NYMEX Natural Gas Future July 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 |
2.304 |
2.417 |
0.113 |
4.9% |
2.147 |
| High |
2.427 |
2.482 |
0.055 |
2.3% |
2.408 |
| Low |
2.258 |
2.400 |
0.142 |
6.3% |
2.121 |
| Close |
2.394 |
2.468 |
0.074 |
3.1% |
2.299 |
| Range |
0.169 |
0.082 |
-0.087 |
-51.5% |
0.287 |
| ATR |
0.090 |
0.090 |
0.000 |
-0.2% |
0.000 |
| Volume |
39,992 |
58,932 |
18,940 |
47.4% |
305,692 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.696 |
2.664 |
2.513 |
|
| R3 |
2.614 |
2.582 |
2.491 |
|
| R2 |
2.532 |
2.532 |
2.483 |
|
| R1 |
2.500 |
2.500 |
2.476 |
2.516 |
| PP |
2.450 |
2.450 |
2.450 |
2.458 |
| S1 |
2.418 |
2.418 |
2.460 |
2.434 |
| S2 |
2.368 |
2.368 |
2.453 |
|
| S3 |
2.286 |
2.336 |
2.445 |
|
| S4 |
2.204 |
2.254 |
2.423 |
|
|
| 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 |
2.482 |
2.166 |
0.316 |
12.8% |
0.129 |
5.2% |
96% |
True |
False |
55,135 |
| 10 |
2.482 |
2.096 |
0.386 |
15.6% |
0.094 |
3.8% |
96% |
True |
False |
53,549 |
| 20 |
2.482 |
2.096 |
0.386 |
15.6% |
0.081 |
3.3% |
96% |
True |
False |
59,177 |
| 40 |
2.705 |
2.096 |
0.609 |
24.7% |
0.080 |
3.2% |
61% |
False |
False |
42,343 |
| 60 |
3.104 |
2.096 |
1.008 |
40.8% |
0.089 |
3.6% |
37% |
False |
False |
35,077 |
| 80 |
3.327 |
2.096 |
1.231 |
49.9% |
0.102 |
4.2% |
30% |
False |
False |
30,574 |
| 100 |
3.752 |
2.096 |
1.656 |
67.1% |
0.098 |
4.0% |
22% |
False |
False |
25,232 |
| 120 |
3.969 |
2.096 |
1.873 |
75.9% |
0.096 |
3.9% |
20% |
False |
False |
21,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.831 |
|
2.618 |
2.697 |
|
1.618 |
2.615 |
|
1.000 |
2.564 |
|
0.618 |
2.533 |
|
HIGH |
2.482 |
|
0.618 |
2.451 |
|
0.500 |
2.441 |
|
0.382 |
2.431 |
|
LOW |
2.400 |
|
0.618 |
2.349 |
|
1.000 |
2.318 |
|
1.618 |
2.267 |
|
2.618 |
2.185 |
|
4.250 |
2.052 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.459 |
2.430 |
| PP |
2.450 |
2.391 |
| S1 |
2.441 |
2.353 |
|