NYMEX Natural Gas Future July 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 |
2.240 |
2.304 |
0.064 |
2.9% |
2.147 |
| High |
2.310 |
2.427 |
0.117 |
5.1% |
2.408 |
| Low |
2.224 |
2.258 |
0.034 |
1.5% |
2.121 |
| Close |
2.299 |
2.394 |
0.095 |
4.1% |
2.299 |
| Range |
0.086 |
0.169 |
0.083 |
96.5% |
0.287 |
| ATR |
0.084 |
0.090 |
0.006 |
7.3% |
0.000 |
| Volume |
77,168 |
39,992 |
-37,176 |
-48.2% |
305,692 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.867 |
2.799 |
2.487 |
|
| R3 |
2.698 |
2.630 |
2.440 |
|
| R2 |
2.529 |
2.529 |
2.425 |
|
| R1 |
2.461 |
2.461 |
2.409 |
2.495 |
| PP |
2.360 |
2.360 |
2.360 |
2.377 |
| S1 |
2.292 |
2.292 |
2.379 |
2.326 |
| S2 |
2.191 |
2.191 |
2.363 |
|
| S3 |
2.022 |
2.123 |
2.348 |
|
| S4 |
1.853 |
1.954 |
2.301 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.137 |
3.005 |
2.457 |
|
| R3 |
2.850 |
2.718 |
2.378 |
|
| R2 |
2.563 |
2.563 |
2.352 |
|
| R1 |
2.431 |
2.431 |
2.325 |
2.497 |
| PP |
2.276 |
2.276 |
2.276 |
2.309 |
| S1 |
2.144 |
2.144 |
2.273 |
2.210 |
| S2 |
1.989 |
1.989 |
2.246 |
|
| S3 |
1.702 |
1.857 |
2.220 |
|
| S4 |
1.415 |
1.570 |
2.141 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.427 |
2.166 |
0.261 |
10.9% |
0.123 |
5.1% |
87% |
True |
False |
58,860 |
| 10 |
2.427 |
2.096 |
0.331 |
13.8% |
0.091 |
3.8% |
90% |
True |
False |
51,868 |
| 20 |
2.473 |
2.096 |
0.377 |
15.7% |
0.082 |
3.4% |
79% |
False |
False |
58,373 |
| 40 |
2.750 |
2.096 |
0.654 |
27.3% |
0.080 |
3.4% |
46% |
False |
False |
41,533 |
| 60 |
3.104 |
2.096 |
1.008 |
42.1% |
0.090 |
3.8% |
30% |
False |
False |
34,495 |
| 80 |
3.368 |
2.096 |
1.272 |
53.1% |
0.103 |
4.3% |
23% |
False |
False |
29,923 |
| 100 |
3.752 |
2.096 |
1.656 |
69.2% |
0.098 |
4.1% |
18% |
False |
False |
24,703 |
| 120 |
3.989 |
2.096 |
1.893 |
79.1% |
0.096 |
4.0% |
16% |
False |
False |
21,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.145 |
|
2.618 |
2.869 |
|
1.618 |
2.700 |
|
1.000 |
2.596 |
|
0.618 |
2.531 |
|
HIGH |
2.427 |
|
0.618 |
2.362 |
|
0.500 |
2.343 |
|
0.382 |
2.323 |
|
LOW |
2.258 |
|
0.618 |
2.154 |
|
1.000 |
2.089 |
|
1.618 |
1.985 |
|
2.618 |
1.816 |
|
4.250 |
1.540 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.377 |
2.371 |
| PP |
2.360 |
2.348 |
| S1 |
2.343 |
2.326 |
|