NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.887 |
2.844 |
-0.043 |
-1.5% |
2.973 |
| High |
2.889 |
2.852 |
-0.037 |
-1.3% |
2.992 |
| Low |
2.849 |
2.796 |
-0.053 |
-1.9% |
2.784 |
| Close |
2.859 |
2.796 |
-0.063 |
-2.2% |
2.816 |
| Range |
0.040 |
0.056 |
0.016 |
40.0% |
0.208 |
| ATR |
0.074 |
0.073 |
-0.001 |
-1.0% |
0.000 |
| Volume |
5,902 |
4,235 |
-1,667 |
-28.2% |
26,447 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.983 |
2.945 |
2.827 |
|
| R3 |
2.927 |
2.889 |
2.811 |
|
| R2 |
2.871 |
2.871 |
2.806 |
|
| R1 |
2.833 |
2.833 |
2.801 |
2.824 |
| PP |
2.815 |
2.815 |
2.815 |
2.810 |
| S1 |
2.777 |
2.777 |
2.791 |
2.768 |
| S2 |
2.759 |
2.759 |
2.786 |
|
| S3 |
2.703 |
2.721 |
2.781 |
|
| S4 |
2.647 |
2.665 |
2.765 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.488 |
3.360 |
2.930 |
|
| R3 |
3.280 |
3.152 |
2.873 |
|
| R2 |
3.072 |
3.072 |
2.854 |
|
| R1 |
2.944 |
2.944 |
2.835 |
2.904 |
| PP |
2.864 |
2.864 |
2.864 |
2.844 |
| S1 |
2.736 |
2.736 |
2.797 |
2.696 |
| S2 |
2.656 |
2.656 |
2.778 |
|
| S3 |
2.448 |
2.528 |
2.759 |
|
| S4 |
2.240 |
2.320 |
2.702 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.090 |
|
2.618 |
2.999 |
|
1.618 |
2.943 |
|
1.000 |
2.908 |
|
0.618 |
2.887 |
|
HIGH |
2.852 |
|
0.618 |
2.831 |
|
0.500 |
2.824 |
|
0.382 |
2.817 |
|
LOW |
2.796 |
|
0.618 |
2.761 |
|
1.000 |
2.740 |
|
1.618 |
2.705 |
|
2.618 |
2.649 |
|
4.250 |
2.558 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.824 |
2.852 |
| PP |
2.815 |
2.833 |
| S1 |
2.805 |
2.815 |
|