NYMEX Natural Gas Future July 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 |
2.417 |
2.470 |
0.053 |
2.2% |
2.147 |
| High |
2.482 |
2.481 |
-0.001 |
0.0% |
2.408 |
| Low |
2.400 |
2.338 |
-0.062 |
-2.6% |
2.121 |
| Close |
2.468 |
2.354 |
-0.114 |
-4.6% |
2.299 |
| Range |
0.082 |
0.143 |
0.061 |
74.4% |
0.287 |
| ATR |
0.090 |
0.094 |
0.004 |
4.2% |
0.000 |
| Volume |
58,932 |
56,158 |
-2,774 |
-4.7% |
305,692 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.820 |
2.730 |
2.433 |
|
| R3 |
2.677 |
2.587 |
2.393 |
|
| R2 |
2.534 |
2.534 |
2.380 |
|
| R1 |
2.444 |
2.444 |
2.367 |
2.418 |
| PP |
2.391 |
2.391 |
2.391 |
2.378 |
| S1 |
2.301 |
2.301 |
2.341 |
2.275 |
| S2 |
2.248 |
2.248 |
2.328 |
|
| S3 |
2.105 |
2.158 |
2.315 |
|
| S4 |
1.962 |
2.015 |
2.275 |
|
|
| 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 |
2.224 |
0.258 |
11.0% |
0.130 |
5.5% |
50% |
False |
False |
58,123 |
| 10 |
2.482 |
2.096 |
0.386 |
16.4% |
0.104 |
4.4% |
67% |
False |
False |
54,752 |
| 20 |
2.482 |
2.096 |
0.386 |
16.4% |
0.085 |
3.6% |
67% |
False |
False |
59,869 |
| 40 |
2.705 |
2.096 |
0.609 |
25.9% |
0.082 |
3.5% |
42% |
False |
False |
43,168 |
| 60 |
3.104 |
2.096 |
1.008 |
42.8% |
0.090 |
3.8% |
26% |
False |
False |
35,613 |
| 80 |
3.311 |
2.096 |
1.215 |
51.6% |
0.103 |
4.4% |
21% |
False |
False |
31,190 |
| 100 |
3.752 |
2.096 |
1.656 |
70.3% |
0.099 |
4.2% |
16% |
False |
False |
25,738 |
| 120 |
3.966 |
2.096 |
1.870 |
79.4% |
0.097 |
4.1% |
14% |
False |
False |
21,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.089 |
|
2.618 |
2.855 |
|
1.618 |
2.712 |
|
1.000 |
2.624 |
|
0.618 |
2.569 |
|
HIGH |
2.481 |
|
0.618 |
2.426 |
|
0.500 |
2.410 |
|
0.382 |
2.393 |
|
LOW |
2.338 |
|
0.618 |
2.250 |
|
1.000 |
2.195 |
|
1.618 |
2.107 |
|
2.618 |
1.964 |
|
4.250 |
1.730 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.410 |
2.370 |
| PP |
2.391 |
2.365 |
| S1 |
2.373 |
2.359 |
|