NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.147 |
2.212 |
0.065 |
3.0% |
2.204 |
| High |
2.219 |
2.227 |
0.008 |
0.4% |
2.241 |
| Low |
2.121 |
2.173 |
0.052 |
2.5% |
2.096 |
| Close |
2.203 |
2.174 |
-0.029 |
-1.3% |
2.134 |
| Range |
0.098 |
0.054 |
-0.044 |
-44.9% |
0.145 |
| ATR |
0.074 |
0.072 |
-0.001 |
-1.9% |
0.000 |
| Volume |
51,381 |
77,556 |
26,175 |
50.9% |
258,545 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.353 |
2.318 |
2.204 |
|
| R3 |
2.299 |
2.264 |
2.189 |
|
| R2 |
2.245 |
2.245 |
2.184 |
|
| R1 |
2.210 |
2.210 |
2.179 |
2.201 |
| PP |
2.191 |
2.191 |
2.191 |
2.187 |
| S1 |
2.156 |
2.156 |
2.169 |
2.147 |
| S2 |
2.137 |
2.137 |
2.164 |
|
| S3 |
2.083 |
2.102 |
2.159 |
|
| S4 |
2.029 |
2.048 |
2.144 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.592 |
2.508 |
2.214 |
|
| R3 |
2.447 |
2.363 |
2.174 |
|
| R2 |
2.302 |
2.302 |
2.161 |
|
| R1 |
2.218 |
2.218 |
2.147 |
2.188 |
| PP |
2.157 |
2.157 |
2.157 |
2.142 |
| S1 |
2.073 |
2.073 |
2.121 |
2.043 |
| S2 |
2.012 |
2.012 |
2.107 |
|
| S3 |
1.867 |
1.928 |
2.094 |
|
| S4 |
1.722 |
1.783 |
2.054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.227 |
2.096 |
0.131 |
6.0% |
0.058 |
2.7% |
60% |
True |
False |
51,963 |
| 10 |
2.304 |
2.096 |
0.208 |
9.6% |
0.060 |
2.8% |
38% |
False |
False |
65,703 |
| 20 |
2.565 |
2.096 |
0.469 |
21.6% |
0.069 |
3.2% |
17% |
False |
False |
53,671 |
| 40 |
2.890 |
2.096 |
0.794 |
36.5% |
0.076 |
3.5% |
10% |
False |
False |
37,786 |
| 60 |
3.124 |
2.096 |
1.028 |
47.3% |
0.091 |
4.2% |
8% |
False |
False |
32,162 |
| 80 |
3.375 |
2.096 |
1.279 |
58.8% |
0.102 |
4.7% |
6% |
False |
False |
27,401 |
| 100 |
3.868 |
2.096 |
1.772 |
81.5% |
0.096 |
4.4% |
4% |
False |
False |
22,689 |
| 120 |
4.159 |
2.096 |
2.063 |
94.9% |
0.094 |
4.3% |
4% |
False |
False |
19,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.457 |
|
2.618 |
2.368 |
|
1.618 |
2.314 |
|
1.000 |
2.281 |
|
0.618 |
2.260 |
|
HIGH |
2.227 |
|
0.618 |
2.206 |
|
0.500 |
2.200 |
|
0.382 |
2.194 |
|
LOW |
2.173 |
|
0.618 |
2.140 |
|
1.000 |
2.119 |
|
1.618 |
2.086 |
|
2.618 |
2.032 |
|
4.250 |
1.944 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.200 |
2.170 |
| PP |
2.191 |
2.166 |
| S1 |
2.183 |
2.162 |
|