NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.126 |
2.190 |
0.064 |
3.0% |
2.029 |
| High |
2.198 |
2.320 |
0.122 |
5.6% |
2.295 |
| Low |
2.107 |
2.150 |
0.043 |
2.0% |
2.005 |
| Close |
2.186 |
2.285 |
0.099 |
4.5% |
2.186 |
| Range |
0.091 |
0.170 |
0.079 |
86.8% |
0.290 |
| ATR |
0.086 |
0.092 |
0.006 |
7.0% |
0.000 |
| Volume |
98,388 |
140,094 |
41,706 |
42.4% |
631,556 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.762 |
2.693 |
2.379 |
|
| R3 |
2.592 |
2.523 |
2.332 |
|
| R2 |
2.422 |
2.422 |
2.316 |
|
| R1 |
2.353 |
2.353 |
2.301 |
2.388 |
| PP |
2.252 |
2.252 |
2.252 |
2.269 |
| S1 |
2.183 |
2.183 |
2.269 |
2.218 |
| S2 |
2.082 |
2.082 |
2.254 |
|
| S3 |
1.912 |
2.013 |
2.238 |
|
| S4 |
1.742 |
1.843 |
2.192 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.032 |
2.899 |
2.346 |
|
| R3 |
2.742 |
2.609 |
2.266 |
|
| R2 |
2.452 |
2.452 |
2.239 |
|
| R1 |
2.319 |
2.319 |
2.213 |
2.386 |
| PP |
2.162 |
2.162 |
2.162 |
2.195 |
| S1 |
2.029 |
2.029 |
2.159 |
2.096 |
| S2 |
1.872 |
1.872 |
2.133 |
|
| S3 |
1.582 |
1.739 |
2.106 |
|
| S4 |
1.292 |
1.449 |
2.027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.320 |
2.061 |
0.259 |
11.3% |
0.124 |
5.4% |
86% |
True |
False |
130,404 |
| 10 |
2.320 |
1.982 |
0.338 |
14.8% |
0.094 |
4.1% |
90% |
True |
False |
101,075 |
| 20 |
2.335 |
1.982 |
0.353 |
15.4% |
0.083 |
3.6% |
86% |
False |
False |
81,438 |
| 40 |
2.661 |
1.982 |
0.679 |
29.7% |
0.083 |
3.6% |
45% |
False |
False |
55,587 |
| 60 |
3.040 |
1.982 |
1.058 |
46.3% |
0.093 |
4.1% |
29% |
False |
False |
45,899 |
| 80 |
3.309 |
1.982 |
1.327 |
58.1% |
0.106 |
4.6% |
23% |
False |
False |
39,635 |
| 100 |
3.686 |
1.982 |
1.704 |
74.6% |
0.101 |
4.4% |
18% |
False |
False |
32,677 |
| 120 |
3.943 |
1.982 |
1.961 |
85.8% |
0.099 |
4.4% |
15% |
False |
False |
27,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.043 |
|
2.618 |
2.765 |
|
1.618 |
2.595 |
|
1.000 |
2.490 |
|
0.618 |
2.425 |
|
HIGH |
2.320 |
|
0.618 |
2.255 |
|
0.500 |
2.235 |
|
0.382 |
2.215 |
|
LOW |
2.150 |
|
0.618 |
2.045 |
|
1.000 |
1.980 |
|
1.618 |
1.875 |
|
2.618 |
1.705 |
|
4.250 |
1.428 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.268 |
2.261 |
| PP |
2.252 |
2.237 |
| S1 |
2.235 |
2.214 |
|