NYMEX Natural Gas Future July 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 |
2.432 |
2.432 |
0.000 |
0.0% |
2.606 |
| High |
2.473 |
2.456 |
-0.017 |
-0.7% |
2.629 |
| Low |
2.400 |
2.394 |
-0.006 |
-0.3% |
2.356 |
| Close |
2.457 |
2.406 |
-0.051 |
-2.1% |
2.389 |
| Range |
0.073 |
0.062 |
-0.011 |
-15.1% |
0.273 |
| ATR |
0.089 |
0.087 |
-0.002 |
-2.1% |
0.000 |
| Volume |
42,324 |
43,232 |
908 |
2.1% |
136,531 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.605 |
2.567 |
2.440 |
|
| R3 |
2.543 |
2.505 |
2.423 |
|
| R2 |
2.481 |
2.481 |
2.417 |
|
| R1 |
2.443 |
2.443 |
2.412 |
2.431 |
| PP |
2.419 |
2.419 |
2.419 |
2.413 |
| S1 |
2.381 |
2.381 |
2.400 |
2.369 |
| S2 |
2.357 |
2.357 |
2.395 |
|
| S3 |
2.295 |
2.319 |
2.389 |
|
| S4 |
2.233 |
2.257 |
2.372 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.277 |
3.106 |
2.539 |
|
| R3 |
3.004 |
2.833 |
2.464 |
|
| R2 |
2.731 |
2.731 |
2.439 |
|
| R1 |
2.560 |
2.560 |
2.414 |
2.509 |
| PP |
2.458 |
2.458 |
2.458 |
2.433 |
| S1 |
2.287 |
2.287 |
2.364 |
2.236 |
| S2 |
2.185 |
2.185 |
2.339 |
|
| S3 |
1.912 |
2.014 |
2.314 |
|
| S4 |
1.639 |
1.741 |
2.239 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.510 |
2.354 |
0.156 |
6.5% |
0.083 |
3.4% |
33% |
False |
False |
38,265 |
| 10 |
2.664 |
2.354 |
0.310 |
12.9% |
0.079 |
3.3% |
17% |
False |
False |
30,772 |
| 20 |
2.705 |
2.354 |
0.351 |
14.6% |
0.079 |
3.3% |
15% |
False |
False |
27,539 |
| 40 |
3.104 |
2.354 |
0.750 |
31.2% |
0.090 |
3.7% |
7% |
False |
False |
24,046 |
| 60 |
3.311 |
2.354 |
0.957 |
39.8% |
0.110 |
4.6% |
5% |
False |
False |
22,264 |
| 80 |
3.651 |
2.354 |
1.297 |
53.9% |
0.102 |
4.2% |
4% |
False |
False |
17,708 |
| 100 |
3.902 |
2.354 |
1.548 |
64.3% |
0.098 |
4.1% |
3% |
False |
False |
14,820 |
| 120 |
4.201 |
2.354 |
1.847 |
76.8% |
0.097 |
4.0% |
3% |
False |
False |
12,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.720 |
|
2.618 |
2.618 |
|
1.618 |
2.556 |
|
1.000 |
2.518 |
|
0.618 |
2.494 |
|
HIGH |
2.456 |
|
0.618 |
2.432 |
|
0.500 |
2.425 |
|
0.382 |
2.418 |
|
LOW |
2.394 |
|
0.618 |
2.356 |
|
1.000 |
2.332 |
|
1.618 |
2.294 |
|
2.618 |
2.232 |
|
4.250 |
2.131 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.425 |
2.414 |
| PP |
2.419 |
2.411 |
| S1 |
2.412 |
2.409 |
|