NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.306 |
2.240 |
-0.066 |
-2.9% |
2.147 |
| High |
2.408 |
2.310 |
-0.098 |
-4.1% |
2.408 |
| Low |
2.239 |
2.224 |
-0.015 |
-0.7% |
2.121 |
| Close |
2.242 |
2.299 |
0.057 |
2.5% |
2.299 |
| Range |
0.169 |
0.086 |
-0.083 |
-49.1% |
0.287 |
| ATR |
0.084 |
0.084 |
0.000 |
0.2% |
0.000 |
| Volume |
58,368 |
77,168 |
18,800 |
32.2% |
305,692 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.536 |
2.503 |
2.346 |
|
| R3 |
2.450 |
2.417 |
2.323 |
|
| R2 |
2.364 |
2.364 |
2.315 |
|
| R1 |
2.331 |
2.331 |
2.307 |
2.348 |
| PP |
2.278 |
2.278 |
2.278 |
2.286 |
| S1 |
2.245 |
2.245 |
2.291 |
2.262 |
| S2 |
2.192 |
2.192 |
2.283 |
|
| S3 |
2.106 |
2.159 |
2.275 |
|
| S4 |
2.020 |
2.073 |
2.252 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.137 |
3.005 |
2.457 |
|
| R3 |
2.850 |
2.718 |
2.378 |
|
| R2 |
2.563 |
2.563 |
2.352 |
|
| R1 |
2.431 |
2.431 |
2.325 |
2.497 |
| PP |
2.276 |
2.276 |
2.276 |
2.309 |
| S1 |
2.144 |
2.144 |
2.273 |
2.210 |
| S2 |
1.989 |
1.989 |
2.246 |
|
| S3 |
1.702 |
1.857 |
2.220 |
|
| S4 |
1.415 |
1.570 |
2.141 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.408 |
2.121 |
0.287 |
12.5% |
0.109 |
4.7% |
62% |
False |
False |
61,138 |
| 10 |
2.408 |
2.096 |
0.312 |
13.6% |
0.080 |
3.5% |
65% |
False |
False |
56,423 |
| 20 |
2.473 |
2.096 |
0.377 |
16.4% |
0.076 |
3.3% |
54% |
False |
False |
58,016 |
| 40 |
2.788 |
2.096 |
0.692 |
30.1% |
0.077 |
3.4% |
29% |
False |
False |
41,075 |
| 60 |
3.104 |
2.096 |
1.008 |
43.8% |
0.091 |
3.9% |
20% |
False |
False |
34,262 |
| 80 |
3.368 |
2.096 |
1.272 |
55.3% |
0.103 |
4.5% |
16% |
False |
False |
29,479 |
| 100 |
3.790 |
2.096 |
1.694 |
73.7% |
0.098 |
4.3% |
12% |
False |
False |
24,330 |
| 120 |
4.042 |
2.096 |
1.946 |
84.6% |
0.095 |
4.1% |
10% |
False |
False |
20,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.676 |
|
2.618 |
2.535 |
|
1.618 |
2.449 |
|
1.000 |
2.396 |
|
0.618 |
2.363 |
|
HIGH |
2.310 |
|
0.618 |
2.277 |
|
0.500 |
2.267 |
|
0.382 |
2.257 |
|
LOW |
2.224 |
|
0.618 |
2.171 |
|
1.000 |
2.138 |
|
1.618 |
2.085 |
|
2.618 |
1.999 |
|
4.250 |
1.859 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.288 |
2.295 |
| PP |
2.278 |
2.291 |
| S1 |
2.267 |
2.287 |
|