NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.382 |
2.498 |
0.116 |
4.9% |
2.421 |
| High |
2.495 |
2.594 |
0.099 |
4.0% |
2.444 |
| Low |
2.366 |
2.453 |
0.087 |
3.7% |
2.300 |
| Close |
2.480 |
2.457 |
-0.023 |
-0.9% |
2.332 |
| Range |
0.129 |
0.141 |
0.012 |
9.3% |
0.144 |
| ATR |
0.072 |
0.077 |
0.005 |
6.9% |
0.000 |
| Volume |
26,126 |
33,649 |
7,523 |
28.8% |
113,871 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.924 |
2.832 |
2.535 |
|
| R3 |
2.783 |
2.691 |
2.496 |
|
| R2 |
2.642 |
2.642 |
2.483 |
|
| R1 |
2.550 |
2.550 |
2.470 |
2.526 |
| PP |
2.501 |
2.501 |
2.501 |
2.489 |
| S1 |
2.409 |
2.409 |
2.444 |
2.385 |
| S2 |
2.360 |
2.360 |
2.431 |
|
| S3 |
2.219 |
2.268 |
2.418 |
|
| S4 |
2.078 |
2.127 |
2.379 |
|
|
| 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 |
2.594 |
2.300 |
0.294 |
12.0% |
0.086 |
3.5% |
53% |
True |
False |
29,560 |
| 10 |
2.594 |
2.300 |
0.294 |
12.0% |
0.064 |
2.6% |
53% |
True |
False |
27,256 |
| 20 |
2.679 |
2.300 |
0.379 |
15.4% |
0.071 |
2.9% |
41% |
False |
False |
24,862 |
| 40 |
2.934 |
2.300 |
0.634 |
25.8% |
0.073 |
3.0% |
25% |
False |
False |
22,527 |
| 60 |
3.198 |
2.300 |
0.898 |
36.5% |
0.088 |
3.6% |
17% |
False |
False |
23,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.193 |
|
2.618 |
2.963 |
|
1.618 |
2.822 |
|
1.000 |
2.735 |
|
0.618 |
2.681 |
|
HIGH |
2.594 |
|
0.618 |
2.540 |
|
0.500 |
2.524 |
|
0.382 |
2.507 |
|
LOW |
2.453 |
|
0.618 |
2.366 |
|
1.000 |
2.312 |
|
1.618 |
2.225 |
|
2.618 |
2.084 |
|
4.250 |
1.854 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.524 |
2.480 |
| PP |
2.501 |
2.472 |
| S1 |
2.479 |
2.465 |
|