NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.432 |
2.406 |
-0.026 |
-1.1% |
2.606 |
| High |
2.456 |
2.414 |
-0.042 |
-1.7% |
2.629 |
| Low |
2.394 |
2.323 |
-0.071 |
-3.0% |
2.356 |
| Close |
2.406 |
2.326 |
-0.080 |
-3.3% |
2.389 |
| Range |
0.062 |
0.091 |
0.029 |
46.8% |
0.273 |
| ATR |
0.087 |
0.087 |
0.000 |
0.3% |
0.000 |
| Volume |
43,232 |
31,932 |
-11,300 |
-26.1% |
136,531 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.627 |
2.568 |
2.376 |
|
| R3 |
2.536 |
2.477 |
2.351 |
|
| R2 |
2.445 |
2.445 |
2.343 |
|
| R1 |
2.386 |
2.386 |
2.334 |
2.370 |
| PP |
2.354 |
2.354 |
2.354 |
2.347 |
| S1 |
2.295 |
2.295 |
2.318 |
2.279 |
| S2 |
2.263 |
2.263 |
2.309 |
|
| S3 |
2.172 |
2.204 |
2.301 |
|
| S4 |
2.081 |
2.113 |
2.276 |
|
|
| 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 |
2.473 |
2.323 |
0.150 |
6.4% |
0.074 |
3.2% |
2% |
False |
True |
38,636 |
| 10 |
2.629 |
2.323 |
0.306 |
13.2% |
0.077 |
3.3% |
1% |
False |
True |
32,216 |
| 20 |
2.705 |
2.323 |
0.382 |
16.4% |
0.079 |
3.4% |
1% |
False |
True |
27,695 |
| 40 |
3.104 |
2.323 |
0.781 |
33.6% |
0.090 |
3.9% |
0% |
False |
True |
24,046 |
| 60 |
3.207 |
2.323 |
0.884 |
38.0% |
0.109 |
4.7% |
0% |
False |
True |
22,632 |
| 80 |
3.537 |
2.323 |
1.214 |
52.2% |
0.102 |
4.4% |
0% |
False |
True |
18,031 |
| 100 |
3.901 |
2.323 |
1.578 |
67.8% |
0.099 |
4.2% |
0% |
False |
True |
15,071 |
| 120 |
4.201 |
2.323 |
1.878 |
80.7% |
0.097 |
4.2% |
0% |
False |
True |
12,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.801 |
|
2.618 |
2.652 |
|
1.618 |
2.561 |
|
1.000 |
2.505 |
|
0.618 |
2.470 |
|
HIGH |
2.414 |
|
0.618 |
2.379 |
|
0.500 |
2.369 |
|
0.382 |
2.358 |
|
LOW |
2.323 |
|
0.618 |
2.267 |
|
1.000 |
2.232 |
|
1.618 |
2.176 |
|
2.618 |
2.085 |
|
4.250 |
1.936 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.369 |
2.398 |
| PP |
2.354 |
2.374 |
| S1 |
2.340 |
2.350 |
|