NYMEX Natural Gas Future June 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 |
2.288 |
2.298 |
0.010 |
0.4% |
2.493 |
| High |
2.335 |
2.324 |
-0.011 |
-0.5% |
2.526 |
| Low |
2.256 |
2.257 |
0.001 |
0.0% |
2.235 |
| Close |
2.318 |
2.267 |
-0.051 |
-2.2% |
2.259 |
| Range |
0.079 |
0.067 |
-0.012 |
-15.2% |
0.291 |
| ATR |
0.092 |
0.090 |
-0.002 |
-1.9% |
0.000 |
| Volume |
47,282 |
44,312 |
-2,970 |
-6.3% |
175,216 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.484 |
2.442 |
2.304 |
|
| R3 |
2.417 |
2.375 |
2.285 |
|
| R2 |
2.350 |
2.350 |
2.279 |
|
| R1 |
2.308 |
2.308 |
2.273 |
2.296 |
| PP |
2.283 |
2.283 |
2.283 |
2.276 |
| S1 |
2.241 |
2.241 |
2.261 |
2.229 |
| S2 |
2.216 |
2.216 |
2.255 |
|
| S3 |
2.149 |
2.174 |
2.249 |
|
| S4 |
2.082 |
2.107 |
2.230 |
|
|
| 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 |
2.391 |
2.214 |
0.177 |
7.8% |
0.085 |
3.7% |
30% |
False |
False |
45,751 |
| 10 |
2.570 |
2.214 |
0.356 |
15.7% |
0.083 |
3.6% |
15% |
False |
False |
36,530 |
| 20 |
2.607 |
2.214 |
0.393 |
17.3% |
0.083 |
3.6% |
13% |
False |
False |
32,367 |
| 40 |
3.040 |
2.214 |
0.826 |
36.4% |
0.093 |
4.1% |
6% |
False |
False |
29,714 |
| 60 |
3.253 |
2.214 |
1.039 |
45.8% |
0.113 |
5.0% |
5% |
False |
False |
27,547 |
| 80 |
3.606 |
2.214 |
1.392 |
61.4% |
0.106 |
4.7% |
4% |
False |
False |
22,038 |
| 100 |
3.859 |
2.214 |
1.645 |
72.6% |
0.102 |
4.5% |
3% |
False |
False |
18,502 |
| 120 |
4.157 |
2.214 |
1.943 |
85.7% |
0.100 |
4.4% |
3% |
False |
False |
15,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.609 |
|
2.618 |
2.499 |
|
1.618 |
2.432 |
|
1.000 |
2.391 |
|
0.618 |
2.365 |
|
HIGH |
2.324 |
|
0.618 |
2.298 |
|
0.500 |
2.291 |
|
0.382 |
2.283 |
|
LOW |
2.257 |
|
0.618 |
2.216 |
|
1.000 |
2.190 |
|
1.618 |
2.149 |
|
2.618 |
2.082 |
|
4.250 |
1.972 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.291 |
2.275 |
| PP |
2.283 |
2.272 |
| S1 |
2.275 |
2.270 |
|