NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.510 |
2.485 |
-0.025 |
-1.0% |
2.674 |
| High |
2.533 |
2.494 |
-0.039 |
-1.5% |
2.690 |
| Low |
2.473 |
2.404 |
-0.069 |
-2.8% |
2.424 |
| Close |
2.485 |
2.406 |
-0.079 |
-3.2% |
2.461 |
| Range |
0.060 |
0.090 |
0.030 |
50.0% |
0.266 |
| ATR |
0.085 |
0.086 |
0.000 |
0.4% |
0.000 |
| Volume |
25,154 |
20,323 |
-4,831 |
-19.2% |
56,611 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.705 |
2.645 |
2.456 |
|
| R3 |
2.615 |
2.555 |
2.431 |
|
| R2 |
2.525 |
2.525 |
2.423 |
|
| R1 |
2.465 |
2.465 |
2.414 |
2.450 |
| PP |
2.435 |
2.435 |
2.435 |
2.427 |
| S1 |
2.375 |
2.375 |
2.398 |
2.360 |
| S2 |
2.345 |
2.345 |
2.390 |
|
| S3 |
2.255 |
2.285 |
2.381 |
|
| S4 |
2.165 |
2.195 |
2.357 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.323 |
3.158 |
2.607 |
|
| R3 |
3.057 |
2.892 |
2.534 |
|
| R2 |
2.791 |
2.791 |
2.510 |
|
| R1 |
2.626 |
2.626 |
2.485 |
2.576 |
| PP |
2.525 |
2.525 |
2.525 |
2.500 |
| S1 |
2.360 |
2.360 |
2.437 |
2.310 |
| S2 |
2.259 |
2.259 |
2.412 |
|
| S3 |
1.993 |
2.094 |
2.388 |
|
| S4 |
1.727 |
1.828 |
2.315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.550 |
2.404 |
0.146 |
6.1% |
0.073 |
3.0% |
1% |
False |
True |
21,206 |
| 10 |
2.690 |
2.404 |
0.286 |
11.9% |
0.074 |
3.1% |
1% |
False |
True |
15,965 |
| 20 |
2.759 |
2.404 |
0.355 |
14.8% |
0.078 |
3.2% |
1% |
False |
True |
14,085 |
| 40 |
3.137 |
2.404 |
0.733 |
30.5% |
0.087 |
3.6% |
0% |
False |
True |
12,612 |
| 60 |
3.232 |
2.404 |
0.828 |
34.4% |
0.107 |
4.4% |
0% |
False |
True |
12,390 |
| 80 |
3.560 |
2.404 |
1.156 |
48.0% |
0.098 |
4.1% |
0% |
False |
True |
9,941 |
| 100 |
3.927 |
2.404 |
1.523 |
63.3% |
0.095 |
3.9% |
0% |
False |
True |
8,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.877 |
|
2.618 |
2.730 |
|
1.618 |
2.640 |
|
1.000 |
2.584 |
|
0.618 |
2.550 |
|
HIGH |
2.494 |
|
0.618 |
2.460 |
|
0.500 |
2.449 |
|
0.382 |
2.438 |
|
LOW |
2.404 |
|
0.618 |
2.348 |
|
1.000 |
2.314 |
|
1.618 |
2.258 |
|
2.618 |
2.168 |
|
4.250 |
2.022 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.449 |
2.477 |
| PP |
2.435 |
2.453 |
| S1 |
2.420 |
2.430 |
|