NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.240 |
2.217 |
-0.023 |
-1.0% |
2.328 |
| High |
2.304 |
2.223 |
-0.081 |
-3.5% |
2.373 |
| Low |
2.215 |
2.187 |
-0.028 |
-1.3% |
2.187 |
| Close |
2.218 |
2.202 |
-0.016 |
-0.7% |
2.202 |
| Range |
0.089 |
0.036 |
-0.053 |
-59.6% |
0.186 |
| ATR |
0.085 |
0.082 |
-0.004 |
-4.1% |
0.000 |
| Volume |
81,890 |
104,338 |
22,448 |
27.4% |
402,901 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.312 |
2.293 |
2.222 |
|
| R3 |
2.276 |
2.257 |
2.212 |
|
| R2 |
2.240 |
2.240 |
2.209 |
|
| R1 |
2.221 |
2.221 |
2.205 |
2.213 |
| PP |
2.204 |
2.204 |
2.204 |
2.200 |
| S1 |
2.185 |
2.185 |
2.199 |
2.177 |
| S2 |
2.168 |
2.168 |
2.195 |
|
| S3 |
2.132 |
2.149 |
2.192 |
|
| S4 |
2.096 |
2.113 |
2.182 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.812 |
2.693 |
2.304 |
|
| R3 |
2.626 |
2.507 |
2.253 |
|
| R2 |
2.440 |
2.440 |
2.236 |
|
| R1 |
2.321 |
2.321 |
2.219 |
2.288 |
| PP |
2.254 |
2.254 |
2.254 |
2.237 |
| S1 |
2.135 |
2.135 |
2.185 |
2.102 |
| S2 |
2.068 |
2.068 |
2.168 |
|
| S3 |
1.882 |
1.949 |
2.151 |
|
| S4 |
1.696 |
1.763 |
2.100 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.373 |
2.187 |
0.186 |
8.4% |
0.071 |
3.2% |
8% |
False |
True |
80,580 |
| 10 |
2.473 |
2.187 |
0.286 |
13.0% |
0.072 |
3.3% |
5% |
False |
True |
59,608 |
| 20 |
2.705 |
2.187 |
0.518 |
23.5% |
0.075 |
3.4% |
3% |
False |
True |
41,255 |
| 40 |
3.104 |
2.187 |
0.917 |
41.6% |
0.087 |
3.9% |
2% |
False |
True |
31,029 |
| 60 |
3.128 |
2.187 |
0.941 |
42.7% |
0.105 |
4.8% |
2% |
False |
True |
27,873 |
| 80 |
3.496 |
2.187 |
1.309 |
59.4% |
0.103 |
4.7% |
1% |
False |
True |
22,807 |
| 100 |
3.901 |
2.187 |
1.714 |
77.8% |
0.099 |
4.5% |
1% |
False |
True |
18,980 |
| 120 |
4.162 |
2.187 |
1.975 |
89.7% |
0.096 |
4.4% |
1% |
False |
True |
16,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.376 |
|
2.618 |
2.317 |
|
1.618 |
2.281 |
|
1.000 |
2.259 |
|
0.618 |
2.245 |
|
HIGH |
2.223 |
|
0.618 |
2.209 |
|
0.500 |
2.205 |
|
0.382 |
2.201 |
|
LOW |
2.187 |
|
0.618 |
2.165 |
|
1.000 |
2.151 |
|
1.618 |
2.129 |
|
2.618 |
2.093 |
|
4.250 |
2.034 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.205 |
2.246 |
| PP |
2.204 |
2.231 |
| S1 |
2.203 |
2.217 |
|