NYMEX Natural Gas Future May 2013
Trading Metrics calculated at close of trading on 24-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
3.076 |
3.124 |
0.048 |
1.6% |
3.220 |
High |
3.125 |
3.179 |
0.054 |
1.7% |
3.246 |
Low |
3.072 |
3.124 |
0.052 |
1.7% |
3.106 |
Close |
3.125 |
3.154 |
0.029 |
0.9% |
3.114 |
Range |
0.053 |
0.055 |
0.002 |
3.8% |
0.140 |
ATR |
0.049 |
0.049 |
0.000 |
0.9% |
0.000 |
Volume |
844 |
1,027 |
183 |
21.7% |
3,193 |
|
Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.317 |
3.291 |
3.184 |
|
R3 |
3.262 |
3.236 |
3.169 |
|
R2 |
3.207 |
3.207 |
3.164 |
|
R1 |
3.181 |
3.181 |
3.159 |
3.194 |
PP |
3.152 |
3.152 |
3.152 |
3.159 |
S1 |
3.126 |
3.126 |
3.149 |
3.139 |
S2 |
3.097 |
3.097 |
3.144 |
|
S3 |
3.042 |
3.071 |
3.139 |
|
S4 |
2.987 |
3.016 |
3.124 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.575 |
3.485 |
3.191 |
|
R3 |
3.435 |
3.345 |
3.153 |
|
R2 |
3.295 |
3.295 |
3.140 |
|
R1 |
3.205 |
3.205 |
3.127 |
3.180 |
PP |
3.155 |
3.155 |
3.155 |
3.143 |
S1 |
3.065 |
3.065 |
3.101 |
3.040 |
S2 |
3.015 |
3.015 |
3.088 |
|
S3 |
2.875 |
2.925 |
3.076 |
|
S4 |
2.735 |
2.785 |
3.037 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.196 |
3.072 |
0.124 |
3.9% |
0.040 |
1.3% |
66% |
False |
False |
749 |
10 |
3.332 |
3.072 |
0.260 |
8.2% |
0.038 |
1.2% |
32% |
False |
False |
834 |
20 |
3.443 |
3.072 |
0.371 |
11.8% |
0.042 |
1.3% |
22% |
False |
False |
780 |
40 |
3.581 |
3.072 |
0.509 |
16.1% |
0.047 |
1.5% |
16% |
False |
False |
618 |
60 |
3.750 |
3.072 |
0.678 |
21.5% |
0.053 |
1.7% |
12% |
False |
False |
616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.413 |
2.618 |
3.323 |
1.618 |
3.268 |
1.000 |
3.234 |
0.618 |
3.213 |
HIGH |
3.179 |
0.618 |
3.158 |
0.500 |
3.152 |
0.382 |
3.145 |
LOW |
3.124 |
0.618 |
3.090 |
1.000 |
3.069 |
1.618 |
3.035 |
2.618 |
2.980 |
4.250 |
2.890 |
|
|
Fisher Pivots for day following 24-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
3.153 |
3.145 |
PP |
3.152 |
3.135 |
S1 |
3.152 |
3.126 |
|