NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.371 |
2.260 |
-0.111 |
-4.7% |
2.029 |
| High |
2.384 |
2.380 |
-0.004 |
-0.2% |
2.295 |
| Low |
2.236 |
2.253 |
0.017 |
0.8% |
2.005 |
| Close |
2.253 |
2.340 |
0.087 |
3.9% |
2.186 |
| Range |
0.148 |
0.127 |
-0.021 |
-14.2% |
0.290 |
| ATR |
0.097 |
0.099 |
0.002 |
2.2% |
0.000 |
| Volume |
153,982 |
152,629 |
-1,353 |
-0.9% |
631,556 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.705 |
2.650 |
2.410 |
|
| R3 |
2.578 |
2.523 |
2.375 |
|
| R2 |
2.451 |
2.451 |
2.363 |
|
| R1 |
2.396 |
2.396 |
2.352 |
2.424 |
| PP |
2.324 |
2.324 |
2.324 |
2.338 |
| S1 |
2.269 |
2.269 |
2.328 |
2.297 |
| S2 |
2.197 |
2.197 |
2.317 |
|
| S3 |
2.070 |
2.142 |
2.305 |
|
| S4 |
1.943 |
2.015 |
2.270 |
|
|
| 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 |
11.9% |
0.126 |
5.4% |
84% |
False |
False |
139,719 |
| 10 |
2.385 |
1.982 |
0.403 |
17.2% |
0.113 |
4.8% |
89% |
False |
False |
128,511 |
| 20 |
2.385 |
1.982 |
0.403 |
17.2% |
0.090 |
3.9% |
89% |
False |
False |
97,459 |
| 40 |
2.607 |
1.982 |
0.625 |
26.7% |
0.086 |
3.7% |
57% |
False |
False |
64,913 |
| 60 |
3.040 |
1.982 |
1.058 |
45.2% |
0.092 |
3.9% |
34% |
False |
False |
52,296 |
| 80 |
3.253 |
1.982 |
1.271 |
54.3% |
0.107 |
4.6% |
28% |
False |
False |
45,025 |
| 100 |
3.606 |
1.982 |
1.624 |
69.4% |
0.103 |
4.4% |
22% |
False |
False |
37,122 |
| 120 |
3.859 |
1.982 |
1.877 |
80.2% |
0.100 |
4.3% |
19% |
False |
False |
31,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.920 |
|
2.618 |
2.712 |
|
1.618 |
2.585 |
|
1.000 |
2.507 |
|
0.618 |
2.458 |
|
HIGH |
2.380 |
|
0.618 |
2.331 |
|
0.500 |
2.317 |
|
0.382 |
2.302 |
|
LOW |
2.253 |
|
0.618 |
2.175 |
|
1.000 |
2.126 |
|
1.618 |
2.048 |
|
2.618 |
1.921 |
|
4.250 |
1.713 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.332 |
2.330 |
| PP |
2.324 |
2.320 |
| S1 |
2.317 |
2.311 |
|