NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.646 |
2.582 |
-0.064 |
-2.4% |
2.348 |
| High |
2.670 |
2.668 |
-0.002 |
-0.1% |
2.594 |
| Low |
2.550 |
2.578 |
0.028 |
1.1% |
2.314 |
| Close |
2.565 |
2.632 |
0.067 |
2.6% |
2.515 |
| Range |
0.120 |
0.090 |
-0.030 |
-25.0% |
0.280 |
| ATR |
0.084 |
0.085 |
0.001 |
1.6% |
0.000 |
| Volume |
37,189 |
30,817 |
-6,372 |
-17.1% |
170,847 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.896 |
2.854 |
2.682 |
|
| R3 |
2.806 |
2.764 |
2.657 |
|
| R2 |
2.716 |
2.716 |
2.649 |
|
| R1 |
2.674 |
2.674 |
2.640 |
2.695 |
| PP |
2.626 |
2.626 |
2.626 |
2.637 |
| S1 |
2.584 |
2.584 |
2.624 |
2.605 |
| S2 |
2.536 |
2.536 |
2.616 |
|
| S3 |
2.446 |
2.494 |
2.607 |
|
| S4 |
2.356 |
2.404 |
2.583 |
|
|
| 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 |
8.4% |
0.102 |
3.9% |
83% |
False |
False |
31,812 |
| 10 |
2.670 |
2.300 |
0.370 |
14.1% |
0.094 |
3.6% |
90% |
False |
False |
30,686 |
| 20 |
2.670 |
2.300 |
0.370 |
14.1% |
0.076 |
2.9% |
90% |
False |
False |
27,126 |
| 40 |
2.852 |
2.300 |
0.552 |
21.0% |
0.077 |
2.9% |
60% |
False |
False |
23,792 |
| 60 |
3.198 |
2.300 |
0.898 |
34.1% |
0.084 |
3.2% |
37% |
False |
False |
23,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.051 |
|
2.618 |
2.904 |
|
1.618 |
2.814 |
|
1.000 |
2.758 |
|
0.618 |
2.724 |
|
HIGH |
2.668 |
|
0.618 |
2.634 |
|
0.500 |
2.623 |
|
0.382 |
2.612 |
|
LOW |
2.578 |
|
0.618 |
2.522 |
|
1.000 |
2.488 |
|
1.618 |
2.432 |
|
2.618 |
2.342 |
|
4.250 |
2.196 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.629 |
2.625 |
| PP |
2.626 |
2.617 |
| S1 |
2.623 |
2.610 |
|