NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.171 |
2.137 |
-0.034 |
-1.6% |
2.382 |
| High |
2.198 |
2.159 |
-0.039 |
-1.8% |
2.419 |
| Low |
2.130 |
2.084 |
-0.046 |
-2.2% |
2.101 |
| Close |
2.141 |
2.089 |
-0.052 |
-2.4% |
2.126 |
| Range |
0.068 |
0.075 |
0.007 |
10.3% |
0.318 |
| ATR |
0.095 |
0.093 |
-0.001 |
-1.5% |
0.000 |
| Volume |
93,496 |
142,493 |
48,997 |
52.4% |
528,286 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.336 |
2.287 |
2.130 |
|
| R3 |
2.261 |
2.212 |
2.110 |
|
| R2 |
2.186 |
2.186 |
2.103 |
|
| R1 |
2.137 |
2.137 |
2.096 |
2.124 |
| PP |
2.111 |
2.111 |
2.111 |
2.104 |
| S1 |
2.062 |
2.062 |
2.082 |
2.049 |
| S2 |
2.036 |
2.036 |
2.075 |
|
| S3 |
1.961 |
1.987 |
2.068 |
|
| S4 |
1.886 |
1.912 |
2.048 |
|
|
| 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 |
2.204 |
2.069 |
0.135 |
6.5% |
0.079 |
3.8% |
15% |
False |
False |
116,260 |
| 10 |
2.421 |
2.069 |
0.352 |
16.9% |
0.083 |
4.0% |
6% |
False |
False |
107,011 |
| 20 |
2.502 |
2.069 |
0.433 |
20.7% |
0.087 |
4.2% |
5% |
False |
False |
84,614 |
| 40 |
2.961 |
2.069 |
0.892 |
42.7% |
0.097 |
4.7% |
2% |
False |
False |
69,454 |
| 60 |
3.094 |
2.069 |
1.025 |
49.1% |
0.116 |
5.6% |
2% |
False |
False |
61,027 |
| 80 |
3.444 |
2.069 |
1.375 |
65.8% |
0.109 |
5.2% |
1% |
False |
False |
48,781 |
| 100 |
3.804 |
2.069 |
1.735 |
83.1% |
0.106 |
5.1% |
1% |
False |
False |
40,732 |
| 120 |
4.121 |
2.069 |
2.052 |
98.2% |
0.104 |
5.0% |
1% |
False |
False |
34,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.478 |
|
2.618 |
2.355 |
|
1.618 |
2.280 |
|
1.000 |
2.234 |
|
0.618 |
2.205 |
|
HIGH |
2.159 |
|
0.618 |
2.130 |
|
0.500 |
2.122 |
|
0.382 |
2.113 |
|
LOW |
2.084 |
|
0.618 |
2.038 |
|
1.000 |
2.009 |
|
1.618 |
1.963 |
|
2.618 |
1.888 |
|
4.250 |
1.765 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.122 |
2.144 |
| PP |
2.111 |
2.126 |
| S1 |
2.100 |
2.107 |
|