NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.429 |
2.386 |
-0.043 |
-1.8% |
2.525 |
| High |
2.429 |
2.397 |
-0.032 |
-1.3% |
2.567 |
| Low |
2.382 |
2.361 |
-0.021 |
-0.9% |
2.409 |
| Close |
2.384 |
2.370 |
-0.014 |
-0.6% |
2.421 |
| Range |
0.047 |
0.036 |
-0.011 |
-23.4% |
0.158 |
| ATR |
0.074 |
0.071 |
-0.003 |
-3.7% |
0.000 |
| Volume |
20,145 |
19,706 |
-439 |
-2.2% |
129,366 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.484 |
2.463 |
2.390 |
|
| R3 |
2.448 |
2.427 |
2.380 |
|
| R2 |
2.412 |
2.412 |
2.377 |
|
| R1 |
2.391 |
2.391 |
2.373 |
2.384 |
| PP |
2.376 |
2.376 |
2.376 |
2.372 |
| S1 |
2.355 |
2.355 |
2.367 |
2.348 |
| S2 |
2.340 |
2.340 |
2.363 |
|
| S3 |
2.304 |
2.319 |
2.360 |
|
| S4 |
2.268 |
2.283 |
2.350 |
|
|
| 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 |
2.361 |
0.156 |
6.6% |
0.048 |
2.0% |
6% |
False |
True |
24,750 |
| 10 |
2.646 |
2.361 |
0.285 |
12.0% |
0.057 |
2.4% |
3% |
False |
True |
23,012 |
| 20 |
2.813 |
2.361 |
0.452 |
19.1% |
0.067 |
2.8% |
2% |
False |
True |
21,373 |
| 40 |
3.198 |
2.361 |
0.837 |
35.3% |
0.078 |
3.3% |
1% |
False |
True |
20,977 |
| 60 |
3.210 |
2.361 |
0.849 |
35.8% |
0.097 |
4.1% |
1% |
False |
True |
23,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.550 |
|
2.618 |
2.491 |
|
1.618 |
2.455 |
|
1.000 |
2.433 |
|
0.618 |
2.419 |
|
HIGH |
2.397 |
|
0.618 |
2.383 |
|
0.500 |
2.379 |
|
0.382 |
2.375 |
|
LOW |
2.361 |
|
0.618 |
2.339 |
|
1.000 |
2.325 |
|
1.618 |
2.303 |
|
2.618 |
2.267 |
|
4.250 |
2.208 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.379 |
2.403 |
| PP |
2.376 |
2.392 |
| S1 |
2.373 |
2.381 |
|