NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.237 |
2.264 |
0.027 |
1.2% |
2.330 |
| High |
2.250 |
2.319 |
0.069 |
3.1% |
2.357 |
| Low |
2.222 |
2.233 |
0.011 |
0.5% |
2.222 |
| Close |
2.250 |
2.303 |
0.053 |
2.4% |
2.250 |
| Range |
0.028 |
0.086 |
0.058 |
207.1% |
0.135 |
| ATR |
0.066 |
0.068 |
0.001 |
2.1% |
0.000 |
| Volume |
19,339 |
12,887 |
-6,452 |
-33.4% |
88,554 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.543 |
2.509 |
2.350 |
|
| R3 |
2.457 |
2.423 |
2.327 |
|
| R2 |
2.371 |
2.371 |
2.319 |
|
| R1 |
2.337 |
2.337 |
2.311 |
2.354 |
| PP |
2.285 |
2.285 |
2.285 |
2.294 |
| S1 |
2.251 |
2.251 |
2.295 |
2.268 |
| S2 |
2.199 |
2.199 |
2.287 |
|
| S3 |
2.113 |
2.165 |
2.279 |
|
| S4 |
2.027 |
2.079 |
2.256 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.681 |
2.601 |
2.324 |
|
| R3 |
2.546 |
2.466 |
2.287 |
|
| R2 |
2.411 |
2.411 |
2.275 |
|
| R1 |
2.331 |
2.331 |
2.262 |
2.304 |
| PP |
2.276 |
2.276 |
2.276 |
2.263 |
| S1 |
2.196 |
2.196 |
2.238 |
2.169 |
| S2 |
2.141 |
2.141 |
2.225 |
|
| S3 |
2.006 |
2.061 |
2.213 |
|
| S4 |
1.871 |
1.926 |
2.176 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.342 |
2.222 |
0.120 |
5.2% |
0.051 |
2.2% |
68% |
False |
False |
14,413 |
| 10 |
2.479 |
2.222 |
0.257 |
11.2% |
0.055 |
2.4% |
32% |
False |
False |
18,166 |
| 20 |
2.713 |
2.222 |
0.491 |
21.3% |
0.064 |
2.8% |
16% |
False |
False |
16,057 |
| 40 |
3.048 |
2.222 |
0.826 |
35.9% |
0.070 |
3.1% |
10% |
False |
False |
13,472 |
| 60 |
3.167 |
2.222 |
0.945 |
41.0% |
0.088 |
3.8% |
9% |
False |
False |
12,777 |
| 80 |
3.453 |
2.222 |
1.231 |
53.5% |
0.096 |
4.2% |
7% |
False |
False |
11,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.685 |
|
2.618 |
2.544 |
|
1.618 |
2.458 |
|
1.000 |
2.405 |
|
0.618 |
2.372 |
|
HIGH |
2.319 |
|
0.618 |
2.286 |
|
0.500 |
2.276 |
|
0.382 |
2.266 |
|
LOW |
2.233 |
|
0.618 |
2.180 |
|
1.000 |
2.147 |
|
1.618 |
2.094 |
|
2.618 |
2.008 |
|
4.250 |
1.868 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.294 |
2.292 |
| PP |
2.285 |
2.281 |
| S1 |
2.276 |
2.271 |
|