NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.950 |
1.949 |
-0.001 |
-0.1% |
2.103 |
| High |
1.988 |
1.971 |
-0.017 |
-0.9% |
2.126 |
| Low |
1.940 |
1.902 |
-0.038 |
-2.0% |
1.959 |
| Close |
1.951 |
1.907 |
-0.044 |
-2.3% |
1.981 |
| Range |
0.048 |
0.069 |
0.021 |
43.8% |
0.167 |
| ATR |
0.081 |
0.080 |
-0.001 |
-1.1% |
0.000 |
| Volume |
91,908 |
106,018 |
14,110 |
15.4% |
664,265 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.134 |
2.089 |
1.945 |
|
| R3 |
2.065 |
2.020 |
1.926 |
|
| R2 |
1.996 |
1.996 |
1.920 |
|
| R1 |
1.951 |
1.951 |
1.913 |
1.939 |
| PP |
1.927 |
1.927 |
1.927 |
1.921 |
| S1 |
1.882 |
1.882 |
1.901 |
1.870 |
| S2 |
1.858 |
1.858 |
1.894 |
|
| S3 |
1.789 |
1.813 |
1.888 |
|
| S4 |
1.720 |
1.744 |
1.869 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.523 |
2.419 |
2.073 |
|
| R3 |
2.356 |
2.252 |
2.027 |
|
| R2 |
2.189 |
2.189 |
2.012 |
|
| R1 |
2.085 |
2.085 |
1.996 |
2.054 |
| PP |
2.022 |
2.022 |
2.022 |
2.006 |
| S1 |
1.918 |
1.918 |
1.966 |
1.887 |
| S2 |
1.855 |
1.855 |
1.950 |
|
| S3 |
1.688 |
1.751 |
1.935 |
|
| S4 |
1.521 |
1.584 |
1.889 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.030 |
1.902 |
0.128 |
6.7% |
0.056 |
2.9% |
4% |
False |
True |
104,662 |
| 10 |
2.159 |
1.902 |
0.257 |
13.5% |
0.069 |
3.6% |
2% |
False |
True |
121,793 |
| 20 |
2.474 |
1.902 |
0.572 |
30.0% |
0.079 |
4.1% |
1% |
False |
True |
111,769 |
| 40 |
2.945 |
1.902 |
1.043 |
54.7% |
0.086 |
4.5% |
0% |
False |
True |
80,509 |
| 60 |
3.015 |
1.902 |
1.113 |
58.4% |
0.104 |
5.4% |
0% |
False |
True |
73,539 |
| 80 |
3.352 |
1.902 |
1.450 |
76.0% |
0.108 |
5.7% |
0% |
False |
True |
61,085 |
| 100 |
3.804 |
1.902 |
1.902 |
99.7% |
0.104 |
5.4% |
0% |
False |
True |
50,838 |
| 120 |
4.080 |
1.902 |
2.178 |
114.2% |
0.102 |
5.4% |
0% |
False |
True |
43,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.264 |
|
2.618 |
2.152 |
|
1.618 |
2.083 |
|
1.000 |
2.040 |
|
0.618 |
2.014 |
|
HIGH |
1.971 |
|
0.618 |
1.945 |
|
0.500 |
1.937 |
|
0.382 |
1.928 |
|
LOW |
1.902 |
|
0.618 |
1.859 |
|
1.000 |
1.833 |
|
1.618 |
1.790 |
|
2.618 |
1.721 |
|
4.250 |
1.609 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.937 |
1.959 |
| PP |
1.927 |
1.942 |
| S1 |
1.917 |
1.924 |
|