NYMEX Natural Gas Future September 2012
Trading Metrics calculated at close of trading on 04-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
Open |
2.483 |
2.553 |
0.070 |
2.8% |
2.420 |
High |
2.581 |
2.587 |
0.006 |
0.2% |
2.587 |
Low |
2.483 |
2.475 |
-0.008 |
-0.3% |
2.379 |
Close |
2.543 |
2.490 |
-0.053 |
-2.1% |
2.490 |
Range |
0.098 |
0.112 |
0.014 |
14.3% |
0.208 |
ATR |
0.086 |
0.088 |
0.002 |
2.1% |
0.000 |
Volume |
37,294 |
32,340 |
-4,954 |
-13.3% |
146,402 |
|
Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.853 |
2.784 |
2.552 |
|
R3 |
2.741 |
2.672 |
2.521 |
|
R2 |
2.629 |
2.629 |
2.511 |
|
R1 |
2.560 |
2.560 |
2.500 |
2.539 |
PP |
2.517 |
2.517 |
2.517 |
2.507 |
S1 |
2.448 |
2.448 |
2.480 |
2.427 |
S2 |
2.405 |
2.405 |
2.469 |
|
S3 |
2.293 |
2.336 |
2.459 |
|
S4 |
2.181 |
2.224 |
2.428 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.109 |
3.008 |
2.604 |
|
R3 |
2.901 |
2.800 |
2.547 |
|
R2 |
2.693 |
2.693 |
2.528 |
|
R1 |
2.592 |
2.592 |
2.509 |
2.643 |
PP |
2.485 |
2.485 |
2.485 |
2.511 |
S1 |
2.384 |
2.384 |
2.471 |
2.435 |
S2 |
2.277 |
2.277 |
2.452 |
|
S3 |
2.069 |
2.176 |
2.433 |
|
S4 |
1.861 |
1.968 |
2.376 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.587 |
2.379 |
0.208 |
8.4% |
0.112 |
4.5% |
53% |
True |
False |
29,280 |
10 |
2.587 |
2.233 |
0.354 |
14.2% |
0.105 |
4.2% |
73% |
True |
False |
26,093 |
20 |
2.587 |
2.222 |
0.365 |
14.7% |
0.079 |
3.2% |
73% |
True |
False |
22,582 |
40 |
2.785 |
2.222 |
0.563 |
22.6% |
0.077 |
3.1% |
48% |
False |
False |
17,298 |
60 |
3.143 |
2.222 |
0.921 |
37.0% |
0.083 |
3.3% |
29% |
False |
False |
15,274 |
80 |
3.235 |
2.222 |
1.013 |
40.7% |
0.098 |
3.9% |
26% |
False |
False |
14,119 |
100 |
3.568 |
2.222 |
1.346 |
54.1% |
0.094 |
3.8% |
20% |
False |
False |
11,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.063 |
2.618 |
2.880 |
1.618 |
2.768 |
1.000 |
2.699 |
0.618 |
2.656 |
HIGH |
2.587 |
0.618 |
2.544 |
0.500 |
2.531 |
0.382 |
2.518 |
LOW |
2.475 |
0.618 |
2.406 |
1.000 |
2.363 |
1.618 |
2.294 |
2.618 |
2.182 |
4.250 |
1.999 |
|
|
Fisher Pivots for day following 04-May-2012 |
Pivot |
1 day |
3 day |
R1 |
2.531 |
2.523 |
PP |
2.517 |
2.512 |
S1 |
2.504 |
2.501 |
|