NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.168 |
2.159 |
-0.009 |
-0.4% |
2.328 |
| High |
2.189 |
2.170 |
-0.019 |
-0.9% |
2.373 |
| Low |
2.152 |
2.107 |
-0.045 |
-2.1% |
2.187 |
| Close |
2.159 |
2.113 |
-0.046 |
-2.1% |
2.202 |
| Range |
0.037 |
0.063 |
0.026 |
70.3% |
0.186 |
| ATR |
0.075 |
0.074 |
-0.001 |
-1.2% |
0.000 |
| Volume |
44,125 |
39,998 |
-4,127 |
-9.4% |
402,901 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.319 |
2.279 |
2.148 |
|
| R3 |
2.256 |
2.216 |
2.130 |
|
| R2 |
2.193 |
2.193 |
2.125 |
|
| R1 |
2.153 |
2.153 |
2.119 |
2.142 |
| PP |
2.130 |
2.130 |
2.130 |
2.124 |
| S1 |
2.090 |
2.090 |
2.107 |
2.079 |
| S2 |
2.067 |
2.067 |
2.101 |
|
| S3 |
2.004 |
2.027 |
2.096 |
|
| S4 |
1.941 |
1.964 |
2.078 |
|
|
| 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 |
2.241 |
2.107 |
0.134 |
6.3% |
0.049 |
2.3% |
4% |
False |
True |
63,225 |
| 10 |
2.414 |
2.107 |
0.307 |
14.5% |
0.066 |
3.1% |
2% |
False |
True |
64,662 |
| 20 |
2.664 |
2.107 |
0.557 |
26.4% |
0.072 |
3.4% |
1% |
False |
True |
47,717 |
| 40 |
3.097 |
2.107 |
0.990 |
46.9% |
0.080 |
3.8% |
1% |
False |
True |
34,283 |
| 60 |
3.128 |
2.107 |
1.021 |
48.3% |
0.096 |
4.6% |
1% |
False |
True |
30,213 |
| 80 |
3.460 |
2.107 |
1.353 |
64.0% |
0.101 |
4.8% |
0% |
False |
True |
25,293 |
| 100 |
3.901 |
2.107 |
1.794 |
84.9% |
0.097 |
4.6% |
0% |
False |
True |
20,984 |
| 120 |
4.162 |
2.107 |
2.055 |
97.3% |
0.095 |
4.5% |
0% |
False |
True |
17,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.438 |
|
2.618 |
2.335 |
|
1.618 |
2.272 |
|
1.000 |
2.233 |
|
0.618 |
2.209 |
|
HIGH |
2.170 |
|
0.618 |
2.146 |
|
0.500 |
2.139 |
|
0.382 |
2.131 |
|
LOW |
2.107 |
|
0.618 |
2.068 |
|
1.000 |
2.044 |
|
1.618 |
2.005 |
|
2.618 |
1.942 |
|
4.250 |
1.839 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.139 |
2.165 |
| PP |
2.130 |
2.147 |
| S1 |
2.122 |
2.130 |
|