NYMEX Natural Gas Future June 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 |
2.289 |
2.259 |
-0.030 |
-1.3% |
2.493 |
| High |
2.289 |
2.300 |
0.011 |
0.5% |
2.526 |
| Low |
2.235 |
2.214 |
-0.021 |
-0.9% |
2.235 |
| Close |
2.259 |
2.290 |
0.031 |
1.4% |
2.259 |
| Range |
0.054 |
0.086 |
0.032 |
59.3% |
0.291 |
| ATR |
0.093 |
0.093 |
-0.001 |
-0.6% |
0.000 |
| Volume |
54,674 |
48,094 |
-6,580 |
-12.0% |
175,216 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.526 |
2.494 |
2.337 |
|
| R3 |
2.440 |
2.408 |
2.314 |
|
| R2 |
2.354 |
2.354 |
2.306 |
|
| R1 |
2.322 |
2.322 |
2.298 |
2.338 |
| PP |
2.268 |
2.268 |
2.268 |
2.276 |
| S1 |
2.236 |
2.236 |
2.282 |
2.252 |
| S2 |
2.182 |
2.182 |
2.274 |
|
| S3 |
2.096 |
2.150 |
2.266 |
|
| S4 |
2.010 |
2.064 |
2.243 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.213 |
3.027 |
2.419 |
|
| R3 |
2.922 |
2.736 |
2.339 |
|
| R2 |
2.631 |
2.631 |
2.312 |
|
| R1 |
2.445 |
2.445 |
2.286 |
2.393 |
| PP |
2.340 |
2.340 |
2.340 |
2.314 |
| S1 |
2.154 |
2.154 |
2.232 |
2.102 |
| S2 |
2.049 |
2.049 |
2.206 |
|
| S3 |
1.758 |
1.863 |
2.179 |
|
| S4 |
1.467 |
1.572 |
2.099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.446 |
2.214 |
0.232 |
10.1% |
0.079 |
3.4% |
33% |
False |
True |
40,313 |
| 10 |
2.581 |
2.214 |
0.367 |
16.0% |
0.080 |
3.5% |
21% |
False |
True |
31,737 |
| 20 |
2.607 |
2.214 |
0.393 |
17.2% |
0.082 |
3.6% |
19% |
False |
True |
30,426 |
| 40 |
3.040 |
2.214 |
0.826 |
36.1% |
0.097 |
4.2% |
9% |
False |
True |
28,628 |
| 60 |
3.268 |
2.214 |
1.054 |
46.0% |
0.112 |
4.9% |
7% |
False |
True |
26,319 |
| 80 |
3.686 |
2.214 |
1.472 |
64.3% |
0.106 |
4.6% |
5% |
False |
True |
21,016 |
| 100 |
3.923 |
2.214 |
1.709 |
74.6% |
0.103 |
4.5% |
4% |
False |
True |
17,645 |
| 120 |
4.157 |
2.214 |
1.943 |
84.8% |
0.100 |
4.4% |
4% |
False |
True |
15,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.666 |
|
2.618 |
2.525 |
|
1.618 |
2.439 |
|
1.000 |
2.386 |
|
0.618 |
2.353 |
|
HIGH |
2.300 |
|
0.618 |
2.267 |
|
0.500 |
2.257 |
|
0.382 |
2.247 |
|
LOW |
2.214 |
|
0.618 |
2.161 |
|
1.000 |
2.128 |
|
1.618 |
2.075 |
|
2.618 |
1.989 |
|
4.250 |
1.849 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.279 |
2.303 |
| PP |
2.268 |
2.298 |
| S1 |
2.257 |
2.294 |
|