NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.937 |
2.011 |
0.074 |
3.8% |
1.986 |
| High |
2.022 |
2.028 |
0.006 |
0.3% |
2.030 |
| Low |
1.921 |
1.970 |
0.049 |
2.6% |
1.902 |
| Close |
2.007 |
1.975 |
-0.032 |
-1.6% |
1.927 |
| Range |
0.101 |
0.058 |
-0.043 |
-42.6% |
0.128 |
| ATR |
0.079 |
0.077 |
-0.001 |
-1.9% |
0.000 |
| Volume |
129,315 |
62,825 |
-66,490 |
-51.4% |
483,346 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.165 |
2.128 |
2.007 |
|
| R3 |
2.107 |
2.070 |
1.991 |
|
| R2 |
2.049 |
2.049 |
1.986 |
|
| R1 |
2.012 |
2.012 |
1.980 |
2.002 |
| PP |
1.991 |
1.991 |
1.991 |
1.986 |
| S1 |
1.954 |
1.954 |
1.970 |
1.944 |
| S2 |
1.933 |
1.933 |
1.964 |
|
| S3 |
1.875 |
1.896 |
1.959 |
|
| S4 |
1.817 |
1.838 |
1.943 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.337 |
2.260 |
1.997 |
|
| R3 |
2.209 |
2.132 |
1.962 |
|
| R2 |
2.081 |
2.081 |
1.950 |
|
| R1 |
2.004 |
2.004 |
1.939 |
1.979 |
| PP |
1.953 |
1.953 |
1.953 |
1.940 |
| S1 |
1.876 |
1.876 |
1.915 |
1.851 |
| S2 |
1.825 |
1.825 |
1.904 |
|
| S3 |
1.697 |
1.748 |
1.892 |
|
| S4 |
1.569 |
1.620 |
1.857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.028 |
1.902 |
0.126 |
6.4% |
0.062 |
3.1% |
58% |
True |
False |
92,447 |
| 10 |
2.069 |
1.902 |
0.167 |
8.5% |
0.065 |
3.3% |
44% |
False |
False |
110,980 |
| 20 |
2.329 |
1.902 |
0.427 |
21.6% |
0.073 |
3.7% |
17% |
False |
False |
113,410 |
| 40 |
2.737 |
1.902 |
0.835 |
42.3% |
0.081 |
4.1% |
9% |
False |
False |
84,770 |
| 60 |
3.015 |
1.902 |
1.113 |
56.4% |
0.098 |
5.0% |
7% |
False |
False |
75,418 |
| 80 |
3.275 |
1.902 |
1.373 |
69.5% |
0.108 |
5.5% |
5% |
False |
False |
64,157 |
| 100 |
3.777 |
1.902 |
1.875 |
94.9% |
0.103 |
5.2% |
4% |
False |
False |
53,331 |
| 120 |
4.070 |
1.902 |
2.168 |
109.8% |
0.101 |
5.1% |
3% |
False |
False |
45,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.275 |
|
2.618 |
2.180 |
|
1.618 |
2.122 |
|
1.000 |
2.086 |
|
0.618 |
2.064 |
|
HIGH |
2.028 |
|
0.618 |
2.006 |
|
0.500 |
1.999 |
|
0.382 |
1.992 |
|
LOW |
1.970 |
|
0.618 |
1.934 |
|
1.000 |
1.912 |
|
1.618 |
1.876 |
|
2.618 |
1.818 |
|
4.250 |
1.724 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.999 |
1.972 |
| PP |
1.991 |
1.968 |
| S1 |
1.983 |
1.965 |
|