NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.525 |
2.558 |
0.033 |
1.3% |
2.569 |
| High |
2.567 |
2.561 |
-0.006 |
-0.2% |
2.663 |
| Low |
2.494 |
2.496 |
0.002 |
0.1% |
2.526 |
| Close |
2.562 |
2.503 |
-0.059 |
-2.3% |
2.530 |
| Range |
0.073 |
0.065 |
-0.008 |
-11.0% |
0.137 |
| ATR |
0.085 |
0.084 |
-0.001 |
-1.6% |
0.000 |
| Volume |
28,942 |
19,383 |
-9,559 |
-33.0% |
85,496 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.715 |
2.674 |
2.539 |
|
| R3 |
2.650 |
2.609 |
2.521 |
|
| R2 |
2.585 |
2.585 |
2.515 |
|
| R1 |
2.544 |
2.544 |
2.509 |
2.532 |
| PP |
2.520 |
2.520 |
2.520 |
2.514 |
| S1 |
2.479 |
2.479 |
2.497 |
2.467 |
| S2 |
2.455 |
2.455 |
2.491 |
|
| S3 |
2.390 |
2.414 |
2.485 |
|
| S4 |
2.325 |
2.349 |
2.467 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.984 |
2.894 |
2.605 |
|
| R3 |
2.847 |
2.757 |
2.568 |
|
| R2 |
2.710 |
2.710 |
2.555 |
|
| R1 |
2.620 |
2.620 |
2.543 |
2.597 |
| PP |
2.573 |
2.573 |
2.573 |
2.561 |
| S1 |
2.483 |
2.483 |
2.517 |
2.460 |
| S2 |
2.436 |
2.436 |
2.505 |
|
| S3 |
2.299 |
2.346 |
2.492 |
|
| S4 |
2.162 |
2.209 |
2.455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.663 |
2.494 |
0.169 |
6.8% |
0.068 |
2.7% |
5% |
False |
False |
21,217 |
| 10 |
2.728 |
2.494 |
0.234 |
9.3% |
0.073 |
2.9% |
4% |
False |
False |
21,445 |
| 20 |
2.852 |
2.494 |
0.358 |
14.3% |
0.079 |
3.1% |
3% |
False |
False |
20,073 |
| 40 |
3.198 |
2.494 |
0.704 |
28.1% |
0.086 |
3.4% |
1% |
False |
False |
21,733 |
| 60 |
3.210 |
2.494 |
0.716 |
28.6% |
0.107 |
4.3% |
1% |
False |
False |
23,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.837 |
|
2.618 |
2.731 |
|
1.618 |
2.666 |
|
1.000 |
2.626 |
|
0.618 |
2.601 |
|
HIGH |
2.561 |
|
0.618 |
2.536 |
|
0.500 |
2.529 |
|
0.382 |
2.521 |
|
LOW |
2.496 |
|
0.618 |
2.456 |
|
1.000 |
2.431 |
|
1.618 |
2.391 |
|
2.618 |
2.326 |
|
4.250 |
2.220 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.529 |
2.547 |
| PP |
2.520 |
2.532 |
| S1 |
2.512 |
2.518 |
|