NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.367 |
2.420 |
0.053 |
2.2% |
2.264 |
| High |
2.430 |
2.536 |
0.106 |
4.4% |
2.512 |
| Low |
2.352 |
2.379 |
0.027 |
1.1% |
2.233 |
| Close |
2.422 |
2.509 |
0.087 |
3.6% |
2.422 |
| Range |
0.078 |
0.157 |
0.079 |
101.3% |
0.279 |
| ATR |
0.077 |
0.082 |
0.006 |
7.5% |
0.000 |
| Volume |
32,486 |
18,365 |
-14,121 |
-43.5% |
114,537 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.946 |
2.884 |
2.595 |
|
| R3 |
2.789 |
2.727 |
2.552 |
|
| R2 |
2.632 |
2.632 |
2.538 |
|
| R1 |
2.570 |
2.570 |
2.523 |
2.601 |
| PP |
2.475 |
2.475 |
2.475 |
2.490 |
| S1 |
2.413 |
2.413 |
2.495 |
2.444 |
| S2 |
2.318 |
2.318 |
2.480 |
|
| S3 |
2.161 |
2.256 |
2.466 |
|
| S4 |
2.004 |
2.099 |
2.423 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.226 |
3.103 |
2.575 |
|
| R3 |
2.947 |
2.824 |
2.499 |
|
| R2 |
2.668 |
2.668 |
2.473 |
|
| R1 |
2.545 |
2.545 |
2.448 |
2.607 |
| PP |
2.389 |
2.389 |
2.389 |
2.420 |
| S1 |
2.266 |
2.266 |
2.396 |
2.328 |
| S2 |
2.110 |
2.110 |
2.371 |
|
| S3 |
1.831 |
1.987 |
2.345 |
|
| S4 |
1.552 |
1.708 |
2.269 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.536 |
2.279 |
0.257 |
10.2% |
0.112 |
4.5% |
89% |
True |
False |
24,003 |
| 10 |
2.536 |
2.222 |
0.314 |
12.5% |
0.082 |
3.3% |
91% |
True |
False |
19,208 |
| 20 |
2.582 |
2.222 |
0.360 |
14.3% |
0.073 |
2.9% |
80% |
False |
False |
19,123 |
| 40 |
2.785 |
2.222 |
0.563 |
22.4% |
0.073 |
2.9% |
51% |
False |
False |
15,283 |
| 60 |
3.143 |
2.222 |
0.921 |
36.7% |
0.084 |
3.3% |
31% |
False |
False |
14,064 |
| 80 |
3.401 |
2.222 |
1.179 |
47.0% |
0.098 |
3.9% |
24% |
False |
False |
12,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.203 |
|
2.618 |
2.947 |
|
1.618 |
2.790 |
|
1.000 |
2.693 |
|
0.618 |
2.633 |
|
HIGH |
2.536 |
|
0.618 |
2.476 |
|
0.500 |
2.458 |
|
0.382 |
2.439 |
|
LOW |
2.379 |
|
0.618 |
2.282 |
|
1.000 |
2.222 |
|
1.618 |
2.125 |
|
2.618 |
1.968 |
|
4.250 |
1.712 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.492 |
2.487 |
| PP |
2.475 |
2.466 |
| S1 |
2.458 |
2.444 |
|