NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.321 |
2.348 |
0.027 |
1.2% |
2.421 |
| High |
2.333 |
2.400 |
0.067 |
2.9% |
2.444 |
| Low |
2.300 |
2.314 |
0.014 |
0.6% |
2.300 |
| Close |
2.332 |
2.382 |
0.050 |
2.1% |
2.332 |
| Range |
0.033 |
0.086 |
0.053 |
160.6% |
0.144 |
| ATR |
0.068 |
0.069 |
0.001 |
1.9% |
0.000 |
| Volume |
21,657 |
19,224 |
-2,433 |
-11.2% |
113,871 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.623 |
2.589 |
2.429 |
|
| R3 |
2.537 |
2.503 |
2.406 |
|
| R2 |
2.451 |
2.451 |
2.398 |
|
| R1 |
2.417 |
2.417 |
2.390 |
2.434 |
| PP |
2.365 |
2.365 |
2.365 |
2.374 |
| S1 |
2.331 |
2.331 |
2.374 |
2.348 |
| S2 |
2.279 |
2.279 |
2.366 |
|
| S3 |
2.193 |
2.245 |
2.358 |
|
| S4 |
2.107 |
2.159 |
2.335 |
|
|
| 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 |
2.429 |
2.300 |
0.129 |
5.4% |
0.052 |
2.2% |
64% |
False |
False |
21,444 |
| 10 |
2.561 |
2.300 |
0.261 |
11.0% |
0.054 |
2.3% |
31% |
False |
False |
23,351 |
| 20 |
2.774 |
2.300 |
0.474 |
19.9% |
0.064 |
2.7% |
17% |
False |
False |
22,138 |
| 40 |
3.104 |
2.300 |
0.804 |
33.8% |
0.074 |
3.1% |
10% |
False |
False |
21,200 |
| 60 |
3.210 |
2.300 |
0.910 |
38.2% |
0.091 |
3.8% |
9% |
False |
False |
22,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.766 |
|
2.618 |
2.625 |
|
1.618 |
2.539 |
|
1.000 |
2.486 |
|
0.618 |
2.453 |
|
HIGH |
2.400 |
|
0.618 |
2.367 |
|
0.500 |
2.357 |
|
0.382 |
2.347 |
|
LOW |
2.314 |
|
0.618 |
2.261 |
|
1.000 |
2.228 |
|
1.618 |
2.175 |
|
2.618 |
2.089 |
|
4.250 |
1.949 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.374 |
2.371 |
| PP |
2.365 |
2.361 |
| S1 |
2.357 |
2.350 |
|