NYMEX Natural Gas Future May 2013
Trading Metrics calculated at close of trading on 05-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
3.400 |
3.399 |
-0.001 |
0.0% |
3.414 |
High |
3.421 |
3.399 |
-0.022 |
-0.6% |
3.438 |
Low |
3.389 |
3.342 |
-0.047 |
-1.4% |
3.306 |
Close |
3.396 |
3.342 |
-0.054 |
-1.6% |
3.358 |
Range |
0.032 |
0.057 |
0.025 |
78.1% |
0.132 |
ATR |
0.060 |
0.060 |
0.000 |
-0.3% |
0.000 |
Volume |
1,079 |
994 |
-85 |
-7.9% |
2,367 |
|
Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.532 |
3.494 |
3.373 |
|
R3 |
3.475 |
3.437 |
3.358 |
|
R2 |
3.418 |
3.418 |
3.352 |
|
R1 |
3.380 |
3.380 |
3.347 |
3.371 |
PP |
3.361 |
3.361 |
3.361 |
3.356 |
S1 |
3.323 |
3.323 |
3.337 |
3.314 |
S2 |
3.304 |
3.304 |
3.332 |
|
S3 |
3.247 |
3.266 |
3.326 |
|
S4 |
3.190 |
3.209 |
3.311 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.763 |
3.693 |
3.431 |
|
R3 |
3.631 |
3.561 |
3.394 |
|
R2 |
3.499 |
3.499 |
3.382 |
|
R1 |
3.429 |
3.429 |
3.370 |
3.398 |
PP |
3.367 |
3.367 |
3.367 |
3.352 |
S1 |
3.297 |
3.297 |
3.346 |
3.266 |
S2 |
3.235 |
3.235 |
3.334 |
|
S3 |
3.103 |
3.165 |
3.322 |
|
S4 |
2.971 |
3.033 |
3.285 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.443 |
3.310 |
0.133 |
4.0% |
0.049 |
1.5% |
24% |
False |
False |
976 |
10 |
3.466 |
3.306 |
0.160 |
4.8% |
0.043 |
1.3% |
23% |
False |
False |
667 |
20 |
3.526 |
3.301 |
0.225 |
6.7% |
0.049 |
1.5% |
18% |
False |
False |
522 |
40 |
3.750 |
3.275 |
0.475 |
14.2% |
0.051 |
1.5% |
14% |
False |
False |
616 |
60 |
3.750 |
3.267 |
0.483 |
14.5% |
0.063 |
1.9% |
16% |
False |
False |
681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.641 |
2.618 |
3.548 |
1.618 |
3.491 |
1.000 |
3.456 |
0.618 |
3.434 |
HIGH |
3.399 |
0.618 |
3.377 |
0.500 |
3.371 |
0.382 |
3.364 |
LOW |
3.342 |
0.618 |
3.307 |
1.000 |
3.285 |
1.618 |
3.250 |
2.618 |
3.193 |
4.250 |
3.100 |
|
|
Fisher Pivots for day following 05-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
3.371 |
3.393 |
PP |
3.361 |
3.376 |
S1 |
3.352 |
3.359 |
|