NYMEX Natural Gas Future July 2012
Trading Metrics calculated at close of trading on 02-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
2.405 |
2.389 |
-0.016 |
-0.7% |
2.606 |
High |
2.412 |
2.440 |
0.028 |
1.2% |
2.629 |
Low |
2.356 |
2.354 |
-0.002 |
-0.1% |
2.356 |
Close |
2.389 |
2.432 |
0.043 |
1.8% |
2.389 |
Range |
0.056 |
0.086 |
0.030 |
53.6% |
0.273 |
ATR |
0.090 |
0.090 |
0.000 |
-0.3% |
0.000 |
Volume |
32,851 |
42,843 |
9,992 |
30.4% |
136,531 |
|
Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.667 |
2.635 |
2.479 |
|
R3 |
2.581 |
2.549 |
2.456 |
|
R2 |
2.495 |
2.495 |
2.448 |
|
R1 |
2.463 |
2.463 |
2.440 |
2.479 |
PP |
2.409 |
2.409 |
2.409 |
2.417 |
S1 |
2.377 |
2.377 |
2.424 |
2.393 |
S2 |
2.323 |
2.323 |
2.416 |
|
S3 |
2.237 |
2.291 |
2.408 |
|
S4 |
2.151 |
2.205 |
2.385 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.277 |
3.106 |
2.539 |
|
R3 |
3.004 |
2.833 |
2.464 |
|
R2 |
2.731 |
2.731 |
2.439 |
|
R1 |
2.560 |
2.560 |
2.414 |
2.509 |
PP |
2.458 |
2.458 |
2.458 |
2.433 |
S1 |
2.287 |
2.287 |
2.364 |
2.236 |
S2 |
2.185 |
2.185 |
2.339 |
|
S3 |
1.912 |
2.014 |
2.314 |
|
S4 |
1.639 |
1.741 |
2.239 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.565 |
2.354 |
0.211 |
8.7% |
0.079 |
3.2% |
37% |
False |
True |
33,111 |
10 |
2.682 |
2.354 |
0.328 |
13.5% |
0.077 |
3.2% |
24% |
False |
True |
26,177 |
20 |
2.705 |
2.354 |
0.351 |
14.4% |
0.078 |
3.2% |
22% |
False |
True |
25,509 |
40 |
3.104 |
2.354 |
0.750 |
30.8% |
0.094 |
3.8% |
10% |
False |
True |
23,027 |
60 |
3.327 |
2.354 |
0.973 |
40.0% |
0.110 |
4.5% |
8% |
False |
True |
21,040 |
80 |
3.752 |
2.354 |
1.398 |
57.5% |
0.103 |
4.2% |
6% |
False |
True |
16,745 |
100 |
3.969 |
2.354 |
1.615 |
66.4% |
0.099 |
4.1% |
5% |
False |
True |
13,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.806 |
2.618 |
2.665 |
1.618 |
2.579 |
1.000 |
2.526 |
0.618 |
2.493 |
HIGH |
2.440 |
0.618 |
2.407 |
0.500 |
2.397 |
0.382 |
2.387 |
LOW |
2.354 |
0.618 |
2.301 |
1.000 |
2.268 |
1.618 |
2.215 |
2.618 |
2.129 |
4.250 |
1.989 |
|
|
Fisher Pivots for day following 02-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
2.420 |
2.432 |
PP |
2.409 |
2.432 |
S1 |
2.397 |
2.432 |
|