NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.348 |
2.402 |
0.054 |
2.3% |
2.421 |
| High |
2.400 |
2.410 |
0.010 |
0.4% |
2.444 |
| Low |
2.314 |
2.370 |
0.056 |
2.4% |
2.300 |
| Close |
2.382 |
2.371 |
-0.011 |
-0.5% |
2.332 |
| Range |
0.086 |
0.040 |
-0.046 |
-53.5% |
0.144 |
| ATR |
0.069 |
0.067 |
-0.002 |
-3.0% |
0.000 |
| Volume |
19,224 |
47,147 |
27,923 |
145.3% |
113,871 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.504 |
2.477 |
2.393 |
|
| R3 |
2.464 |
2.437 |
2.382 |
|
| R2 |
2.424 |
2.424 |
2.378 |
|
| R1 |
2.397 |
2.397 |
2.375 |
2.391 |
| PP |
2.384 |
2.384 |
2.384 |
2.380 |
| S1 |
2.357 |
2.357 |
2.367 |
2.351 |
| S2 |
2.344 |
2.344 |
2.364 |
|
| S3 |
2.304 |
2.317 |
2.360 |
|
| S4 |
2.264 |
2.277 |
2.349 |
|
|
| 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 |
2.410 |
2.300 |
0.110 |
4.6% |
0.051 |
2.1% |
65% |
True |
False |
26,844 |
| 10 |
2.517 |
2.300 |
0.217 |
9.2% |
0.052 |
2.2% |
33% |
False |
False |
26,128 |
| 20 |
2.728 |
2.300 |
0.428 |
18.1% |
0.063 |
2.6% |
17% |
False |
False |
23,787 |
| 40 |
2.985 |
2.300 |
0.685 |
28.9% |
0.072 |
3.0% |
10% |
False |
False |
22,009 |
| 60 |
3.210 |
2.300 |
0.910 |
38.4% |
0.090 |
3.8% |
8% |
False |
False |
23,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.580 |
|
2.618 |
2.515 |
|
1.618 |
2.475 |
|
1.000 |
2.450 |
|
0.618 |
2.435 |
|
HIGH |
2.410 |
|
0.618 |
2.395 |
|
0.500 |
2.390 |
|
0.382 |
2.385 |
|
LOW |
2.370 |
|
0.618 |
2.345 |
|
1.000 |
2.330 |
|
1.618 |
2.305 |
|
2.618 |
2.265 |
|
4.250 |
2.200 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.390 |
2.366 |
| PP |
2.384 |
2.360 |
| S1 |
2.377 |
2.355 |
|