NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.120 |
2.147 |
0.027 |
1.3% |
2.204 |
| High |
2.136 |
2.219 |
0.083 |
3.9% |
2.241 |
| Low |
2.096 |
2.121 |
0.025 |
1.2% |
2.096 |
| Close |
2.134 |
2.203 |
0.069 |
3.2% |
2.134 |
| Range |
0.040 |
0.098 |
0.058 |
145.0% |
0.145 |
| ATR |
0.072 |
0.074 |
0.002 |
2.6% |
0.000 |
| Volume |
46,755 |
51,381 |
4,626 |
9.9% |
258,545 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.475 |
2.437 |
2.257 |
|
| R3 |
2.377 |
2.339 |
2.230 |
|
| R2 |
2.279 |
2.279 |
2.221 |
|
| R1 |
2.241 |
2.241 |
2.212 |
2.260 |
| PP |
2.181 |
2.181 |
2.181 |
2.191 |
| S1 |
2.143 |
2.143 |
2.194 |
2.162 |
| S2 |
2.083 |
2.083 |
2.185 |
|
| S3 |
1.985 |
2.045 |
2.176 |
|
| S4 |
1.887 |
1.947 |
2.149 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.592 |
2.508 |
2.214 |
|
| R3 |
2.447 |
2.363 |
2.174 |
|
| R2 |
2.302 |
2.302 |
2.161 |
|
| R1 |
2.218 |
2.218 |
2.147 |
2.188 |
| PP |
2.157 |
2.157 |
2.157 |
2.142 |
| S1 |
2.073 |
2.073 |
2.121 |
2.043 |
| S2 |
2.012 |
2.012 |
2.107 |
|
| S3 |
1.867 |
1.928 |
2.094 |
|
| S4 |
1.722 |
1.783 |
2.054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.222 |
2.096 |
0.126 |
5.7% |
0.059 |
2.7% |
85% |
False |
False |
44,875 |
| 10 |
2.373 |
2.096 |
0.277 |
12.6% |
0.063 |
2.9% |
39% |
False |
False |
66,080 |
| 20 |
2.629 |
2.096 |
0.533 |
24.2% |
0.071 |
3.2% |
20% |
False |
False |
50,484 |
| 40 |
3.006 |
2.096 |
0.910 |
41.3% |
0.078 |
3.5% |
12% |
False |
False |
36,053 |
| 60 |
3.124 |
2.096 |
1.028 |
46.7% |
0.093 |
4.2% |
10% |
False |
False |
31,131 |
| 80 |
3.417 |
2.096 |
1.321 |
60.0% |
0.102 |
4.6% |
8% |
False |
False |
26,453 |
| 100 |
3.868 |
2.096 |
1.772 |
80.4% |
0.097 |
4.4% |
6% |
False |
False |
21,938 |
| 120 |
4.162 |
2.096 |
2.066 |
93.8% |
0.095 |
4.3% |
5% |
False |
False |
18,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.636 |
|
2.618 |
2.476 |
|
1.618 |
2.378 |
|
1.000 |
2.317 |
|
0.618 |
2.280 |
|
HIGH |
2.219 |
|
0.618 |
2.182 |
|
0.500 |
2.170 |
|
0.382 |
2.158 |
|
LOW |
2.121 |
|
0.618 |
2.060 |
|
1.000 |
2.023 |
|
1.618 |
1.962 |
|
2.618 |
1.864 |
|
4.250 |
1.705 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.192 |
2.188 |
| PP |
2.181 |
2.173 |
| S1 |
2.170 |
2.158 |
|