NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.360 |
2.321 |
-0.039 |
-1.7% |
2.421 |
| High |
2.366 |
2.333 |
-0.033 |
-1.4% |
2.444 |
| Low |
2.307 |
2.300 |
-0.007 |
-0.3% |
2.300 |
| Close |
2.317 |
2.332 |
0.015 |
0.6% |
2.332 |
| Range |
0.059 |
0.033 |
-0.026 |
-44.1% |
0.144 |
| ATR |
0.071 |
0.068 |
-0.003 |
-3.8% |
0.000 |
| Volume |
26,488 |
21,657 |
-4,831 |
-18.2% |
113,871 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.421 |
2.409 |
2.350 |
|
| R3 |
2.388 |
2.376 |
2.341 |
|
| R2 |
2.355 |
2.355 |
2.338 |
|
| R1 |
2.343 |
2.343 |
2.335 |
2.349 |
| PP |
2.322 |
2.322 |
2.322 |
2.325 |
| S1 |
2.310 |
2.310 |
2.329 |
2.316 |
| S2 |
2.289 |
2.289 |
2.326 |
|
| S3 |
2.256 |
2.277 |
2.323 |
|
| S4 |
2.223 |
2.244 |
2.314 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.791 |
2.705 |
2.411 |
|
| R3 |
2.647 |
2.561 |
2.372 |
|
| R2 |
2.503 |
2.503 |
2.358 |
|
| R1 |
2.417 |
2.417 |
2.345 |
2.388 |
| PP |
2.359 |
2.359 |
2.359 |
2.344 |
| S1 |
2.273 |
2.273 |
2.319 |
2.244 |
| S2 |
2.215 |
2.215 |
2.306 |
|
| S3 |
2.071 |
2.129 |
2.292 |
|
| S4 |
1.927 |
1.985 |
2.253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.444 |
2.300 |
0.144 |
6.2% |
0.044 |
1.9% |
22% |
False |
True |
22,774 |
| 10 |
2.567 |
2.300 |
0.267 |
11.4% |
0.053 |
2.3% |
12% |
False |
True |
24,323 |
| 20 |
2.779 |
2.300 |
0.479 |
20.5% |
0.063 |
2.7% |
7% |
False |
True |
22,147 |
| 40 |
3.155 |
2.300 |
0.855 |
36.7% |
0.075 |
3.2% |
4% |
False |
True |
21,348 |
| 60 |
3.210 |
2.300 |
0.910 |
39.0% |
0.094 |
4.0% |
4% |
False |
True |
22,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.473 |
|
2.618 |
2.419 |
|
1.618 |
2.386 |
|
1.000 |
2.366 |
|
0.618 |
2.353 |
|
HIGH |
2.333 |
|
0.618 |
2.320 |
|
0.500 |
2.317 |
|
0.382 |
2.313 |
|
LOW |
2.300 |
|
0.618 |
2.280 |
|
1.000 |
2.267 |
|
1.618 |
2.247 |
|
2.618 |
2.214 |
|
4.250 |
2.160 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.327 |
2.349 |
| PP |
2.322 |
2.343 |
| S1 |
2.317 |
2.338 |
|