NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.436 |
2.370 |
-0.066 |
-2.7% |
2.304 |
| High |
2.467 |
2.452 |
-0.015 |
-0.6% |
2.482 |
| Low |
2.355 |
2.366 |
0.011 |
0.5% |
2.258 |
| Close |
2.371 |
2.422 |
0.051 |
2.2% |
2.371 |
| Range |
0.112 |
0.086 |
-0.026 |
-23.2% |
0.224 |
| ATR |
0.096 |
0.096 |
-0.001 |
-0.8% |
0.000 |
| Volume |
49,058 |
43,825 |
-5,233 |
-10.7% |
266,600 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.671 |
2.633 |
2.469 |
|
| R3 |
2.585 |
2.547 |
2.446 |
|
| R2 |
2.499 |
2.499 |
2.438 |
|
| R1 |
2.461 |
2.461 |
2.430 |
2.480 |
| PP |
2.413 |
2.413 |
2.413 |
2.423 |
| S1 |
2.375 |
2.375 |
2.414 |
2.394 |
| S2 |
2.327 |
2.327 |
2.406 |
|
| S3 |
2.241 |
2.289 |
2.398 |
|
| S4 |
2.155 |
2.203 |
2.375 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.042 |
2.931 |
2.494 |
|
| R3 |
2.818 |
2.707 |
2.433 |
|
| R2 |
2.594 |
2.594 |
2.412 |
|
| R1 |
2.483 |
2.483 |
2.392 |
2.539 |
| PP |
2.370 |
2.370 |
2.370 |
2.398 |
| S1 |
2.259 |
2.259 |
2.350 |
2.315 |
| S2 |
2.146 |
2.146 |
2.330 |
|
| S3 |
1.922 |
2.035 |
2.309 |
|
| S4 |
1.698 |
1.811 |
2.248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.482 |
2.338 |
0.144 |
5.9% |
0.108 |
4.5% |
58% |
False |
False |
54,086 |
| 10 |
2.482 |
2.166 |
0.316 |
13.0% |
0.116 |
4.8% |
81% |
False |
False |
56,473 |
| 20 |
2.482 |
2.096 |
0.386 |
15.9% |
0.090 |
3.7% |
84% |
False |
False |
61,276 |
| 40 |
2.705 |
2.096 |
0.609 |
25.1% |
0.085 |
3.5% |
54% |
False |
False |
45,037 |
| 60 |
3.104 |
2.096 |
1.008 |
41.6% |
0.088 |
3.6% |
32% |
False |
False |
36,834 |
| 80 |
3.128 |
2.096 |
1.032 |
42.6% |
0.103 |
4.2% |
32% |
False |
False |
32,730 |
| 100 |
3.537 |
2.096 |
1.441 |
59.5% |
0.100 |
4.1% |
23% |
False |
False |
27,145 |
| 120 |
3.901 |
2.096 |
1.805 |
74.5% |
0.097 |
4.0% |
18% |
False |
False |
23,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.818 |
|
2.618 |
2.677 |
|
1.618 |
2.591 |
|
1.000 |
2.538 |
|
0.618 |
2.505 |
|
HIGH |
2.452 |
|
0.618 |
2.419 |
|
0.500 |
2.409 |
|
0.382 |
2.399 |
|
LOW |
2.366 |
|
0.618 |
2.313 |
|
1.000 |
2.280 |
|
1.618 |
2.227 |
|
2.618 |
2.141 |
|
4.250 |
2.001 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.418 |
2.419 |
| PP |
2.413 |
2.416 |
| S1 |
2.409 |
2.413 |
|