NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.904 |
1.937 |
0.033 |
1.7% |
1.986 |
| High |
1.935 |
2.022 |
0.087 |
4.5% |
2.030 |
| Low |
1.902 |
1.921 |
0.019 |
1.0% |
1.902 |
| Close |
1.927 |
2.007 |
0.080 |
4.2% |
1.927 |
| Range |
0.033 |
0.101 |
0.068 |
206.1% |
0.128 |
| ATR |
0.077 |
0.079 |
0.002 |
2.2% |
0.000 |
| Volume |
72,169 |
129,315 |
57,146 |
79.2% |
483,346 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.286 |
2.248 |
2.063 |
|
| R3 |
2.185 |
2.147 |
2.035 |
|
| R2 |
2.084 |
2.084 |
2.026 |
|
| R1 |
2.046 |
2.046 |
2.016 |
2.065 |
| PP |
1.983 |
1.983 |
1.983 |
1.993 |
| S1 |
1.945 |
1.945 |
1.998 |
1.964 |
| S2 |
1.882 |
1.882 |
1.988 |
|
| S3 |
1.781 |
1.844 |
1.979 |
|
| S4 |
1.680 |
1.743 |
1.951 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.337 |
2.260 |
1.997 |
|
| R3 |
2.209 |
2.132 |
1.962 |
|
| R2 |
2.081 |
2.081 |
1.950 |
|
| R1 |
2.004 |
2.004 |
1.939 |
1.979 |
| PP |
1.953 |
1.953 |
1.953 |
1.940 |
| S1 |
1.876 |
1.876 |
1.915 |
1.851 |
| S2 |
1.825 |
1.825 |
1.904 |
|
| S3 |
1.697 |
1.748 |
1.892 |
|
| S4 |
1.569 |
1.620 |
1.857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.022 |
1.902 |
0.120 |
6.0% |
0.064 |
3.2% |
88% |
True |
False |
99,254 |
| 10 |
2.126 |
1.902 |
0.224 |
11.2% |
0.069 |
3.4% |
47% |
False |
False |
116,756 |
| 20 |
2.419 |
1.902 |
0.517 |
25.8% |
0.076 |
3.8% |
20% |
False |
False |
113,923 |
| 40 |
2.849 |
1.902 |
0.947 |
47.2% |
0.083 |
4.2% |
11% |
False |
False |
83,970 |
| 60 |
3.015 |
1.902 |
1.113 |
55.5% |
0.100 |
5.0% |
9% |
False |
False |
75,149 |
| 80 |
3.312 |
1.902 |
1.410 |
70.3% |
0.108 |
5.4% |
7% |
False |
False |
63,416 |
| 100 |
3.777 |
1.902 |
1.875 |
93.4% |
0.103 |
5.1% |
6% |
False |
False |
52,763 |
| 120 |
4.080 |
1.902 |
2.178 |
108.5% |
0.101 |
5.0% |
5% |
False |
False |
45,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.451 |
|
2.618 |
2.286 |
|
1.618 |
2.185 |
|
1.000 |
2.123 |
|
0.618 |
2.084 |
|
HIGH |
2.022 |
|
0.618 |
1.983 |
|
0.500 |
1.972 |
|
0.382 |
1.960 |
|
LOW |
1.921 |
|
0.618 |
1.859 |
|
1.000 |
1.820 |
|
1.618 |
1.758 |
|
2.618 |
1.657 |
|
4.250 |
1.492 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.995 |
1.992 |
| PP |
1.983 |
1.977 |
| S1 |
1.972 |
1.962 |
|