NYMEX Natural Gas Future October 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 |
2.582 |
2.620 |
0.038 |
1.5% |
2.515 |
| High |
2.668 |
2.675 |
0.007 |
0.3% |
2.675 |
| Low |
2.578 |
2.565 |
-0.013 |
-0.5% |
2.473 |
| Close |
2.632 |
2.578 |
-0.054 |
-2.1% |
2.578 |
| Range |
0.090 |
0.110 |
0.020 |
22.2% |
0.202 |
| ATR |
0.085 |
0.087 |
0.002 |
2.1% |
0.000 |
| Volume |
30,817 |
29,985 |
-832 |
-2.7% |
144,344 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.936 |
2.867 |
2.639 |
|
| R3 |
2.826 |
2.757 |
2.608 |
|
| R2 |
2.716 |
2.716 |
2.598 |
|
| R1 |
2.647 |
2.647 |
2.588 |
2.627 |
| PP |
2.606 |
2.606 |
2.606 |
2.596 |
| S1 |
2.537 |
2.537 |
2.568 |
2.517 |
| S2 |
2.496 |
2.496 |
2.558 |
|
| S3 |
2.386 |
2.427 |
2.548 |
|
| S4 |
2.276 |
2.317 |
2.518 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.181 |
3.082 |
2.689 |
|
| R3 |
2.979 |
2.880 |
2.634 |
|
| R2 |
2.777 |
2.777 |
2.615 |
|
| R1 |
2.678 |
2.678 |
2.597 |
2.728 |
| PP |
2.575 |
2.575 |
2.575 |
2.600 |
| S1 |
2.476 |
2.476 |
2.559 |
2.526 |
| S2 |
2.373 |
2.373 |
2.541 |
|
| S3 |
2.171 |
2.274 |
2.522 |
|
| S4 |
1.969 |
2.072 |
2.467 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.675 |
2.473 |
0.202 |
7.8% |
0.109 |
4.2% |
52% |
True |
False |
28,868 |
| 10 |
2.675 |
2.314 |
0.361 |
14.0% |
0.102 |
3.9% |
73% |
True |
False |
31,519 |
| 20 |
2.675 |
2.300 |
0.375 |
14.5% |
0.077 |
3.0% |
74% |
True |
False |
27,921 |
| 40 |
2.852 |
2.300 |
0.552 |
21.4% |
0.078 |
3.0% |
50% |
False |
False |
23,940 |
| 60 |
3.198 |
2.300 |
0.898 |
34.8% |
0.085 |
3.3% |
31% |
False |
False |
23,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.143 |
|
2.618 |
2.963 |
|
1.618 |
2.853 |
|
1.000 |
2.785 |
|
0.618 |
2.743 |
|
HIGH |
2.675 |
|
0.618 |
2.633 |
|
0.500 |
2.620 |
|
0.382 |
2.607 |
|
LOW |
2.565 |
|
0.618 |
2.497 |
|
1.000 |
2.455 |
|
1.618 |
2.387 |
|
2.618 |
2.277 |
|
4.250 |
2.098 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.620 |
2.613 |
| PP |
2.606 |
2.601 |
| S1 |
2.592 |
2.590 |
|