NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
3.358 |
3.409 |
0.051 |
1.5% |
3.076 |
| High |
3.397 |
3.409 |
0.012 |
0.4% |
3.298 |
| Low |
3.346 |
3.329 |
-0.017 |
-0.5% |
3.072 |
| Close |
3.392 |
3.330 |
-0.062 |
-1.8% |
3.287 |
| Range |
0.051 |
0.080 |
0.029 |
56.9% |
0.226 |
| ATR |
0.057 |
0.059 |
0.002 |
2.9% |
0.000 |
| Volume |
1,012 |
745 |
-267 |
-26.4% |
5,211 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.596 |
3.543 |
3.374 |
|
| R3 |
3.516 |
3.463 |
3.352 |
|
| R2 |
3.436 |
3.436 |
3.345 |
|
| R1 |
3.383 |
3.383 |
3.337 |
3.370 |
| PP |
3.356 |
3.356 |
3.356 |
3.349 |
| S1 |
3.303 |
3.303 |
3.323 |
3.290 |
| S2 |
3.276 |
3.276 |
3.315 |
|
| S3 |
3.196 |
3.223 |
3.308 |
|
| S4 |
3.116 |
3.143 |
3.286 |
|
|
| 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 |
3.409 |
3.216 |
0.193 |
5.8% |
0.074 |
2.2% |
59% |
True |
False |
943 |
| 10 |
3.409 |
3.072 |
0.337 |
10.1% |
0.062 |
1.9% |
77% |
True |
False |
873 |
| 20 |
3.421 |
3.072 |
0.349 |
10.5% |
0.049 |
1.5% |
74% |
False |
False |
854 |
| 40 |
3.526 |
3.072 |
0.454 |
13.6% |
0.049 |
1.5% |
57% |
False |
False |
666 |
| 60 |
3.750 |
3.072 |
0.678 |
20.4% |
0.052 |
1.6% |
38% |
False |
False |
674 |
| 80 |
3.851 |
3.072 |
0.779 |
23.4% |
0.059 |
1.8% |
33% |
False |
False |
701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.749 |
|
2.618 |
3.618 |
|
1.618 |
3.538 |
|
1.000 |
3.489 |
|
0.618 |
3.458 |
|
HIGH |
3.409 |
|
0.618 |
3.378 |
|
0.500 |
3.369 |
|
0.382 |
3.360 |
|
LOW |
3.329 |
|
0.618 |
3.280 |
|
1.000 |
3.249 |
|
1.618 |
3.200 |
|
2.618 |
3.120 |
|
4.250 |
2.989 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.369 |
3.334 |
| PP |
3.356 |
3.333 |
| S1 |
3.343 |
3.331 |
|