NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.212 |
2.181 |
-0.031 |
-1.4% |
2.204 |
| High |
2.227 |
2.304 |
0.077 |
3.5% |
2.241 |
| Low |
2.173 |
2.166 |
-0.007 |
-0.3% |
2.096 |
| Close |
2.174 |
2.286 |
0.112 |
5.2% |
2.134 |
| Range |
0.054 |
0.138 |
0.084 |
155.6% |
0.145 |
| ATR |
0.072 |
0.077 |
0.005 |
6.5% |
0.000 |
| Volume |
77,556 |
41,219 |
-36,337 |
-46.9% |
258,545 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.666 |
2.614 |
2.362 |
|
| R3 |
2.528 |
2.476 |
2.324 |
|
| R2 |
2.390 |
2.390 |
2.311 |
|
| R1 |
2.338 |
2.338 |
2.299 |
2.364 |
| PP |
2.252 |
2.252 |
2.252 |
2.265 |
| S1 |
2.200 |
2.200 |
2.273 |
2.226 |
| S2 |
2.114 |
2.114 |
2.261 |
|
| S3 |
1.976 |
2.062 |
2.248 |
|
| S4 |
1.838 |
1.924 |
2.210 |
|
|
| 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 |
2.304 |
2.096 |
0.208 |
9.1% |
0.079 |
3.4% |
91% |
True |
False |
51,381 |
| 10 |
2.304 |
2.096 |
0.208 |
9.1% |
0.067 |
2.9% |
91% |
True |
False |
61,492 |
| 20 |
2.543 |
2.096 |
0.447 |
19.6% |
0.073 |
3.2% |
43% |
False |
False |
54,766 |
| 40 |
2.858 |
2.096 |
0.762 |
33.3% |
0.076 |
3.3% |
25% |
False |
False |
38,466 |
| 60 |
3.104 |
2.096 |
1.008 |
44.1% |
0.091 |
4.0% |
19% |
False |
False |
32,567 |
| 80 |
3.368 |
2.096 |
1.272 |
55.6% |
0.102 |
4.5% |
15% |
False |
False |
27,875 |
| 100 |
3.868 |
2.096 |
1.772 |
77.5% |
0.097 |
4.2% |
11% |
False |
False |
23,059 |
| 120 |
4.060 |
2.096 |
1.964 |
85.9% |
0.094 |
4.1% |
10% |
False |
False |
19,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.891 |
|
2.618 |
2.665 |
|
1.618 |
2.527 |
|
1.000 |
2.442 |
|
0.618 |
2.389 |
|
HIGH |
2.304 |
|
0.618 |
2.251 |
|
0.500 |
2.235 |
|
0.382 |
2.219 |
|
LOW |
2.166 |
|
0.618 |
2.081 |
|
1.000 |
2.028 |
|
1.618 |
1.943 |
|
2.618 |
1.805 |
|
4.250 |
1.580 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.269 |
2.262 |
| PP |
2.252 |
2.237 |
| S1 |
2.235 |
2.213 |
|