NYMEX Natural Gas Future October 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 |
2.461 |
2.515 |
0.054 |
2.2% |
2.348 |
| High |
2.523 |
2.628 |
0.105 |
4.2% |
2.594 |
| Low |
2.450 |
2.473 |
0.023 |
0.9% |
2.314 |
| Close |
2.515 |
2.600 |
0.085 |
3.4% |
2.515 |
| Range |
0.073 |
0.155 |
0.082 |
112.3% |
0.280 |
| ATR |
0.076 |
0.082 |
0.006 |
7.3% |
0.000 |
| Volume |
44,701 |
20,707 |
-23,994 |
-53.7% |
170,847 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.032 |
2.971 |
2.685 |
|
| R3 |
2.877 |
2.816 |
2.643 |
|
| R2 |
2.722 |
2.722 |
2.628 |
|
| R1 |
2.661 |
2.661 |
2.614 |
2.692 |
| PP |
2.567 |
2.567 |
2.567 |
2.582 |
| S1 |
2.506 |
2.506 |
2.586 |
2.537 |
| S2 |
2.412 |
2.412 |
2.572 |
|
| S3 |
2.257 |
2.351 |
2.557 |
|
| S4 |
2.102 |
2.196 |
2.515 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.314 |
3.195 |
2.669 |
|
| R3 |
3.034 |
2.915 |
2.592 |
|
| R2 |
2.754 |
2.754 |
2.566 |
|
| R1 |
2.635 |
2.635 |
2.541 |
2.695 |
| PP |
2.474 |
2.474 |
2.474 |
2.504 |
| S1 |
2.355 |
2.355 |
2.489 |
2.415 |
| S2 |
2.194 |
2.194 |
2.464 |
|
| S3 |
1.914 |
2.075 |
2.438 |
|
| S4 |
1.634 |
1.795 |
2.361 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.628 |
2.366 |
0.262 |
10.1% |
0.108 |
4.1% |
89% |
True |
False |
34,466 |
| 10 |
2.628 |
2.300 |
0.328 |
12.6% |
0.080 |
3.1% |
91% |
True |
False |
27,955 |
| 20 |
2.663 |
2.300 |
0.363 |
14.0% |
0.072 |
2.8% |
83% |
False |
False |
26,014 |
| 40 |
2.852 |
2.300 |
0.552 |
21.2% |
0.075 |
2.9% |
54% |
False |
False |
23,028 |
| 60 |
3.198 |
2.300 |
0.898 |
34.5% |
0.087 |
3.3% |
33% |
False |
False |
23,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.287 |
|
2.618 |
3.034 |
|
1.618 |
2.879 |
|
1.000 |
2.783 |
|
0.618 |
2.724 |
|
HIGH |
2.628 |
|
0.618 |
2.569 |
|
0.500 |
2.551 |
|
0.382 |
2.532 |
|
LOW |
2.473 |
|
0.618 |
2.377 |
|
1.000 |
2.318 |
|
1.618 |
2.222 |
|
2.618 |
2.067 |
|
4.250 |
1.814 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.584 |
2.580 |
| PP |
2.567 |
2.559 |
| S1 |
2.551 |
2.539 |
|