NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.071 |
2.185 |
0.114 |
5.5% |
2.084 |
| High |
2.191 |
2.295 |
0.104 |
4.7% |
2.128 |
| Low |
2.061 |
2.122 |
0.061 |
3.0% |
1.982 |
| Close |
2.180 |
2.126 |
-0.054 |
-2.5% |
2.015 |
| Range |
0.130 |
0.173 |
0.043 |
33.1% |
0.146 |
| ATR |
0.079 |
0.086 |
0.007 |
8.5% |
0.000 |
| Volume |
119,123 |
216,459 |
97,336 |
81.7% |
311,100 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.700 |
2.586 |
2.221 |
|
| R3 |
2.527 |
2.413 |
2.174 |
|
| R2 |
2.354 |
2.354 |
2.158 |
|
| R1 |
2.240 |
2.240 |
2.142 |
2.211 |
| PP |
2.181 |
2.181 |
2.181 |
2.166 |
| S1 |
2.067 |
2.067 |
2.110 |
2.038 |
| S2 |
2.008 |
2.008 |
2.094 |
|
| S3 |
1.835 |
1.894 |
2.078 |
|
| S4 |
1.662 |
1.721 |
2.031 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.480 |
2.393 |
2.095 |
|
| R3 |
2.334 |
2.247 |
2.055 |
|
| R2 |
2.188 |
2.188 |
2.042 |
|
| R1 |
2.101 |
2.101 |
2.028 |
2.072 |
| PP |
2.042 |
2.042 |
2.042 |
2.027 |
| S1 |
1.955 |
1.955 |
2.002 |
1.926 |
| S2 |
1.896 |
1.896 |
1.988 |
|
| S3 |
1.750 |
1.809 |
1.975 |
|
| S4 |
1.604 |
1.663 |
1.935 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.295 |
1.982 |
0.313 |
14.7% |
0.101 |
4.8% |
46% |
True |
False |
117,303 |
| 10 |
2.295 |
1.982 |
0.313 |
14.7% |
0.077 |
3.6% |
46% |
True |
False |
96,446 |
| 20 |
2.391 |
1.982 |
0.409 |
19.2% |
0.080 |
3.8% |
35% |
False |
False |
73,967 |
| 40 |
2.770 |
1.982 |
0.788 |
37.1% |
0.080 |
3.8% |
18% |
False |
False |
51,095 |
| 60 |
3.040 |
1.982 |
1.058 |
49.8% |
0.094 |
4.4% |
14% |
False |
False |
42,872 |
| 80 |
3.310 |
1.982 |
1.328 |
62.5% |
0.106 |
5.0% |
11% |
False |
False |
36,770 |
| 100 |
3.786 |
1.982 |
1.804 |
84.9% |
0.100 |
4.7% |
8% |
False |
False |
30,397 |
| 120 |
4.021 |
1.982 |
2.039 |
95.9% |
0.098 |
4.6% |
7% |
False |
False |
25,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.030 |
|
2.618 |
2.748 |
|
1.618 |
2.575 |
|
1.000 |
2.468 |
|
0.618 |
2.402 |
|
HIGH |
2.295 |
|
0.618 |
2.229 |
|
0.500 |
2.209 |
|
0.382 |
2.188 |
|
LOW |
2.122 |
|
0.618 |
2.015 |
|
1.000 |
1.949 |
|
1.618 |
1.842 |
|
2.618 |
1.669 |
|
4.250 |
1.387 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.209 |
2.178 |
| PP |
2.181 |
2.161 |
| S1 |
2.154 |
2.143 |
|