NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.498 |
2.461 |
-0.037 |
-1.5% |
2.348 |
| High |
2.594 |
2.523 |
-0.071 |
-2.7% |
2.594 |
| Low |
2.453 |
2.450 |
-0.003 |
-0.1% |
2.314 |
| Close |
2.457 |
2.515 |
0.058 |
2.4% |
2.515 |
| Range |
0.141 |
0.073 |
-0.068 |
-48.2% |
0.280 |
| ATR |
0.077 |
0.076 |
0.000 |
-0.3% |
0.000 |
| Volume |
33,649 |
44,701 |
11,052 |
32.8% |
170,847 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.715 |
2.688 |
2.555 |
|
| R3 |
2.642 |
2.615 |
2.535 |
|
| R2 |
2.569 |
2.569 |
2.528 |
|
| R1 |
2.542 |
2.542 |
2.522 |
2.556 |
| PP |
2.496 |
2.496 |
2.496 |
2.503 |
| S1 |
2.469 |
2.469 |
2.508 |
2.483 |
| S2 |
2.423 |
2.423 |
2.502 |
|
| S3 |
2.350 |
2.396 |
2.495 |
|
| S4 |
2.277 |
2.323 |
2.475 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.314 |
3.195 |
2.669 |
|
| R3 |
3.034 |
2.915 |
2.592 |
|
| R2 |
2.754 |
2.754 |
2.566 |
|
| R1 |
2.635 |
2.635 |
2.541 |
2.695 |
| PP |
2.474 |
2.474 |
2.474 |
2.504 |
| S1 |
2.355 |
2.355 |
2.489 |
2.415 |
| S2 |
2.194 |
2.194 |
2.464 |
|
| S3 |
1.914 |
2.075 |
2.438 |
|
| S4 |
1.634 |
1.795 |
2.361 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.594 |
2.314 |
0.280 |
11.1% |
0.094 |
3.7% |
72% |
False |
False |
34,169 |
| 10 |
2.594 |
2.300 |
0.294 |
11.7% |
0.069 |
2.7% |
73% |
False |
False |
28,471 |
| 20 |
2.663 |
2.300 |
0.363 |
14.4% |
0.068 |
2.7% |
59% |
False |
False |
26,190 |
| 40 |
2.894 |
2.300 |
0.594 |
23.6% |
0.072 |
2.9% |
36% |
False |
False |
23,084 |
| 60 |
3.198 |
2.300 |
0.898 |
35.7% |
0.088 |
3.5% |
24% |
False |
False |
23,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.833 |
|
2.618 |
2.714 |
|
1.618 |
2.641 |
|
1.000 |
2.596 |
|
0.618 |
2.568 |
|
HIGH |
2.523 |
|
0.618 |
2.495 |
|
0.500 |
2.487 |
|
0.382 |
2.478 |
|
LOW |
2.450 |
|
0.618 |
2.405 |
|
1.000 |
2.377 |
|
1.618 |
2.332 |
|
2.618 |
2.259 |
|
4.250 |
2.140 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.506 |
2.503 |
| PP |
2.496 |
2.492 |
| S1 |
2.487 |
2.480 |
|