |
2.547 |
2.547 |
2.454 |
|
| R1 |
2.493 |
2.493 |
2.447 |
2.478 |
| PP |
2.463 |
2.463 |
2.463 |
2.456 |
| S1 |
2.409 |
2.409 |
2.431 |
2.394 |
| S2 |
2.379 |
2.379 |
2.424 |
|
| S3 |
2.295 |
2.325 |
2.416 |
|
| S4 |
2.211 |
2.241 |
2.393 |
|
|
| 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 |
2.600 |
2.433 |
0.167 |
6.8% |
0.072 |
2.9% |
4% |
False |
True |
22,181 |
| 10 |
2.679 |
2.433 |
0.246 |
10.1% |
0.078 |
3.2% |
2% |
False |
True |
22,469 |
| 20 |
2.852 |
2.433 |
0.419 |
17.2% |
0.074 |
3.0% |
1% |
False |
True |
20,443 |
| 40 |
3.198 |
2.433 |
0.765 |
31.4% |
0.086 |
3.5% |
1% |
False |
True |
21,695 |
| 60 |
3.210 |
2.433 |
0.777 |
31.9% |
0.105 |
4.3% |
1% |
False |
True |
23,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.874 |
|
2.618 |
2.737 |
|
1.618 |
2.653 |
|
1.000 |
2.601 |
|
0.618 |
2.569 |
|
HIGH |
2.517 |
|
0.618 |
2.485 |
|
0.500 |
2.475 |
|
0.382 |
2.465 |
|
LOW |
2.433 |
|
0.618 |
2.381 |
|
1.000 |
2.349 |
|
1.618 |
2.297 |
|
2.618 |
2.213 |
|
4.250 |
2.076 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.475 |
2.497 |
| PP |
2.463 |
2.478 |
| S1 |
2.451 |
2.458 |
|