NYMEX Natural Gas Future October 2012
Trading Metrics calculated at close of trading on 08-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
Open |
2.578 |
2.631 |
0.053 |
2.1% |
2.515 |
High |
2.652 |
2.733 |
0.081 |
3.1% |
2.675 |
Low |
2.577 |
2.582 |
0.005 |
0.2% |
2.473 |
Close |
2.631 |
2.678 |
0.047 |
1.8% |
2.578 |
Range |
0.075 |
0.151 |
0.076 |
101.3% |
0.202 |
ATR |
0.086 |
0.091 |
0.005 |
5.4% |
0.000 |
Volume |
22,733 |
25,270 |
2,537 |
11.2% |
144,344 |
|
Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.117 |
3.049 |
2.761 |
|
R3 |
2.966 |
2.898 |
2.720 |
|
R2 |
2.815 |
2.815 |
2.706 |
|
R1 |
2.747 |
2.747 |
2.692 |
2.781 |
PP |
2.664 |
2.664 |
2.664 |
2.682 |
S1 |
2.596 |
2.596 |
2.664 |
2.630 |
S2 |
2.513 |
2.513 |
2.650 |
|
S3 |
2.362 |
2.445 |
2.636 |
|
S4 |
2.211 |
2.294 |
2.595 |
|
|
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 |
2.733 |
2.550 |
0.183 |
6.8% |
0.109 |
4.1% |
70% |
True |
False |
29,198 |
10 |
2.733 |
2.366 |
0.367 |
13.7% |
0.112 |
4.2% |
85% |
True |
False |
29,682 |
20 |
2.733 |
2.300 |
0.433 |
16.2% |
0.082 |
3.1% |
87% |
True |
False |
27,905 |
40 |
2.852 |
2.300 |
0.552 |
20.6% |
0.080 |
3.0% |
68% |
False |
False |
23,989 |
60 |
3.198 |
2.300 |
0.898 |
33.5% |
0.085 |
3.2% |
42% |
False |
False |
23,790 |
80 |
3.210 |
2.300 |
0.910 |
34.0% |
0.101 |
3.8% |
42% |
False |
False |
24,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.375 |
2.618 |
3.128 |
1.618 |
2.977 |
1.000 |
2.884 |
0.618 |
2.826 |
HIGH |
2.733 |
0.618 |
2.675 |
0.500 |
2.658 |
0.382 |
2.640 |
LOW |
2.582 |
0.618 |
2.489 |
1.000 |
2.431 |
1.618 |
2.338 |
2.618 |
2.187 |
4.250 |
1.940 |
|
|
Fisher Pivots for day following 08-May-2012 |
Pivot |
1 day |
3 day |
R1 |
2.671 |
2.668 |
PP |
2.664 |
2.659 |
S1 |
2.658 |
2.649 |
|