NYMEX Natural Gas Future October 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 |
2.515 |
2.643 |
0.128 |
5.1% |
2.348 |
| High |
2.628 |
2.670 |
0.042 |
1.6% |
2.594 |
| Low |
2.473 |
2.599 |
0.126 |
5.1% |
2.314 |
| Close |
2.600 |
2.660 |
0.060 |
2.3% |
2.515 |
| Range |
0.155 |
0.071 |
-0.084 |
-54.2% |
0.280 |
| ATR |
0.082 |
0.081 |
-0.001 |
-1.0% |
0.000 |
| Volume |
20,707 |
25,646 |
4,939 |
23.9% |
170,847 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.856 |
2.829 |
2.699 |
|
| R3 |
2.785 |
2.758 |
2.680 |
|
| R2 |
2.714 |
2.714 |
2.673 |
|
| R1 |
2.687 |
2.687 |
2.667 |
2.701 |
| PP |
2.643 |
2.643 |
2.643 |
2.650 |
| S1 |
2.616 |
2.616 |
2.653 |
2.630 |
| S2 |
2.572 |
2.572 |
2.647 |
|
| S3 |
2.501 |
2.545 |
2.640 |
|
| S4 |
2.430 |
2.474 |
2.621 |
|
|
| 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 |
2.670 |
2.366 |
0.304 |
11.4% |
0.114 |
4.3% |
97% |
True |
False |
30,165 |
| 10 |
2.670 |
2.300 |
0.370 |
13.9% |
0.082 |
3.1% |
97% |
True |
False |
28,505 |
| 20 |
2.670 |
2.300 |
0.370 |
13.9% |
0.071 |
2.7% |
97% |
True |
False |
25,909 |
| 40 |
2.852 |
2.300 |
0.552 |
20.8% |
0.075 |
2.8% |
65% |
False |
False |
23,204 |
| 60 |
3.198 |
2.300 |
0.898 |
33.8% |
0.086 |
3.2% |
40% |
False |
False |
23,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.972 |
|
2.618 |
2.856 |
|
1.618 |
2.785 |
|
1.000 |
2.741 |
|
0.618 |
2.714 |
|
HIGH |
2.670 |
|
0.618 |
2.643 |
|
0.500 |
2.635 |
|
0.382 |
2.626 |
|
LOW |
2.599 |
|
0.618 |
2.555 |
|
1.000 |
2.528 |
|
1.618 |
2.484 |
|
2.618 |
2.413 |
|
4.250 |
2.297 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.652 |
2.627 |
| PP |
2.643 |
2.593 |
| S1 |
2.635 |
2.560 |
|