NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.552 |
2.503 |
-0.049 |
-1.9% |
2.688 |
| High |
2.565 |
2.519 |
-0.046 |
-1.8% |
2.713 |
| Low |
2.506 |
2.442 |
-0.064 |
-2.6% |
2.455 |
| Close |
2.520 |
2.444 |
-0.076 |
-3.0% |
2.492 |
| Range |
0.059 |
0.077 |
0.018 |
30.5% |
0.258 |
| ATR |
0.083 |
0.083 |
0.000 |
-0.4% |
0.000 |
| Volume |
15,783 |
11,261 |
-4,522 |
-28.7% |
58,706 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.699 |
2.649 |
2.486 |
|
| R3 |
2.622 |
2.572 |
2.465 |
|
| R2 |
2.545 |
2.545 |
2.458 |
|
| R1 |
2.495 |
2.495 |
2.451 |
2.482 |
| PP |
2.468 |
2.468 |
2.468 |
2.462 |
| S1 |
2.418 |
2.418 |
2.437 |
2.405 |
| S2 |
2.391 |
2.391 |
2.430 |
|
| S3 |
2.314 |
2.341 |
2.423 |
|
| S4 |
2.237 |
2.264 |
2.402 |
|
|
| 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 |
2.582 |
2.442 |
0.140 |
5.7% |
0.070 |
2.9% |
1% |
False |
True |
15,380 |
| 10 |
2.713 |
2.442 |
0.271 |
11.1% |
0.071 |
2.9% |
1% |
False |
True |
12,868 |
| 20 |
2.785 |
2.442 |
0.343 |
14.0% |
0.074 |
3.0% |
1% |
False |
True |
12,013 |
| 40 |
3.143 |
2.442 |
0.701 |
28.7% |
0.085 |
3.5% |
0% |
False |
True |
11,620 |
| 60 |
3.235 |
2.442 |
0.793 |
32.4% |
0.104 |
4.3% |
0% |
False |
True |
11,298 |
| 80 |
3.568 |
2.442 |
1.126 |
46.1% |
0.098 |
4.0% |
0% |
False |
True |
9,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.846 |
|
2.618 |
2.721 |
|
1.618 |
2.644 |
|
1.000 |
2.596 |
|
0.618 |
2.567 |
|
HIGH |
2.519 |
|
0.618 |
2.490 |
|
0.500 |
2.481 |
|
0.382 |
2.471 |
|
LOW |
2.442 |
|
0.618 |
2.394 |
|
1.000 |
2.365 |
|
1.618 |
2.317 |
|
2.618 |
2.240 |
|
4.250 |
2.115 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.481 |
2.512 |
| PP |
2.468 |
2.489 |
| S1 |
2.456 |
2.467 |
|