NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.620 |
2.578 |
-0.042 |
-1.6% |
2.515 |
| High |
2.675 |
2.652 |
-0.023 |
-0.9% |
2.675 |
| Low |
2.565 |
2.577 |
0.012 |
0.5% |
2.473 |
| Close |
2.578 |
2.631 |
0.053 |
2.1% |
2.578 |
| Range |
0.110 |
0.075 |
-0.035 |
-31.8% |
0.202 |
| ATR |
0.087 |
0.086 |
-0.001 |
-1.0% |
0.000 |
| Volume |
29,985 |
22,733 |
-7,252 |
-24.2% |
144,344 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.845 |
2.813 |
2.672 |
|
| R3 |
2.770 |
2.738 |
2.652 |
|
| R2 |
2.695 |
2.695 |
2.645 |
|
| R1 |
2.663 |
2.663 |
2.638 |
2.679 |
| PP |
2.620 |
2.620 |
2.620 |
2.628 |
| S1 |
2.588 |
2.588 |
2.624 |
2.604 |
| S2 |
2.545 |
2.545 |
2.617 |
|
| S3 |
2.470 |
2.513 |
2.610 |
|
| S4 |
2.395 |
2.438 |
2.590 |
|
|
| 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 |
2.550 |
0.125 |
4.8% |
0.093 |
3.5% |
65% |
False |
False |
29,274 |
| 10 |
2.675 |
2.366 |
0.309 |
11.7% |
0.100 |
3.8% |
86% |
False |
False |
31,870 |
| 20 |
2.675 |
2.300 |
0.375 |
14.3% |
0.077 |
2.9% |
88% |
False |
False |
27,610 |
| 40 |
2.852 |
2.300 |
0.552 |
21.0% |
0.078 |
3.0% |
60% |
False |
False |
23,838 |
| 60 |
3.198 |
2.300 |
0.898 |
34.1% |
0.083 |
3.2% |
37% |
False |
False |
23,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.971 |
|
2.618 |
2.848 |
|
1.618 |
2.773 |
|
1.000 |
2.727 |
|
0.618 |
2.698 |
|
HIGH |
2.652 |
|
0.618 |
2.623 |
|
0.500 |
2.615 |
|
0.382 |
2.606 |
|
LOW |
2.577 |
|
0.618 |
2.531 |
|
1.000 |
2.502 |
|
1.618 |
2.456 |
|
2.618 |
2.381 |
|
4.250 |
2.258 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.626 |
2.627 |
| PP |
2.620 |
2.624 |
| S1 |
2.615 |
2.620 |
|