NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.288 |
2.240 |
-0.048 |
-2.1% |
2.389 |
| High |
2.304 |
2.304 |
0.000 |
0.0% |
2.473 |
| Low |
2.232 |
2.215 |
-0.017 |
-0.8% |
2.323 |
| Close |
2.247 |
2.218 |
-0.029 |
-1.3% |
2.326 |
| Range |
0.072 |
0.089 |
0.017 |
23.6% |
0.150 |
| ATR |
0.085 |
0.085 |
0.000 |
0.3% |
0.000 |
| Volume |
83,324 |
81,890 |
-1,434 |
-1.7% |
160,331 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.513 |
2.454 |
2.267 |
|
| R3 |
2.424 |
2.365 |
2.242 |
|
| R2 |
2.335 |
2.335 |
2.234 |
|
| R1 |
2.276 |
2.276 |
2.226 |
2.261 |
| PP |
2.246 |
2.246 |
2.246 |
2.238 |
| S1 |
2.187 |
2.187 |
2.210 |
2.172 |
| S2 |
2.157 |
2.157 |
2.202 |
|
| S3 |
2.068 |
2.098 |
2.194 |
|
| S4 |
1.979 |
2.009 |
2.169 |
|
|
| 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 |
2.414 |
2.215 |
0.199 |
9.0% |
0.082 |
3.7% |
2% |
False |
True |
66,099 |
| 10 |
2.510 |
2.215 |
0.295 |
13.3% |
0.082 |
3.7% |
1% |
False |
True |
52,182 |
| 20 |
2.705 |
2.215 |
0.490 |
22.1% |
0.078 |
3.5% |
1% |
False |
True |
37,554 |
| 40 |
3.104 |
2.215 |
0.889 |
40.1% |
0.089 |
4.0% |
0% |
False |
True |
29,114 |
| 60 |
3.128 |
2.215 |
0.913 |
41.2% |
0.106 |
4.8% |
0% |
False |
True |
26,411 |
| 80 |
3.496 |
2.215 |
1.281 |
57.8% |
0.103 |
4.6% |
0% |
False |
True |
21,546 |
| 100 |
3.901 |
2.215 |
1.686 |
76.0% |
0.099 |
4.5% |
0% |
False |
True |
17,966 |
| 120 |
4.162 |
2.215 |
1.947 |
87.8% |
0.096 |
4.3% |
0% |
False |
True |
15,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.682 |
|
2.618 |
2.537 |
|
1.618 |
2.448 |
|
1.000 |
2.393 |
|
0.618 |
2.359 |
|
HIGH |
2.304 |
|
0.618 |
2.270 |
|
0.500 |
2.260 |
|
0.382 |
2.249 |
|
LOW |
2.215 |
|
0.618 |
2.160 |
|
1.000 |
2.126 |
|
1.618 |
2.071 |
|
2.618 |
1.982 |
|
4.250 |
1.837 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.260 |
2.294 |
| PP |
2.246 |
2.269 |
| S1 |
2.232 |
2.243 |
|