NYMEX Natural Gas Future September 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 |
2.315 |
2.296 |
-0.019 |
-0.8% |
2.330 |
| High |
2.331 |
2.407 |
0.076 |
3.3% |
2.357 |
| Low |
2.284 |
2.279 |
-0.005 |
-0.2% |
2.222 |
| Close |
2.285 |
2.394 |
0.109 |
4.8% |
2.250 |
| Range |
0.047 |
0.128 |
0.081 |
172.3% |
0.135 |
| ATR |
0.066 |
0.071 |
0.004 |
6.7% |
0.000 |
| Volume |
35,676 |
16,503 |
-19,173 |
-53.7% |
88,554 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.744 |
2.697 |
2.464 |
|
| R3 |
2.616 |
2.569 |
2.429 |
|
| R2 |
2.488 |
2.488 |
2.417 |
|
| R1 |
2.441 |
2.441 |
2.406 |
2.465 |
| PP |
2.360 |
2.360 |
2.360 |
2.372 |
| S1 |
2.313 |
2.313 |
2.382 |
2.337 |
| S2 |
2.232 |
2.232 |
2.371 |
|
| S3 |
2.104 |
2.185 |
2.359 |
|
| S4 |
1.976 |
2.057 |
2.324 |
|
|
| 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 |
2.407 |
2.222 |
0.185 |
7.7% |
0.069 |
2.9% |
93% |
True |
False |
19,548 |
| 10 |
2.429 |
2.222 |
0.207 |
8.6% |
0.060 |
2.5% |
83% |
False |
False |
19,687 |
| 20 |
2.638 |
2.222 |
0.416 |
17.4% |
0.066 |
2.8% |
41% |
False |
False |
17,939 |
| 40 |
2.902 |
2.222 |
0.680 |
28.4% |
0.069 |
2.9% |
25% |
False |
False |
14,338 |
| 60 |
3.143 |
2.222 |
0.921 |
38.5% |
0.085 |
3.6% |
19% |
False |
False |
13,412 |
| 80 |
3.401 |
2.222 |
1.179 |
49.2% |
0.096 |
4.0% |
15% |
False |
False |
11,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.951 |
|
2.618 |
2.742 |
|
1.618 |
2.614 |
|
1.000 |
2.535 |
|
0.618 |
2.486 |
|
HIGH |
2.407 |
|
0.618 |
2.358 |
|
0.500 |
2.343 |
|
0.382 |
2.328 |
|
LOW |
2.279 |
|
0.618 |
2.200 |
|
1.000 |
2.151 |
|
1.618 |
2.072 |
|
2.618 |
1.944 |
|
4.250 |
1.735 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.377 |
2.369 |
| PP |
2.360 |
2.345 |
| S1 |
2.343 |
2.320 |
|