NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.011 |
1.984 |
-0.027 |
-1.3% |
1.986 |
| High |
2.028 |
2.090 |
0.062 |
3.1% |
2.030 |
| Low |
1.970 |
1.971 |
0.001 |
0.1% |
1.902 |
| Close |
1.975 |
2.078 |
0.103 |
5.2% |
1.927 |
| Range |
0.058 |
0.119 |
0.061 |
105.2% |
0.128 |
| ATR |
0.077 |
0.080 |
0.003 |
3.9% |
0.000 |
| Volume |
62,825 |
57,338 |
-5,487 |
-8.7% |
483,346 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.403 |
2.360 |
2.143 |
|
| R3 |
2.284 |
2.241 |
2.111 |
|
| R2 |
2.165 |
2.165 |
2.100 |
|
| R1 |
2.122 |
2.122 |
2.089 |
2.144 |
| PP |
2.046 |
2.046 |
2.046 |
2.057 |
| S1 |
2.003 |
2.003 |
2.067 |
2.025 |
| S2 |
1.927 |
1.927 |
2.056 |
|
| S3 |
1.808 |
1.884 |
2.045 |
|
| S4 |
1.689 |
1.765 |
2.013 |
|
|
| 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 |
2.090 |
1.902 |
0.188 |
9.0% |
0.076 |
3.7% |
94% |
True |
False |
85,533 |
| 10 |
2.090 |
1.902 |
0.188 |
9.0% |
0.069 |
3.3% |
94% |
True |
False |
103,431 |
| 20 |
2.307 |
1.902 |
0.405 |
19.5% |
0.076 |
3.7% |
43% |
False |
False |
111,243 |
| 40 |
2.720 |
1.902 |
0.818 |
39.4% |
0.081 |
3.9% |
22% |
False |
False |
85,452 |
| 60 |
2.961 |
1.902 |
1.059 |
51.0% |
0.097 |
4.7% |
17% |
False |
False |
75,750 |
| 80 |
3.259 |
1.902 |
1.357 |
65.3% |
0.108 |
5.2% |
13% |
False |
False |
64,816 |
| 100 |
3.777 |
1.902 |
1.875 |
90.2% |
0.103 |
5.0% |
9% |
False |
False |
53,821 |
| 120 |
3.978 |
1.902 |
2.076 |
99.9% |
0.100 |
4.8% |
8% |
False |
False |
45,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.596 |
|
2.618 |
2.402 |
|
1.618 |
2.283 |
|
1.000 |
2.209 |
|
0.618 |
2.164 |
|
HIGH |
2.090 |
|
0.618 |
2.045 |
|
0.500 |
2.031 |
|
0.382 |
2.016 |
|
LOW |
1.971 |
|
0.618 |
1.897 |
|
1.000 |
1.852 |
|
1.618 |
1.778 |
|
2.618 |
1.659 |
|
4.250 |
1.465 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.062 |
2.054 |
| PP |
2.046 |
2.030 |
| S1 |
2.031 |
2.006 |
|