NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.543 |
2.431 |
-0.112 |
-4.4% |
2.213 |
| High |
2.544 |
2.538 |
-0.006 |
-0.2% |
2.473 |
| Low |
2.409 |
2.431 |
0.022 |
0.9% |
2.195 |
| Close |
2.426 |
2.495 |
0.069 |
2.8% |
2.375 |
| Range |
0.135 |
0.107 |
-0.028 |
-20.7% |
0.278 |
| ATR |
0.088 |
0.090 |
0.002 |
1.9% |
0.000 |
| Volume |
31,120 |
41,075 |
9,955 |
32.0% |
142,273 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.809 |
2.759 |
2.554 |
|
| R3 |
2.702 |
2.652 |
2.524 |
|
| R2 |
2.595 |
2.595 |
2.515 |
|
| R1 |
2.545 |
2.545 |
2.505 |
2.570 |
| PP |
2.488 |
2.488 |
2.488 |
2.501 |
| S1 |
2.438 |
2.438 |
2.485 |
2.463 |
| S2 |
2.381 |
2.381 |
2.475 |
|
| S3 |
2.274 |
2.331 |
2.466 |
|
| S4 |
2.167 |
2.224 |
2.436 |
|
|
| 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 |
9.6% |
0.111 |
4.5% |
79% |
False |
False |
31,559 |
| 10 |
2.544 |
2.175 |
0.369 |
14.8% |
0.102 |
4.1% |
87% |
False |
False |
29,156 |
| 20 |
2.544 |
2.175 |
0.369 |
14.8% |
0.082 |
3.3% |
87% |
False |
False |
26,721 |
| 40 |
2.759 |
2.175 |
0.584 |
23.4% |
0.080 |
3.2% |
55% |
False |
False |
20,330 |
| 60 |
3.137 |
2.175 |
0.962 |
38.6% |
0.086 |
3.4% |
33% |
False |
False |
17,358 |
| 80 |
3.330 |
2.175 |
1.155 |
46.3% |
0.101 |
4.0% |
28% |
False |
False |
15,780 |
| 100 |
3.674 |
2.175 |
1.499 |
60.1% |
0.095 |
3.8% |
21% |
False |
False |
13,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.993 |
|
2.618 |
2.818 |
|
1.618 |
2.711 |
|
1.000 |
2.645 |
|
0.618 |
2.604 |
|
HIGH |
2.538 |
|
0.618 |
2.497 |
|
0.500 |
2.485 |
|
0.382 |
2.472 |
|
LOW |
2.431 |
|
0.618 |
2.365 |
|
1.000 |
2.324 |
|
1.618 |
2.258 |
|
2.618 |
2.151 |
|
4.250 |
1.976 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.492 |
2.489 |
| PP |
2.488 |
2.483 |
| S1 |
2.485 |
2.477 |
|