NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 09-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.406 |
2.328 |
-0.078 |
-3.2% |
2.389 |
| High |
2.414 |
2.364 |
-0.050 |
-2.1% |
2.473 |
| Low |
2.323 |
2.295 |
-0.028 |
-1.2% |
2.323 |
| Close |
2.326 |
2.355 |
0.029 |
1.2% |
2.326 |
| Range |
0.091 |
0.069 |
-0.022 |
-24.2% |
0.150 |
| ATR |
0.087 |
0.086 |
-0.001 |
-1.5% |
0.000 |
| Volume |
31,932 |
52,025 |
20,093 |
62.9% |
160,331 |
|
| Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.545 |
2.519 |
2.393 |
|
| R3 |
2.476 |
2.450 |
2.374 |
|
| R2 |
2.407 |
2.407 |
2.368 |
|
| R1 |
2.381 |
2.381 |
2.361 |
2.394 |
| PP |
2.338 |
2.338 |
2.338 |
2.345 |
| S1 |
2.312 |
2.312 |
2.349 |
2.325 |
| S2 |
2.269 |
2.269 |
2.342 |
|
| S3 |
2.200 |
2.243 |
2.336 |
|
| S4 |
2.131 |
2.174 |
2.317 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.824 |
2.725 |
2.409 |
|
| R3 |
2.674 |
2.575 |
2.367 |
|
| R2 |
2.524 |
2.524 |
2.354 |
|
| R1 |
2.425 |
2.425 |
2.340 |
2.400 |
| PP |
2.374 |
2.374 |
2.374 |
2.361 |
| S1 |
2.275 |
2.275 |
2.312 |
2.250 |
| S2 |
2.224 |
2.224 |
2.299 |
|
| S3 |
2.074 |
2.125 |
2.285 |
|
| S4 |
1.924 |
1.975 |
2.244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.473 |
2.295 |
0.178 |
7.6% |
0.076 |
3.2% |
34% |
False |
True |
42,471 |
| 10 |
2.629 |
2.295 |
0.334 |
14.2% |
0.078 |
3.3% |
18% |
False |
True |
34,888 |
| 20 |
2.705 |
2.295 |
0.410 |
17.4% |
0.080 |
3.4% |
15% |
False |
True |
28,798 |
| 40 |
3.104 |
2.295 |
0.809 |
34.4% |
0.087 |
3.7% |
7% |
False |
True |
24,613 |
| 60 |
3.128 |
2.295 |
0.833 |
35.4% |
0.107 |
4.5% |
7% |
False |
True |
23,214 |
| 80 |
3.537 |
2.295 |
1.242 |
52.7% |
0.102 |
4.3% |
5% |
False |
True |
18,612 |
| 100 |
3.901 |
2.295 |
1.606 |
68.2% |
0.099 |
4.2% |
4% |
False |
True |
15,569 |
| 120 |
4.201 |
2.295 |
1.906 |
80.9% |
0.097 |
4.1% |
3% |
False |
True |
13,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.657 |
|
2.618 |
2.545 |
|
1.618 |
2.476 |
|
1.000 |
2.433 |
|
0.618 |
2.407 |
|
HIGH |
2.364 |
|
0.618 |
2.338 |
|
0.500 |
2.330 |
|
0.382 |
2.321 |
|
LOW |
2.295 |
|
0.618 |
2.252 |
|
1.000 |
2.226 |
|
1.618 |
2.183 |
|
2.618 |
2.114 |
|
4.250 |
2.002 |
|
|
| Fisher Pivots for day following 09-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.347 |
2.376 |
| PP |
2.338 |
2.369 |
| S1 |
2.330 |
2.362 |
|