NYMEX Natural Gas Future August 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 |
2.283 |
2.253 |
-0.030 |
-1.3% |
2.288 |
| High |
2.296 |
2.372 |
0.076 |
3.3% |
2.319 |
| Low |
2.246 |
2.242 |
-0.004 |
-0.2% |
2.175 |
| Close |
2.247 |
2.356 |
0.109 |
4.9% |
2.211 |
| Range |
0.050 |
0.130 |
0.080 |
160.0% |
0.144 |
| ATR |
0.069 |
0.074 |
0.004 |
6.2% |
0.000 |
| Volume |
37,993 |
21,592 |
-16,401 |
-43.2% |
115,243 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.713 |
2.665 |
2.428 |
|
| R3 |
2.583 |
2.535 |
2.392 |
|
| R2 |
2.453 |
2.453 |
2.380 |
|
| R1 |
2.405 |
2.405 |
2.368 |
2.429 |
| PP |
2.323 |
2.323 |
2.323 |
2.336 |
| S1 |
2.275 |
2.275 |
2.344 |
2.299 |
| S2 |
2.193 |
2.193 |
2.332 |
|
| S3 |
2.063 |
2.145 |
2.320 |
|
| S4 |
1.933 |
2.015 |
2.285 |
|
|
| 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 |
2.372 |
2.175 |
0.197 |
8.4% |
0.074 |
3.1% |
92% |
True |
False |
25,447 |
| 10 |
2.385 |
2.175 |
0.210 |
8.9% |
0.062 |
2.6% |
86% |
False |
False |
25,106 |
| 20 |
2.610 |
2.175 |
0.435 |
18.5% |
0.070 |
2.9% |
42% |
False |
False |
22,977 |
| 40 |
2.890 |
2.175 |
0.715 |
30.3% |
0.073 |
3.1% |
25% |
False |
False |
17,126 |
| 60 |
3.137 |
2.175 |
0.962 |
40.8% |
0.088 |
3.7% |
19% |
False |
False |
15,806 |
| 80 |
3.390 |
2.175 |
1.215 |
51.6% |
0.098 |
4.2% |
15% |
False |
False |
13,711 |
| 100 |
3.893 |
2.175 |
1.718 |
72.9% |
0.092 |
3.9% |
11% |
False |
False |
11,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.925 |
|
2.618 |
2.712 |
|
1.618 |
2.582 |
|
1.000 |
2.502 |
|
0.618 |
2.452 |
|
HIGH |
2.372 |
|
0.618 |
2.322 |
|
0.500 |
2.307 |
|
0.382 |
2.292 |
|
LOW |
2.242 |
|
0.618 |
2.162 |
|
1.000 |
2.112 |
|
1.618 |
2.032 |
|
2.618 |
1.902 |
|
4.250 |
1.690 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.340 |
2.332 |
| PP |
2.323 |
2.308 |
| S1 |
2.307 |
2.284 |
|