NYMEX Natural Gas Future May 2013
Trading Metrics calculated at close of trading on 27-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
3.225 |
3.238 |
0.013 |
0.4% |
3.076 |
High |
3.298 |
3.290 |
-0.008 |
-0.2% |
3.298 |
Low |
3.216 |
3.238 |
0.022 |
0.7% |
3.072 |
Close |
3.232 |
3.287 |
0.055 |
1.7% |
3.287 |
Range |
0.082 |
0.052 |
-0.030 |
-36.6% |
0.226 |
ATR |
0.053 |
0.053 |
0.000 |
0.7% |
0.000 |
Volume |
1,292 |
1,129 |
-163 |
-12.6% |
5,211 |
|
Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.428 |
3.409 |
3.316 |
|
R3 |
3.376 |
3.357 |
3.301 |
|
R2 |
3.324 |
3.324 |
3.297 |
|
R1 |
3.305 |
3.305 |
3.292 |
3.315 |
PP |
3.272 |
3.272 |
3.272 |
3.276 |
S1 |
3.253 |
3.253 |
3.282 |
3.263 |
S2 |
3.220 |
3.220 |
3.277 |
|
S3 |
3.168 |
3.201 |
3.273 |
|
S4 |
3.116 |
3.149 |
3.258 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.897 |
3.818 |
3.411 |
|
R3 |
3.671 |
3.592 |
3.349 |
|
R2 |
3.445 |
3.445 |
3.328 |
|
R1 |
3.366 |
3.366 |
3.308 |
3.406 |
PP |
3.219 |
3.219 |
3.219 |
3.239 |
S1 |
3.140 |
3.140 |
3.266 |
3.180 |
S2 |
2.993 |
2.993 |
3.246 |
|
S3 |
2.767 |
2.914 |
3.225 |
|
S4 |
2.541 |
2.688 |
3.163 |
|
|
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 |
6.9% |
0.062 |
1.9% |
95% |
False |
False |
1,042 |
10 |
3.298 |
3.072 |
0.226 |
6.9% |
0.045 |
1.4% |
95% |
False |
False |
840 |
20 |
3.443 |
3.072 |
0.371 |
11.3% |
0.045 |
1.4% |
58% |
False |
False |
880 |
40 |
3.526 |
3.072 |
0.454 |
13.8% |
0.046 |
1.4% |
47% |
False |
False |
645 |
60 |
3.750 |
3.072 |
0.678 |
20.6% |
0.053 |
1.6% |
32% |
False |
False |
656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.511 |
2.618 |
3.426 |
1.618 |
3.374 |
1.000 |
3.342 |
0.618 |
3.322 |
HIGH |
3.290 |
0.618 |
3.270 |
0.500 |
3.264 |
0.382 |
3.258 |
LOW |
3.238 |
0.618 |
3.206 |
1.000 |
3.186 |
1.618 |
3.154 |
2.618 |
3.102 |
4.250 |
3.017 |
|
|
Fisher Pivots for day following 27-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
3.279 |
3.267 |
PP |
3.272 |
3.247 |
S1 |
3.264 |
3.227 |
|