NYMEX Natural Gas Future August 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 |
2.482 |
2.451 |
-0.031 |
-1.2% |
2.377 |
| High |
2.535 |
2.517 |
-0.018 |
-0.7% |
2.544 |
| Low |
2.423 |
2.446 |
0.023 |
0.9% |
2.332 |
| Close |
2.439 |
2.488 |
0.049 |
2.0% |
2.439 |
| Range |
0.112 |
0.071 |
-0.041 |
-36.6% |
0.212 |
| ATR |
0.092 |
0.091 |
-0.001 |
-1.1% |
0.000 |
| Volume |
36,000 |
32,623 |
-3,377 |
-9.4% |
158,887 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.697 |
2.663 |
2.527 |
|
| R3 |
2.626 |
2.592 |
2.508 |
|
| R2 |
2.555 |
2.555 |
2.501 |
|
| R1 |
2.521 |
2.521 |
2.495 |
2.538 |
| PP |
2.484 |
2.484 |
2.484 |
2.492 |
| S1 |
2.450 |
2.450 |
2.481 |
2.467 |
| S2 |
2.413 |
2.413 |
2.475 |
|
| S3 |
2.342 |
2.379 |
2.468 |
|
| S4 |
2.271 |
2.308 |
2.449 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.074 |
2.969 |
2.556 |
|
| R3 |
2.862 |
2.757 |
2.497 |
|
| R2 |
2.650 |
2.650 |
2.478 |
|
| R1 |
2.545 |
2.545 |
2.458 |
2.598 |
| PP |
2.438 |
2.438 |
2.438 |
2.465 |
| S1 |
2.333 |
2.333 |
2.420 |
2.386 |
| S2 |
2.226 |
2.226 |
2.400 |
|
| S3 |
2.014 |
2.121 |
2.381 |
|
| S4 |
1.802 |
1.909 |
2.322 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.544 |
2.409 |
0.135 |
5.4% |
0.100 |
4.0% |
59% |
False |
False |
34,063 |
| 10 |
2.544 |
2.242 |
0.302 |
12.1% |
0.107 |
4.3% |
81% |
False |
False |
31,375 |
| 20 |
2.544 |
2.175 |
0.369 |
14.8% |
0.083 |
3.3% |
85% |
False |
False |
27,980 |
| 40 |
2.759 |
2.175 |
0.584 |
23.5% |
0.081 |
3.2% |
54% |
False |
False |
21,273 |
| 60 |
3.137 |
2.175 |
0.962 |
38.7% |
0.084 |
3.4% |
33% |
False |
False |
17,800 |
| 80 |
3.148 |
2.175 |
0.973 |
39.1% |
0.099 |
4.0% |
32% |
False |
False |
16,474 |
| 100 |
3.560 |
2.175 |
1.385 |
55.7% |
0.095 |
3.8% |
23% |
False |
False |
13,752 |
| 120 |
3.927 |
2.175 |
1.752 |
70.4% |
0.093 |
3.7% |
18% |
False |
False |
11,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.819 |
|
2.618 |
2.703 |
|
1.618 |
2.632 |
|
1.000 |
2.588 |
|
0.618 |
2.561 |
|
HIGH |
2.517 |
|
0.618 |
2.490 |
|
0.500 |
2.482 |
|
0.382 |
2.473 |
|
LOW |
2.446 |
|
0.618 |
2.402 |
|
1.000 |
2.375 |
|
1.618 |
2.331 |
|
2.618 |
2.260 |
|
4.250 |
2.144 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.486 |
2.486 |
| PP |
2.484 |
2.483 |
| S1 |
2.482 |
2.481 |
|