NYMEX Natural Gas Future May 2013
Trading Metrics calculated at close of trading on 30-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
3.238 |
3.288 |
0.050 |
1.5% |
3.076 |
High |
3.290 |
3.365 |
0.075 |
2.3% |
3.298 |
Low |
3.238 |
3.259 |
0.021 |
0.6% |
3.072 |
Close |
3.287 |
3.342 |
0.055 |
1.7% |
3.287 |
Range |
0.052 |
0.106 |
0.054 |
103.8% |
0.226 |
ATR |
0.053 |
0.057 |
0.004 |
7.1% |
0.000 |
Volume |
1,129 |
539 |
-590 |
-52.3% |
5,211 |
|
Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.640 |
3.597 |
3.400 |
|
R3 |
3.534 |
3.491 |
3.371 |
|
R2 |
3.428 |
3.428 |
3.361 |
|
R1 |
3.385 |
3.385 |
3.352 |
3.407 |
PP |
3.322 |
3.322 |
3.322 |
3.333 |
S1 |
3.279 |
3.279 |
3.332 |
3.301 |
S2 |
3.216 |
3.216 |
3.323 |
|
S3 |
3.110 |
3.173 |
3.313 |
|
S4 |
3.004 |
3.067 |
3.284 |
|
|
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 |
3.365 |
3.124 |
0.241 |
7.2% |
0.073 |
2.2% |
90% |
True |
False |
981 |
10 |
3.365 |
3.072 |
0.293 |
8.8% |
0.053 |
1.6% |
92% |
True |
False |
843 |
20 |
3.443 |
3.072 |
0.371 |
11.1% |
0.048 |
1.4% |
73% |
False |
False |
858 |
40 |
3.526 |
3.072 |
0.454 |
13.6% |
0.048 |
1.4% |
59% |
False |
False |
647 |
60 |
3.750 |
3.072 |
0.678 |
20.3% |
0.053 |
1.6% |
40% |
False |
False |
658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.816 |
2.618 |
3.643 |
1.618 |
3.537 |
1.000 |
3.471 |
0.618 |
3.431 |
HIGH |
3.365 |
0.618 |
3.325 |
0.500 |
3.312 |
0.382 |
3.299 |
LOW |
3.259 |
0.618 |
3.193 |
1.000 |
3.153 |
1.618 |
3.087 |
2.618 |
2.981 |
4.250 |
2.809 |
|
|
Fisher Pivots for day following 30-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
3.332 |
3.325 |
PP |
3.322 |
3.308 |
S1 |
3.312 |
3.291 |
|