NYMEX Natural Gas Future August 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 |
2.377 |
2.500 |
0.123 |
5.2% |
2.213 |
| High |
2.490 |
2.543 |
0.053 |
2.1% |
2.473 |
| Low |
2.332 |
2.467 |
0.135 |
5.8% |
2.195 |
| Close |
2.462 |
2.532 |
0.070 |
2.8% |
2.375 |
| Range |
0.158 |
0.076 |
-0.082 |
-51.9% |
0.278 |
| ATR |
0.085 |
0.085 |
0.000 |
-0.4% |
0.000 |
| Volume |
21,195 |
29,497 |
8,302 |
39.2% |
142,273 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.742 |
2.713 |
2.574 |
|
| R3 |
2.666 |
2.637 |
2.553 |
|
| R2 |
2.590 |
2.590 |
2.546 |
|
| R1 |
2.561 |
2.561 |
2.539 |
2.576 |
| PP |
2.514 |
2.514 |
2.514 |
2.521 |
| S1 |
2.485 |
2.485 |
2.525 |
2.500 |
| S2 |
2.438 |
2.438 |
2.518 |
|
| S3 |
2.362 |
2.409 |
2.511 |
|
| S4 |
2.286 |
2.333 |
2.490 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.182 |
3.056 |
2.528 |
|
| R3 |
2.904 |
2.778 |
2.451 |
|
| R2 |
2.626 |
2.626 |
2.426 |
|
| R1 |
2.500 |
2.500 |
2.400 |
2.563 |
| PP |
2.348 |
2.348 |
2.348 |
2.379 |
| S1 |
2.222 |
2.222 |
2.350 |
2.285 |
| S2 |
2.070 |
2.070 |
2.324 |
|
| S3 |
1.792 |
1.944 |
2.299 |
|
| S4 |
1.514 |
1.666 |
2.222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.543 |
2.242 |
0.301 |
11.9% |
0.120 |
4.7% |
96% |
True |
False |
26,988 |
| 10 |
2.543 |
2.175 |
0.368 |
14.5% |
0.088 |
3.5% |
97% |
True |
False |
26,363 |
| 20 |
2.550 |
2.175 |
0.375 |
14.8% |
0.076 |
3.0% |
95% |
False |
False |
25,521 |
| 40 |
2.759 |
2.175 |
0.584 |
23.1% |
0.077 |
3.0% |
61% |
False |
False |
18,984 |
| 60 |
3.137 |
2.175 |
0.962 |
38.0% |
0.087 |
3.4% |
37% |
False |
False |
16,753 |
| 80 |
3.343 |
2.175 |
1.168 |
46.1% |
0.099 |
3.9% |
31% |
False |
False |
14,975 |
| 100 |
3.755 |
2.175 |
1.580 |
62.4% |
0.094 |
3.7% |
23% |
False |
False |
12,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.866 |
|
2.618 |
2.742 |
|
1.618 |
2.666 |
|
1.000 |
2.619 |
|
0.618 |
2.590 |
|
HIGH |
2.543 |
|
0.618 |
2.514 |
|
0.500 |
2.505 |
|
0.382 |
2.496 |
|
LOW |
2.467 |
|
0.618 |
2.420 |
|
1.000 |
2.391 |
|
1.618 |
2.344 |
|
2.618 |
2.268 |
|
4.250 |
2.144 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.523 |
2.496 |
| PP |
2.514 |
2.460 |
| S1 |
2.505 |
2.424 |
|