NYMEX Natural Gas Future October 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 |
2.643 |
2.646 |
0.003 |
0.1% |
2.348 |
| High |
2.670 |
2.670 |
0.000 |
0.0% |
2.594 |
| Low |
2.599 |
2.550 |
-0.049 |
-1.9% |
2.314 |
| Close |
2.660 |
2.565 |
-0.095 |
-3.6% |
2.515 |
| Range |
0.071 |
0.120 |
0.049 |
69.0% |
0.280 |
| ATR |
0.081 |
0.084 |
0.003 |
3.4% |
0.000 |
| Volume |
25,646 |
37,189 |
11,543 |
45.0% |
170,847 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.955 |
2.880 |
2.631 |
|
| R3 |
2.835 |
2.760 |
2.598 |
|
| R2 |
2.715 |
2.715 |
2.587 |
|
| R1 |
2.640 |
2.640 |
2.576 |
2.618 |
| PP |
2.595 |
2.595 |
2.595 |
2.584 |
| S1 |
2.520 |
2.520 |
2.554 |
2.498 |
| S2 |
2.475 |
2.475 |
2.543 |
|
| S3 |
2.355 |
2.400 |
2.532 |
|
| S4 |
2.235 |
2.280 |
2.499 |
|
|
| 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 |
2.450 |
0.220 |
8.6% |
0.112 |
4.4% |
52% |
True |
False |
32,378 |
| 10 |
2.670 |
2.300 |
0.370 |
14.4% |
0.091 |
3.5% |
72% |
True |
False |
30,253 |
| 20 |
2.670 |
2.300 |
0.370 |
14.4% |
0.074 |
2.9% |
72% |
True |
False |
26,633 |
| 40 |
2.852 |
2.300 |
0.552 |
21.5% |
0.076 |
3.0% |
48% |
False |
False |
23,718 |
| 60 |
3.198 |
2.300 |
0.898 |
35.0% |
0.086 |
3.3% |
30% |
False |
False |
23,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.180 |
|
2.618 |
2.984 |
|
1.618 |
2.864 |
|
1.000 |
2.790 |
|
0.618 |
2.744 |
|
HIGH |
2.670 |
|
0.618 |
2.624 |
|
0.500 |
2.610 |
|
0.382 |
2.596 |
|
LOW |
2.550 |
|
0.618 |
2.476 |
|
1.000 |
2.430 |
|
1.618 |
2.356 |
|
2.618 |
2.236 |
|
4.250 |
2.040 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.610 |
2.572 |
| PP |
2.595 |
2.569 |
| S1 |
2.580 |
2.567 |
|