NYMEX Natural Gas Future September 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 |
2.531 |
2.580 |
0.049 |
1.9% |
2.264 |
| High |
2.582 |
2.583 |
0.001 |
0.0% |
2.512 |
| Low |
2.515 |
2.458 |
-0.057 |
-2.3% |
2.233 |
| Close |
2.576 |
2.475 |
-0.101 |
-3.9% |
2.422 |
| Range |
0.067 |
0.125 |
0.058 |
86.6% |
0.279 |
| ATR |
0.082 |
0.085 |
0.003 |
3.8% |
0.000 |
| Volume |
22,052 |
36,351 |
14,299 |
64.8% |
114,537 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.880 |
2.803 |
2.544 |
|
| R3 |
2.755 |
2.678 |
2.509 |
|
| R2 |
2.630 |
2.630 |
2.498 |
|
| R1 |
2.553 |
2.553 |
2.486 |
2.529 |
| PP |
2.505 |
2.505 |
2.505 |
2.494 |
| S1 |
2.428 |
2.428 |
2.464 |
2.404 |
| S2 |
2.380 |
2.380 |
2.452 |
|
| S3 |
2.255 |
2.303 |
2.441 |
|
| S4 |
2.130 |
2.178 |
2.406 |
|
|
| 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 |
2.583 |
2.352 |
0.231 |
9.3% |
0.116 |
4.7% |
53% |
True |
False |
25,247 |
| 10 |
2.583 |
2.222 |
0.361 |
14.6% |
0.093 |
3.7% |
70% |
True |
False |
22,397 |
| 20 |
2.583 |
2.222 |
0.361 |
14.6% |
0.075 |
3.0% |
70% |
True |
False |
20,452 |
| 40 |
2.785 |
2.222 |
0.563 |
22.7% |
0.075 |
3.0% |
45% |
False |
False |
16,265 |
| 60 |
3.143 |
2.222 |
0.921 |
37.2% |
0.083 |
3.4% |
27% |
False |
False |
14,503 |
| 80 |
3.335 |
2.222 |
1.113 |
45.0% |
0.098 |
3.9% |
23% |
False |
False |
13,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.114 |
|
2.618 |
2.910 |
|
1.618 |
2.785 |
|
1.000 |
2.708 |
|
0.618 |
2.660 |
|
HIGH |
2.583 |
|
0.618 |
2.535 |
|
0.500 |
2.521 |
|
0.382 |
2.506 |
|
LOW |
2.458 |
|
0.618 |
2.381 |
|
1.000 |
2.333 |
|
1.618 |
2.256 |
|
2.618 |
2.131 |
|
4.250 |
1.927 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.521 |
2.481 |
| PP |
2.505 |
2.479 |
| S1 |
2.490 |
2.477 |
|