NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.421 |
2.429 |
0.008 |
0.3% |
2.525 |
| High |
2.444 |
2.429 |
-0.015 |
-0.6% |
2.567 |
| Low |
2.401 |
2.382 |
-0.019 |
-0.8% |
2.409 |
| Close |
2.432 |
2.384 |
-0.048 |
-2.0% |
2.421 |
| Range |
0.043 |
0.047 |
0.004 |
9.3% |
0.158 |
| ATR |
0.076 |
0.074 |
-0.002 |
-2.4% |
0.000 |
| Volume |
25,875 |
20,145 |
-5,730 |
-22.1% |
129,366 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.539 |
2.509 |
2.410 |
|
| R3 |
2.492 |
2.462 |
2.397 |
|
| R2 |
2.445 |
2.445 |
2.393 |
|
| R1 |
2.415 |
2.415 |
2.388 |
2.407 |
| PP |
2.398 |
2.398 |
2.398 |
2.394 |
| S1 |
2.368 |
2.368 |
2.380 |
2.360 |
| S2 |
2.351 |
2.351 |
2.375 |
|
| S3 |
2.304 |
2.321 |
2.371 |
|
| S4 |
2.257 |
2.274 |
2.358 |
|
|
| 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 |
2.517 |
2.382 |
0.135 |
5.7% |
0.053 |
2.2% |
1% |
False |
True |
25,412 |
| 10 |
2.663 |
2.382 |
0.281 |
11.8% |
0.060 |
2.5% |
1% |
False |
True |
23,314 |
| 20 |
2.829 |
2.382 |
0.447 |
18.8% |
0.068 |
2.9% |
0% |
False |
True |
21,097 |
| 40 |
3.198 |
2.382 |
0.816 |
34.2% |
0.080 |
3.4% |
0% |
False |
True |
21,302 |
| 60 |
3.210 |
2.382 |
0.828 |
34.7% |
0.102 |
4.3% |
0% |
False |
True |
23,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.629 |
|
2.618 |
2.552 |
|
1.618 |
2.505 |
|
1.000 |
2.476 |
|
0.618 |
2.458 |
|
HIGH |
2.429 |
|
0.618 |
2.411 |
|
0.500 |
2.406 |
|
0.382 |
2.400 |
|
LOW |
2.382 |
|
0.618 |
2.353 |
|
1.000 |
2.335 |
|
1.618 |
2.306 |
|
2.618 |
2.259 |
|
4.250 |
2.182 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.406 |
2.413 |
| PP |
2.398 |
2.403 |
| S1 |
2.391 |
2.394 |
|