NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 04-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.534 |
2.552 |
0.018 |
0.7% |
2.688 |
| High |
2.582 |
2.565 |
-0.017 |
-0.7% |
2.713 |
| Low |
2.514 |
2.506 |
-0.008 |
-0.3% |
2.455 |
| Close |
2.568 |
2.520 |
-0.048 |
-1.9% |
2.492 |
| Range |
0.068 |
0.059 |
-0.009 |
-13.2% |
0.258 |
| ATR |
0.085 |
0.083 |
-0.002 |
-1.9% |
0.000 |
| Volume |
14,948 |
15,783 |
835 |
5.6% |
58,706 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.707 |
2.673 |
2.552 |
|
| R3 |
2.648 |
2.614 |
2.536 |
|
| R2 |
2.589 |
2.589 |
2.531 |
|
| R1 |
2.555 |
2.555 |
2.525 |
2.543 |
| PP |
2.530 |
2.530 |
2.530 |
2.524 |
| S1 |
2.496 |
2.496 |
2.515 |
2.484 |
| S2 |
2.471 |
2.471 |
2.509 |
|
| S3 |
2.412 |
2.437 |
2.504 |
|
| S4 |
2.353 |
2.378 |
2.488 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.327 |
3.168 |
2.634 |
|
| R3 |
3.069 |
2.910 |
2.563 |
|
| R2 |
2.811 |
2.811 |
2.539 |
|
| R1 |
2.652 |
2.652 |
2.516 |
2.603 |
| PP |
2.553 |
2.553 |
2.553 |
2.529 |
| S1 |
2.394 |
2.394 |
2.468 |
2.345 |
| S2 |
2.295 |
2.295 |
2.445 |
|
| S3 |
2.037 |
2.136 |
2.421 |
|
| S4 |
1.779 |
1.878 |
2.350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.603 |
2.455 |
0.148 |
5.9% |
0.081 |
3.2% |
44% |
False |
False |
16,070 |
| 10 |
2.733 |
2.455 |
0.278 |
11.0% |
0.071 |
2.8% |
23% |
False |
False |
12,364 |
| 20 |
2.785 |
2.455 |
0.330 |
13.1% |
0.074 |
3.0% |
20% |
False |
False |
12,441 |
| 40 |
3.143 |
2.455 |
0.688 |
27.3% |
0.085 |
3.4% |
9% |
False |
False |
11,681 |
| 60 |
3.335 |
2.455 |
0.880 |
34.9% |
0.105 |
4.2% |
7% |
False |
False |
11,197 |
| 80 |
3.676 |
2.455 |
1.221 |
48.5% |
0.098 |
3.9% |
5% |
False |
False |
9,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.816 |
|
2.618 |
2.719 |
|
1.618 |
2.660 |
|
1.000 |
2.624 |
|
0.618 |
2.601 |
|
HIGH |
2.565 |
|
0.618 |
2.542 |
|
0.500 |
2.536 |
|
0.382 |
2.529 |
|
LOW |
2.506 |
|
0.618 |
2.470 |
|
1.000 |
2.447 |
|
1.618 |
2.411 |
|
2.618 |
2.352 |
|
4.250 |
2.255 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.536 |
2.524 |
| PP |
2.530 |
2.523 |
| S1 |
2.525 |
2.521 |
|