NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.190 |
2.311 |
0.121 |
5.5% |
2.029 |
| High |
2.320 |
2.385 |
0.065 |
2.8% |
2.295 |
| Low |
2.150 |
2.293 |
0.143 |
6.7% |
2.005 |
| Close |
2.285 |
2.371 |
0.086 |
3.8% |
2.186 |
| Range |
0.170 |
0.092 |
-0.078 |
-45.9% |
0.290 |
| ATR |
0.092 |
0.093 |
0.001 |
0.6% |
0.000 |
| Volume |
140,094 |
153,505 |
13,411 |
9.6% |
631,556 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.626 |
2.590 |
2.422 |
|
| R3 |
2.534 |
2.498 |
2.396 |
|
| R2 |
2.442 |
2.442 |
2.388 |
|
| R1 |
2.406 |
2.406 |
2.379 |
2.424 |
| PP |
2.350 |
2.350 |
2.350 |
2.359 |
| S1 |
2.314 |
2.314 |
2.363 |
2.332 |
| S2 |
2.258 |
2.258 |
2.354 |
|
| S3 |
2.166 |
2.222 |
2.346 |
|
| S4 |
2.074 |
2.130 |
2.320 |
|
|
| 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 |
2.385 |
2.061 |
0.324 |
13.7% |
0.131 |
5.5% |
96% |
True |
False |
145,513 |
| 10 |
2.385 |
1.982 |
0.403 |
17.0% |
0.097 |
4.1% |
97% |
True |
False |
110,886 |
| 20 |
2.385 |
1.982 |
0.403 |
17.0% |
0.084 |
3.5% |
97% |
True |
False |
86,708 |
| 40 |
2.607 |
1.982 |
0.625 |
26.4% |
0.083 |
3.5% |
62% |
False |
False |
58,567 |
| 60 |
3.040 |
1.982 |
1.058 |
44.6% |
0.092 |
3.9% |
37% |
False |
False |
47,988 |
| 80 |
3.268 |
1.982 |
1.286 |
54.2% |
0.105 |
4.4% |
30% |
False |
False |
41,416 |
| 100 |
3.686 |
1.982 |
1.704 |
71.9% |
0.102 |
4.3% |
23% |
False |
False |
34,155 |
| 120 |
3.923 |
1.982 |
1.941 |
81.9% |
0.099 |
4.2% |
20% |
False |
False |
29,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.776 |
|
2.618 |
2.626 |
|
1.618 |
2.534 |
|
1.000 |
2.477 |
|
0.618 |
2.442 |
|
HIGH |
2.385 |
|
0.618 |
2.350 |
|
0.500 |
2.339 |
|
0.382 |
2.328 |
|
LOW |
2.293 |
|
0.618 |
2.236 |
|
1.000 |
2.201 |
|
1.618 |
2.144 |
|
2.618 |
2.052 |
|
4.250 |
1.902 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.360 |
2.329 |
| PP |
2.350 |
2.288 |
| S1 |
2.339 |
2.246 |
|