NYMEX Natural Gas Future August 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 |
2.213 |
2.283 |
0.070 |
3.2% |
2.288 |
| High |
2.287 |
2.296 |
0.009 |
0.4% |
2.319 |
| Low |
2.195 |
2.246 |
0.051 |
2.3% |
2.175 |
| Close |
2.270 |
2.247 |
-0.023 |
-1.0% |
2.211 |
| Range |
0.092 |
0.050 |
-0.042 |
-45.7% |
0.144 |
| ATR |
0.071 |
0.069 |
-0.001 |
-2.1% |
0.000 |
| Volume |
20,032 |
37,993 |
17,961 |
89.7% |
115,243 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.413 |
2.380 |
2.275 |
|
| R3 |
2.363 |
2.330 |
2.261 |
|
| R2 |
2.313 |
2.313 |
2.256 |
|
| R1 |
2.280 |
2.280 |
2.252 |
2.272 |
| PP |
2.263 |
2.263 |
2.263 |
2.259 |
| S1 |
2.230 |
2.230 |
2.242 |
2.222 |
| S2 |
2.213 |
2.213 |
2.238 |
|
| S3 |
2.163 |
2.180 |
2.233 |
|
| S4 |
2.113 |
2.130 |
2.220 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.667 |
2.583 |
2.290 |
|
| R3 |
2.523 |
2.439 |
2.251 |
|
| R2 |
2.379 |
2.379 |
2.237 |
|
| R1 |
2.295 |
2.295 |
2.224 |
2.265 |
| PP |
2.235 |
2.235 |
2.235 |
2.220 |
| S1 |
2.151 |
2.151 |
2.198 |
2.121 |
| S2 |
2.091 |
2.091 |
2.185 |
|
| S3 |
1.947 |
2.007 |
2.171 |
|
| S4 |
1.803 |
1.863 |
2.132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.296 |
2.175 |
0.121 |
5.4% |
0.055 |
2.5% |
60% |
True |
False |
25,739 |
| 10 |
2.388 |
2.175 |
0.213 |
9.5% |
0.056 |
2.5% |
34% |
False |
False |
25,750 |
| 20 |
2.626 |
2.175 |
0.451 |
20.1% |
0.066 |
2.9% |
16% |
False |
False |
22,387 |
| 40 |
2.921 |
2.175 |
0.746 |
33.2% |
0.072 |
3.2% |
10% |
False |
False |
16,763 |
| 60 |
3.148 |
2.175 |
0.973 |
43.3% |
0.089 |
3.9% |
7% |
False |
False |
15,607 |
| 80 |
3.393 |
2.175 |
1.218 |
54.2% |
0.098 |
4.3% |
6% |
False |
False |
13,478 |
| 100 |
3.893 |
2.175 |
1.718 |
76.5% |
0.092 |
4.1% |
4% |
False |
False |
11,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.509 |
|
2.618 |
2.427 |
|
1.618 |
2.377 |
|
1.000 |
2.346 |
|
0.618 |
2.327 |
|
HIGH |
2.296 |
|
0.618 |
2.277 |
|
0.500 |
2.271 |
|
0.382 |
2.265 |
|
LOW |
2.246 |
|
0.618 |
2.215 |
|
1.000 |
2.196 |
|
1.618 |
2.165 |
|
2.618 |
2.115 |
|
4.250 |
2.034 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.271 |
2.243 |
| PP |
2.263 |
2.239 |
| S1 |
2.255 |
2.236 |
|