NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.435 |
2.421 |
-0.014 |
-0.6% |
2.525 |
| High |
2.438 |
2.444 |
0.006 |
0.2% |
2.567 |
| Low |
2.409 |
2.401 |
-0.008 |
-0.3% |
2.409 |
| Close |
2.421 |
2.432 |
0.011 |
0.5% |
2.421 |
| Range |
0.029 |
0.043 |
0.014 |
48.3% |
0.158 |
| ATR |
0.079 |
0.076 |
-0.003 |
-3.2% |
0.000 |
| Volume |
32,543 |
25,875 |
-6,668 |
-20.5% |
129,366 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.555 |
2.536 |
2.456 |
|
| R3 |
2.512 |
2.493 |
2.444 |
|
| R2 |
2.469 |
2.469 |
2.440 |
|
| R1 |
2.450 |
2.450 |
2.436 |
2.460 |
| PP |
2.426 |
2.426 |
2.426 |
2.430 |
| S1 |
2.407 |
2.407 |
2.428 |
2.417 |
| S2 |
2.383 |
2.383 |
2.424 |
|
| S3 |
2.340 |
2.364 |
2.420 |
|
| S4 |
2.297 |
2.321 |
2.408 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.940 |
2.838 |
2.508 |
|
| R3 |
2.782 |
2.680 |
2.464 |
|
| R2 |
2.624 |
2.624 |
2.450 |
|
| R1 |
2.522 |
2.522 |
2.435 |
2.494 |
| PP |
2.466 |
2.466 |
2.466 |
2.452 |
| S1 |
2.364 |
2.364 |
2.407 |
2.336 |
| S2 |
2.308 |
2.308 |
2.392 |
|
| S3 |
2.150 |
2.206 |
2.378 |
|
| S4 |
1.992 |
2.048 |
2.334 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.561 |
2.401 |
0.160 |
6.6% |
0.057 |
2.3% |
19% |
False |
True |
25,259 |
| 10 |
2.663 |
2.401 |
0.262 |
10.8% |
0.065 |
2.7% |
12% |
False |
True |
24,073 |
| 20 |
2.852 |
2.401 |
0.451 |
18.5% |
0.071 |
2.9% |
7% |
False |
True |
20,811 |
| 40 |
3.198 |
2.401 |
0.797 |
32.8% |
0.083 |
3.4% |
4% |
False |
True |
21,681 |
| 60 |
3.210 |
2.401 |
0.809 |
33.3% |
0.103 |
4.2% |
4% |
False |
True |
23,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.627 |
|
2.618 |
2.557 |
|
1.618 |
2.514 |
|
1.000 |
2.487 |
|
0.618 |
2.471 |
|
HIGH |
2.444 |
|
0.618 |
2.428 |
|
0.500 |
2.423 |
|
0.382 |
2.417 |
|
LOW |
2.401 |
|
0.618 |
2.374 |
|
1.000 |
2.358 |
|
1.618 |
2.331 |
|
2.618 |
2.288 |
|
4.250 |
2.218 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.429 |
2.459 |
| PP |
2.426 |
2.450 |
| S1 |
2.423 |
2.441 |
|