NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.458 |
2.435 |
-0.023 |
-0.9% |
2.525 |
| High |
2.517 |
2.438 |
-0.079 |
-3.1% |
2.567 |
| Low |
2.433 |
2.409 |
-0.024 |
-1.0% |
2.409 |
| Close |
2.439 |
2.421 |
-0.018 |
-0.7% |
2.421 |
| Range |
0.084 |
0.029 |
-0.055 |
-65.5% |
0.158 |
| ATR |
0.082 |
0.079 |
-0.004 |
-4.5% |
0.000 |
| Volume |
25,484 |
32,543 |
7,059 |
27.7% |
129,366 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.510 |
2.494 |
2.437 |
|
| R3 |
2.481 |
2.465 |
2.429 |
|
| R2 |
2.452 |
2.452 |
2.426 |
|
| R1 |
2.436 |
2.436 |
2.424 |
2.430 |
| PP |
2.423 |
2.423 |
2.423 |
2.419 |
| S1 |
2.407 |
2.407 |
2.418 |
2.401 |
| S2 |
2.394 |
2.394 |
2.416 |
|
| S3 |
2.365 |
2.378 |
2.413 |
|
| S4 |
2.336 |
2.349 |
2.405 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.940 |
2.838 |
2.508 |
|
| R3 |
2.782 |
2.680 |
2.464 |
|
| R2 |
2.624 |
2.624 |
2.450 |
|
| R1 |
2.522 |
2.522 |
2.435 |
2.494 |
| PP |
2.466 |
2.466 |
2.466 |
2.452 |
| S1 |
2.364 |
2.364 |
2.407 |
2.336 |
| S2 |
2.308 |
2.308 |
2.392 |
|
| S3 |
2.150 |
2.206 |
2.378 |
|
| S4 |
1.992 |
2.048 |
2.334 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.567 |
2.409 |
0.158 |
6.5% |
0.063 |
2.6% |
8% |
False |
True |
25,873 |
| 10 |
2.663 |
2.409 |
0.254 |
10.5% |
0.067 |
2.8% |
5% |
False |
True |
23,909 |
| 20 |
2.852 |
2.409 |
0.443 |
18.3% |
0.071 |
3.0% |
3% |
False |
True |
20,839 |
| 40 |
3.198 |
2.409 |
0.789 |
32.6% |
0.084 |
3.5% |
2% |
False |
True |
21,615 |
| 60 |
3.210 |
2.409 |
0.801 |
33.1% |
0.105 |
4.3% |
1% |
False |
True |
23,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.561 |
|
2.618 |
2.514 |
|
1.618 |
2.485 |
|
1.000 |
2.467 |
|
0.618 |
2.456 |
|
HIGH |
2.438 |
|
0.618 |
2.427 |
|
0.500 |
2.424 |
|
0.382 |
2.420 |
|
LOW |
2.409 |
|
0.618 |
2.391 |
|
1.000 |
2.380 |
|
1.618 |
2.362 |
|
2.618 |
2.333 |
|
4.250 |
2.286 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.424 |
2.463 |
| PP |
2.423 |
2.449 |
| S1 |
2.422 |
2.435 |
|