NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 04-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.146 |
2.171 |
0.025 |
1.2% |
2.382 |
| High |
2.204 |
2.198 |
-0.006 |
-0.3% |
2.419 |
| Low |
2.117 |
2.130 |
0.013 |
0.6% |
2.101 |
| Close |
2.187 |
2.141 |
-0.046 |
-2.1% |
2.126 |
| Range |
0.087 |
0.068 |
-0.019 |
-21.8% |
0.318 |
| ATR |
0.097 |
0.095 |
-0.002 |
-2.1% |
0.000 |
| Volume |
117,094 |
93,496 |
-23,598 |
-20.2% |
528,286 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.360 |
2.319 |
2.178 |
|
| R3 |
2.292 |
2.251 |
2.160 |
|
| R2 |
2.224 |
2.224 |
2.153 |
|
| R1 |
2.183 |
2.183 |
2.147 |
2.170 |
| PP |
2.156 |
2.156 |
2.156 |
2.150 |
| S1 |
2.115 |
2.115 |
2.135 |
2.102 |
| S2 |
2.088 |
2.088 |
2.129 |
|
| S3 |
2.020 |
2.047 |
2.122 |
|
| S4 |
1.952 |
1.979 |
2.104 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.169 |
2.966 |
2.301 |
|
| R3 |
2.851 |
2.648 |
2.213 |
|
| R2 |
2.533 |
2.533 |
2.184 |
|
| R1 |
2.330 |
2.330 |
2.155 |
2.273 |
| PP |
2.215 |
2.215 |
2.215 |
2.187 |
| S1 |
2.012 |
2.012 |
2.097 |
1.955 |
| S2 |
1.897 |
1.897 |
2.068 |
|
| S3 |
1.579 |
1.694 |
2.039 |
|
| S4 |
1.261 |
1.376 |
1.951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.277 |
2.069 |
0.208 |
9.7% |
0.093 |
4.3% |
35% |
False |
False |
115,187 |
| 10 |
2.474 |
2.069 |
0.405 |
18.9% |
0.089 |
4.1% |
18% |
False |
False |
101,745 |
| 20 |
2.502 |
2.069 |
0.433 |
20.2% |
0.088 |
4.1% |
17% |
False |
False |
80,279 |
| 40 |
2.961 |
2.069 |
0.892 |
41.7% |
0.098 |
4.6% |
8% |
False |
False |
68,497 |
| 60 |
3.204 |
2.069 |
1.135 |
53.0% |
0.117 |
5.5% |
6% |
False |
False |
59,027 |
| 80 |
3.561 |
2.069 |
1.492 |
69.7% |
0.110 |
5.1% |
5% |
False |
False |
47,262 |
| 100 |
3.821 |
2.069 |
1.752 |
81.8% |
0.106 |
4.9% |
4% |
False |
False |
39,389 |
| 120 |
4.121 |
2.069 |
2.052 |
95.8% |
0.104 |
4.9% |
4% |
False |
False |
33,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.487 |
|
2.618 |
2.376 |
|
1.618 |
2.308 |
|
1.000 |
2.266 |
|
0.618 |
2.240 |
|
HIGH |
2.198 |
|
0.618 |
2.172 |
|
0.500 |
2.164 |
|
0.382 |
2.156 |
|
LOW |
2.130 |
|
0.618 |
2.088 |
|
1.000 |
2.062 |
|
1.618 |
2.020 |
|
2.618 |
1.952 |
|
4.250 |
1.841 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.164 |
2.140 |
| PP |
2.156 |
2.138 |
| S1 |
2.149 |
2.137 |
|