NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.402 |
2.382 |
-0.020 |
-0.8% |
2.421 |
| High |
2.410 |
2.495 |
0.085 |
3.5% |
2.444 |
| Low |
2.370 |
2.366 |
-0.004 |
-0.2% |
2.300 |
| Close |
2.371 |
2.480 |
0.109 |
4.6% |
2.332 |
| Range |
0.040 |
0.129 |
0.089 |
222.5% |
0.144 |
| ATR |
0.067 |
0.072 |
0.004 |
6.5% |
0.000 |
| Volume |
47,147 |
26,126 |
-21,021 |
-44.6% |
113,871 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.834 |
2.786 |
2.551 |
|
| R3 |
2.705 |
2.657 |
2.515 |
|
| R2 |
2.576 |
2.576 |
2.504 |
|
| R1 |
2.528 |
2.528 |
2.492 |
2.552 |
| PP |
2.447 |
2.447 |
2.447 |
2.459 |
| S1 |
2.399 |
2.399 |
2.468 |
2.423 |
| S2 |
2.318 |
2.318 |
2.456 |
|
| S3 |
2.189 |
2.270 |
2.445 |
|
| S4 |
2.060 |
2.141 |
2.409 |
|
|
| 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 |
2.495 |
2.300 |
0.195 |
7.9% |
0.069 |
2.8% |
92% |
True |
False |
28,128 |
| 10 |
2.517 |
2.300 |
0.217 |
8.8% |
0.059 |
2.4% |
83% |
False |
False |
26,439 |
| 20 |
2.705 |
2.300 |
0.405 |
16.3% |
0.066 |
2.7% |
44% |
False |
False |
24,376 |
| 40 |
2.955 |
2.300 |
0.655 |
26.4% |
0.072 |
2.9% |
27% |
False |
False |
22,059 |
| 60 |
3.198 |
2.300 |
0.898 |
36.2% |
0.089 |
3.6% |
20% |
False |
False |
23,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.043 |
|
2.618 |
2.833 |
|
1.618 |
2.704 |
|
1.000 |
2.624 |
|
0.618 |
2.575 |
|
HIGH |
2.495 |
|
0.618 |
2.446 |
|
0.500 |
2.431 |
|
0.382 |
2.415 |
|
LOW |
2.366 |
|
0.618 |
2.286 |
|
1.000 |
2.237 |
|
1.618 |
2.157 |
|
2.618 |
2.028 |
|
4.250 |
1.818 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.464 |
2.455 |
| PP |
2.447 |
2.430 |
| S1 |
2.431 |
2.405 |
|