NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.386 |
2.360 |
-0.026 |
-1.1% |
2.525 |
| High |
2.397 |
2.366 |
-0.031 |
-1.3% |
2.567 |
| Low |
2.361 |
2.307 |
-0.054 |
-2.3% |
2.409 |
| Close |
2.370 |
2.317 |
-0.053 |
-2.2% |
2.421 |
| Range |
0.036 |
0.059 |
0.023 |
63.9% |
0.158 |
| ATR |
0.071 |
0.071 |
-0.001 |
-0.8% |
0.000 |
| Volume |
19,706 |
26,488 |
6,782 |
34.4% |
129,366 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.507 |
2.471 |
2.349 |
|
| R3 |
2.448 |
2.412 |
2.333 |
|
| R2 |
2.389 |
2.389 |
2.328 |
|
| R1 |
2.353 |
2.353 |
2.322 |
2.342 |
| PP |
2.330 |
2.330 |
2.330 |
2.324 |
| S1 |
2.294 |
2.294 |
2.312 |
2.283 |
| S2 |
2.271 |
2.271 |
2.306 |
|
| S3 |
2.212 |
2.235 |
2.301 |
|
| S4 |
2.153 |
2.176 |
2.285 |
|
|
| 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 |
2.444 |
2.307 |
0.137 |
5.9% |
0.043 |
1.8% |
7% |
False |
True |
24,951 |
| 10 |
2.600 |
2.307 |
0.293 |
12.6% |
0.057 |
2.5% |
3% |
False |
True |
23,566 |
| 20 |
2.813 |
2.307 |
0.506 |
21.8% |
0.067 |
2.9% |
2% |
False |
True |
21,779 |
| 40 |
3.198 |
2.307 |
0.891 |
38.5% |
0.077 |
3.3% |
1% |
False |
True |
21,220 |
| 60 |
3.210 |
2.307 |
0.903 |
39.0% |
0.095 |
4.1% |
1% |
False |
True |
23,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.617 |
|
2.618 |
2.520 |
|
1.618 |
2.461 |
|
1.000 |
2.425 |
|
0.618 |
2.402 |
|
HIGH |
2.366 |
|
0.618 |
2.343 |
|
0.500 |
2.337 |
|
0.382 |
2.330 |
|
LOW |
2.307 |
|
0.618 |
2.271 |
|
1.000 |
2.248 |
|
1.618 |
2.212 |
|
2.618 |
2.153 |
|
4.250 |
2.056 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.337 |
2.368 |
| PP |
2.330 |
2.351 |
| S1 |
2.324 |
2.334 |
|