NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.253 |
2.378 |
0.125 |
5.5% |
2.288 |
| High |
2.372 |
2.473 |
0.101 |
4.3% |
2.319 |
| Low |
2.242 |
2.318 |
0.076 |
3.4% |
2.175 |
| Close |
2.356 |
2.321 |
-0.035 |
-1.5% |
2.211 |
| Range |
0.130 |
0.155 |
0.025 |
19.2% |
0.144 |
| ATR |
0.074 |
0.080 |
0.006 |
7.9% |
0.000 |
| Volume |
21,592 |
27,745 |
6,153 |
28.5% |
115,243 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.836 |
2.733 |
2.406 |
|
| R3 |
2.681 |
2.578 |
2.364 |
|
| R2 |
2.526 |
2.526 |
2.349 |
|
| R1 |
2.423 |
2.423 |
2.335 |
2.397 |
| PP |
2.371 |
2.371 |
2.371 |
2.358 |
| S1 |
2.268 |
2.268 |
2.307 |
2.242 |
| S2 |
2.216 |
2.216 |
2.293 |
|
| S3 |
2.061 |
2.113 |
2.278 |
|
| S4 |
1.906 |
1.958 |
2.236 |
|
|
| 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 |
2.473 |
2.175 |
0.298 |
12.8% |
0.093 |
4.0% |
49% |
True |
False |
26,753 |
| 10 |
2.473 |
2.175 |
0.298 |
12.8% |
0.069 |
3.0% |
49% |
True |
False |
25,765 |
| 20 |
2.580 |
2.175 |
0.405 |
17.4% |
0.075 |
3.2% |
36% |
False |
False |
23,800 |
| 40 |
2.865 |
2.175 |
0.690 |
29.7% |
0.074 |
3.2% |
21% |
False |
False |
17,598 |
| 60 |
3.137 |
2.175 |
0.962 |
41.4% |
0.088 |
3.8% |
15% |
False |
False |
16,150 |
| 80 |
3.390 |
2.175 |
1.215 |
52.3% |
0.099 |
4.3% |
12% |
False |
False |
14,023 |
| 100 |
3.858 |
2.175 |
1.683 |
72.5% |
0.093 |
4.0% |
9% |
False |
False |
11,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.132 |
|
2.618 |
2.879 |
|
1.618 |
2.724 |
|
1.000 |
2.628 |
|
0.618 |
2.569 |
|
HIGH |
2.473 |
|
0.618 |
2.414 |
|
0.500 |
2.396 |
|
0.382 |
2.377 |
|
LOW |
2.318 |
|
0.618 |
2.222 |
|
1.000 |
2.163 |
|
1.618 |
2.067 |
|
2.618 |
1.912 |
|
4.250 |
1.659 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.396 |
2.358 |
| PP |
2.371 |
2.345 |
| S1 |
2.346 |
2.333 |
|