NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 09-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.485 |
2.402 |
-0.083 |
-3.3% |
2.461 |
| High |
2.494 |
2.443 |
-0.051 |
-2.0% |
2.550 |
| Low |
2.404 |
2.375 |
-0.029 |
-1.2% |
2.404 |
| Close |
2.406 |
2.435 |
0.029 |
1.2% |
2.406 |
| Range |
0.090 |
0.068 |
-0.022 |
-24.4% |
0.146 |
| ATR |
0.086 |
0.084 |
-0.001 |
-1.5% |
0.000 |
| Volume |
20,323 |
23,105 |
2,782 |
13.7% |
90,275 |
|
| Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.622 |
2.596 |
2.472 |
|
| R3 |
2.554 |
2.528 |
2.454 |
|
| R2 |
2.486 |
2.486 |
2.447 |
|
| R1 |
2.460 |
2.460 |
2.441 |
2.473 |
| PP |
2.418 |
2.418 |
2.418 |
2.424 |
| S1 |
2.392 |
2.392 |
2.429 |
2.405 |
| S2 |
2.350 |
2.350 |
2.423 |
|
| S3 |
2.282 |
2.324 |
2.416 |
|
| S4 |
2.214 |
2.256 |
2.398 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.891 |
2.795 |
2.486 |
|
| R3 |
2.745 |
2.649 |
2.446 |
|
| R2 |
2.599 |
2.599 |
2.433 |
|
| R1 |
2.503 |
2.503 |
2.419 |
2.478 |
| PP |
2.453 |
2.453 |
2.453 |
2.441 |
| S1 |
2.357 |
2.357 |
2.393 |
2.332 |
| S2 |
2.307 |
2.307 |
2.379 |
|
| S3 |
2.161 |
2.211 |
2.366 |
|
| S4 |
2.015 |
2.065 |
2.326 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.550 |
2.375 |
0.175 |
7.2% |
0.075 |
3.1% |
34% |
False |
True |
22,676 |
| 10 |
2.690 |
2.375 |
0.315 |
12.9% |
0.076 |
3.1% |
19% |
False |
True |
16,999 |
| 20 |
2.759 |
2.375 |
0.384 |
15.8% |
0.078 |
3.2% |
16% |
False |
True |
14,565 |
| 40 |
3.137 |
2.375 |
0.762 |
31.3% |
0.085 |
3.5% |
8% |
False |
True |
12,709 |
| 60 |
3.148 |
2.375 |
0.773 |
31.7% |
0.105 |
4.3% |
8% |
False |
True |
12,638 |
| 80 |
3.560 |
2.375 |
1.185 |
48.7% |
0.099 |
4.0% |
5% |
False |
True |
10,195 |
| 100 |
3.927 |
2.375 |
1.552 |
63.7% |
0.095 |
3.9% |
4% |
False |
True |
8,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.732 |
|
2.618 |
2.621 |
|
1.618 |
2.553 |
|
1.000 |
2.511 |
|
0.618 |
2.485 |
|
HIGH |
2.443 |
|
0.618 |
2.417 |
|
0.500 |
2.409 |
|
0.382 |
2.401 |
|
LOW |
2.375 |
|
0.618 |
2.333 |
|
1.000 |
2.307 |
|
1.618 |
2.265 |
|
2.618 |
2.197 |
|
4.250 |
2.086 |
|
|
| Fisher Pivots for day following 09-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.426 |
2.454 |
| PP |
2.418 |
2.448 |
| S1 |
2.409 |
2.441 |
|