NYMEX Natural Gas Future May 2013
Trading Metrics calculated at close of trading on 26-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
3.165 |
3.225 |
0.060 |
1.9% |
3.220 |
High |
3.224 |
3.298 |
0.074 |
2.3% |
3.246 |
Low |
3.155 |
3.216 |
0.061 |
1.9% |
3.106 |
Close |
3.217 |
3.232 |
0.015 |
0.5% |
3.114 |
Range |
0.069 |
0.082 |
0.013 |
18.8% |
0.140 |
ATR |
0.051 |
0.053 |
0.002 |
4.4% |
0.000 |
Volume |
919 |
1,292 |
373 |
40.6% |
3,193 |
|
Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.495 |
3.445 |
3.277 |
|
R3 |
3.413 |
3.363 |
3.255 |
|
R2 |
3.331 |
3.331 |
3.247 |
|
R1 |
3.281 |
3.281 |
3.240 |
3.306 |
PP |
3.249 |
3.249 |
3.249 |
3.261 |
S1 |
3.199 |
3.199 |
3.224 |
3.224 |
S2 |
3.167 |
3.167 |
3.217 |
|
S3 |
3.085 |
3.117 |
3.209 |
|
S4 |
3.003 |
3.035 |
3.187 |
|
|
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 |
3.298 |
3.072 |
0.226 |
7.0% |
0.055 |
1.7% |
71% |
True |
False |
990 |
10 |
3.298 |
3.072 |
0.226 |
7.0% |
0.042 |
1.3% |
71% |
True |
False |
852 |
20 |
3.443 |
3.072 |
0.371 |
11.5% |
0.046 |
1.4% |
43% |
False |
False |
853 |
40 |
3.526 |
3.072 |
0.454 |
14.0% |
0.046 |
1.4% |
35% |
False |
False |
620 |
60 |
3.750 |
3.072 |
0.678 |
21.0% |
0.054 |
1.7% |
24% |
False |
False |
643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.647 |
2.618 |
3.513 |
1.618 |
3.431 |
1.000 |
3.380 |
0.618 |
3.349 |
HIGH |
3.298 |
0.618 |
3.267 |
0.500 |
3.257 |
0.382 |
3.247 |
LOW |
3.216 |
0.618 |
3.165 |
1.000 |
3.134 |
1.618 |
3.083 |
2.618 |
3.001 |
4.250 |
2.868 |
|
|
Fisher Pivots for day following 26-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
3.257 |
3.225 |
PP |
3.249 |
3.218 |
S1 |
3.240 |
3.211 |
|