NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.311 |
2.371 |
0.060 |
2.6% |
2.029 |
| High |
2.385 |
2.384 |
-0.001 |
0.0% |
2.295 |
| Low |
2.293 |
2.236 |
-0.057 |
-2.5% |
2.005 |
| Close |
2.371 |
2.253 |
-0.118 |
-5.0% |
2.186 |
| Range |
0.092 |
0.148 |
0.056 |
60.9% |
0.290 |
| ATR |
0.093 |
0.097 |
0.004 |
4.3% |
0.000 |
| Volume |
153,505 |
153,982 |
477 |
0.3% |
631,556 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.735 |
2.642 |
2.334 |
|
| R3 |
2.587 |
2.494 |
2.294 |
|
| R2 |
2.439 |
2.439 |
2.280 |
|
| R1 |
2.346 |
2.346 |
2.267 |
2.319 |
| PP |
2.291 |
2.291 |
2.291 |
2.277 |
| S1 |
2.198 |
2.198 |
2.239 |
2.171 |
| S2 |
2.143 |
2.143 |
2.226 |
|
| S3 |
1.995 |
2.050 |
2.212 |
|
| S4 |
1.847 |
1.902 |
2.172 |
|
|
| 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 |
2.107 |
0.278 |
12.3% |
0.135 |
6.0% |
53% |
False |
False |
152,485 |
| 10 |
2.385 |
1.982 |
0.403 |
17.9% |
0.107 |
4.8% |
67% |
False |
False |
120,582 |
| 20 |
2.385 |
1.982 |
0.403 |
17.9% |
0.087 |
3.9% |
67% |
False |
False |
92,043 |
| 40 |
2.607 |
1.982 |
0.625 |
27.7% |
0.085 |
3.8% |
43% |
False |
False |
61,801 |
| 60 |
3.040 |
1.982 |
1.058 |
47.0% |
0.093 |
4.1% |
26% |
False |
False |
50,121 |
| 80 |
3.253 |
1.982 |
1.271 |
56.4% |
0.106 |
4.7% |
21% |
False |
False |
43,210 |
| 100 |
3.686 |
1.982 |
1.704 |
75.6% |
0.102 |
4.5% |
16% |
False |
False |
35,635 |
| 120 |
3.922 |
1.982 |
1.940 |
86.1% |
0.100 |
4.4% |
14% |
False |
False |
30,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.013 |
|
2.618 |
2.771 |
|
1.618 |
2.623 |
|
1.000 |
2.532 |
|
0.618 |
2.475 |
|
HIGH |
2.384 |
|
0.618 |
2.327 |
|
0.500 |
2.310 |
|
0.382 |
2.293 |
|
LOW |
2.236 |
|
0.618 |
2.145 |
|
1.000 |
2.088 |
|
1.618 |
1.997 |
|
2.618 |
1.849 |
|
4.250 |
1.607 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.310 |
2.268 |
| PP |
2.291 |
2.263 |
| S1 |
2.272 |
2.258 |
|