NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.411 |
2.367 |
-0.044 |
-1.8% |
2.264 |
| High |
2.512 |
2.430 |
-0.082 |
-3.3% |
2.512 |
| Low |
2.361 |
2.352 |
-0.009 |
-0.4% |
2.233 |
| Close |
2.366 |
2.422 |
0.056 |
2.4% |
2.422 |
| Range |
0.151 |
0.078 |
-0.073 |
-48.3% |
0.279 |
| ATR |
0.076 |
0.077 |
0.000 |
0.1% |
0.000 |
| Volume |
16,985 |
32,486 |
15,501 |
91.3% |
114,537 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.635 |
2.607 |
2.465 |
|
| R3 |
2.557 |
2.529 |
2.443 |
|
| R2 |
2.479 |
2.479 |
2.436 |
|
| R1 |
2.451 |
2.451 |
2.429 |
2.465 |
| PP |
2.401 |
2.401 |
2.401 |
2.409 |
| S1 |
2.373 |
2.373 |
2.415 |
2.387 |
| S2 |
2.323 |
2.323 |
2.408 |
|
| S3 |
2.245 |
2.295 |
2.401 |
|
| S4 |
2.167 |
2.217 |
2.379 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.226 |
3.103 |
2.575 |
|
| R3 |
2.947 |
2.824 |
2.499 |
|
| R2 |
2.668 |
2.668 |
2.473 |
|
| R1 |
2.545 |
2.545 |
2.448 |
2.607 |
| PP |
2.389 |
2.389 |
2.389 |
2.420 |
| S1 |
2.266 |
2.266 |
2.396 |
2.328 |
| S2 |
2.110 |
2.110 |
2.371 |
|
| S3 |
1.831 |
1.987 |
2.345 |
|
| S4 |
1.552 |
1.708 |
2.269 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.512 |
2.233 |
0.279 |
11.5% |
0.098 |
4.0% |
68% |
False |
False |
22,907 |
| 10 |
2.512 |
2.222 |
0.290 |
12.0% |
0.071 |
2.9% |
69% |
False |
False |
20,309 |
| 20 |
2.582 |
2.222 |
0.360 |
14.9% |
0.068 |
2.8% |
56% |
False |
False |
19,107 |
| 40 |
2.829 |
2.222 |
0.607 |
25.1% |
0.070 |
2.9% |
33% |
False |
False |
15,091 |
| 60 |
3.143 |
2.222 |
0.921 |
38.0% |
0.085 |
3.5% |
22% |
False |
False |
13,990 |
| 80 |
3.401 |
2.222 |
1.179 |
48.7% |
0.097 |
4.0% |
17% |
False |
False |
12,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.762 |
|
2.618 |
2.634 |
|
1.618 |
2.556 |
|
1.000 |
2.508 |
|
0.618 |
2.478 |
|
HIGH |
2.430 |
|
0.618 |
2.400 |
|
0.500 |
2.391 |
|
0.382 |
2.382 |
|
LOW |
2.352 |
|
0.618 |
2.304 |
|
1.000 |
2.274 |
|
1.618 |
2.226 |
|
2.618 |
2.148 |
|
4.250 |
2.021 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.412 |
2.413 |
| PP |
2.401 |
2.404 |
| S1 |
2.391 |
2.396 |
|