NYMEX Natural Gas Future August 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 |
2.500 |
2.543 |
0.043 |
1.7% |
2.213 |
| High |
2.543 |
2.544 |
0.001 |
0.0% |
2.473 |
| Low |
2.467 |
2.409 |
-0.058 |
-2.4% |
2.195 |
| Close |
2.532 |
2.426 |
-0.106 |
-4.2% |
2.375 |
| Range |
0.076 |
0.135 |
0.059 |
77.6% |
0.278 |
| ATR |
0.085 |
0.088 |
0.004 |
4.2% |
0.000 |
| Volume |
29,497 |
31,120 |
1,623 |
5.5% |
142,273 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.865 |
2.780 |
2.500 |
|
| R3 |
2.730 |
2.645 |
2.463 |
|
| R2 |
2.595 |
2.595 |
2.451 |
|
| R1 |
2.510 |
2.510 |
2.438 |
2.485 |
| PP |
2.460 |
2.460 |
2.460 |
2.447 |
| S1 |
2.375 |
2.375 |
2.414 |
2.350 |
| S2 |
2.325 |
2.325 |
2.401 |
|
| S3 |
2.190 |
2.240 |
2.389 |
|
| S4 |
2.055 |
2.105 |
2.352 |
|
|
| 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 |
2.544 |
2.305 |
0.239 |
9.9% |
0.121 |
5.0% |
51% |
True |
False |
28,893 |
| 10 |
2.544 |
2.175 |
0.369 |
15.2% |
0.097 |
4.0% |
68% |
True |
False |
27,170 |
| 20 |
2.544 |
2.175 |
0.369 |
15.2% |
0.080 |
3.3% |
68% |
True |
False |
25,925 |
| 40 |
2.759 |
2.175 |
0.584 |
24.1% |
0.078 |
3.2% |
43% |
False |
False |
19,498 |
| 60 |
3.137 |
2.175 |
0.962 |
39.7% |
0.087 |
3.6% |
26% |
False |
False |
17,013 |
| 80 |
3.330 |
2.175 |
1.155 |
47.6% |
0.100 |
4.1% |
22% |
False |
False |
15,313 |
| 100 |
3.755 |
2.175 |
1.580 |
65.1% |
0.095 |
3.9% |
16% |
False |
False |
12,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.118 |
|
2.618 |
2.897 |
|
1.618 |
2.762 |
|
1.000 |
2.679 |
|
0.618 |
2.627 |
|
HIGH |
2.544 |
|
0.618 |
2.492 |
|
0.500 |
2.477 |
|
0.382 |
2.461 |
|
LOW |
2.409 |
|
0.618 |
2.326 |
|
1.000 |
2.274 |
|
1.618 |
2.191 |
|
2.618 |
2.056 |
|
4.250 |
1.835 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.477 |
2.438 |
| PP |
2.460 |
2.434 |
| S1 |
2.443 |
2.430 |
|