NYMEX Natural Gas Future September 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 |
2.420 |
2.531 |
0.111 |
4.6% |
2.264 |
| High |
2.536 |
2.582 |
0.046 |
1.8% |
2.512 |
| Low |
2.379 |
2.515 |
0.136 |
5.7% |
2.233 |
| Close |
2.509 |
2.576 |
0.067 |
2.7% |
2.422 |
| Range |
0.157 |
0.067 |
-0.090 |
-57.3% |
0.279 |
| ATR |
0.082 |
0.082 |
-0.001 |
-0.8% |
0.000 |
| Volume |
18,365 |
22,052 |
3,687 |
20.1% |
114,537 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.759 |
2.734 |
2.613 |
|
| R3 |
2.692 |
2.667 |
2.594 |
|
| R2 |
2.625 |
2.625 |
2.588 |
|
| R1 |
2.600 |
2.600 |
2.582 |
2.613 |
| PP |
2.558 |
2.558 |
2.558 |
2.564 |
| S1 |
2.533 |
2.533 |
2.570 |
2.546 |
| S2 |
2.491 |
2.491 |
2.564 |
|
| S3 |
2.424 |
2.466 |
2.558 |
|
| S4 |
2.357 |
2.399 |
2.539 |
|
|
| 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 |
2.582 |
2.279 |
0.303 |
11.8% |
0.116 |
4.5% |
98% |
True |
False |
21,278 |
| 10 |
2.582 |
2.222 |
0.360 |
14.0% |
0.084 |
3.2% |
98% |
True |
False |
20,137 |
| 20 |
2.582 |
2.222 |
0.360 |
14.0% |
0.072 |
2.8% |
98% |
True |
False |
19,382 |
| 40 |
2.785 |
2.222 |
0.563 |
21.9% |
0.073 |
2.8% |
63% |
False |
False |
15,639 |
| 60 |
3.143 |
2.222 |
0.921 |
35.8% |
0.083 |
3.2% |
38% |
False |
False |
14,171 |
| 80 |
3.356 |
2.222 |
1.134 |
44.0% |
0.097 |
3.8% |
31% |
False |
False |
12,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.867 |
|
2.618 |
2.757 |
|
1.618 |
2.690 |
|
1.000 |
2.649 |
|
0.618 |
2.623 |
|
HIGH |
2.582 |
|
0.618 |
2.556 |
|
0.500 |
2.549 |
|
0.382 |
2.541 |
|
LOW |
2.515 |
|
0.618 |
2.474 |
|
1.000 |
2.448 |
|
1.618 |
2.407 |
|
2.618 |
2.340 |
|
4.250 |
2.230 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.567 |
2.540 |
| PP |
2.558 |
2.503 |
| S1 |
2.549 |
2.467 |
|