NYMEX Natural Gas Future May 2012
| 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 |
1.984 |
2.082 |
0.098 |
4.9% |
1.986 |
| High |
2.090 |
2.187 |
0.097 |
4.6% |
2.030 |
| Low |
1.971 |
1.999 |
0.028 |
1.4% |
1.902 |
| Close |
2.078 |
2.036 |
-0.042 |
-2.0% |
1.927 |
| Range |
0.119 |
0.188 |
0.069 |
58.0% |
0.128 |
| ATR |
0.080 |
0.088 |
0.008 |
9.6% |
0.000 |
| Volume |
57,338 |
13,804 |
-43,534 |
-75.9% |
483,346 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.638 |
2.525 |
2.139 |
|
| R3 |
2.450 |
2.337 |
2.088 |
|
| R2 |
2.262 |
2.262 |
2.070 |
|
| R1 |
2.149 |
2.149 |
2.053 |
2.112 |
| PP |
2.074 |
2.074 |
2.074 |
2.055 |
| S1 |
1.961 |
1.961 |
2.019 |
1.924 |
| S2 |
1.886 |
1.886 |
2.002 |
|
| S3 |
1.698 |
1.773 |
1.984 |
|
| S4 |
1.510 |
1.585 |
1.933 |
|
|
| 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 |
2.187 |
1.902 |
0.285 |
14.0% |
0.100 |
4.9% |
47% |
True |
False |
67,090 |
| 10 |
2.187 |
1.902 |
0.285 |
14.0% |
0.078 |
3.8% |
47% |
True |
False |
85,876 |
| 20 |
2.277 |
1.902 |
0.375 |
18.4% |
0.083 |
4.1% |
36% |
False |
False |
106,466 |
| 40 |
2.691 |
1.902 |
0.789 |
38.8% |
0.083 |
4.1% |
17% |
False |
False |
84,781 |
| 60 |
2.961 |
1.902 |
1.059 |
52.0% |
0.098 |
4.8% |
13% |
False |
False |
75,443 |
| 80 |
3.259 |
1.902 |
1.357 |
66.7% |
0.110 |
5.4% |
10% |
False |
False |
64,853 |
| 100 |
3.735 |
1.902 |
1.833 |
90.0% |
0.104 |
5.1% |
7% |
False |
False |
53,873 |
| 120 |
3.978 |
1.902 |
2.076 |
102.0% |
0.102 |
5.0% |
6% |
False |
False |
46,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.986 |
|
2.618 |
2.679 |
|
1.618 |
2.491 |
|
1.000 |
2.375 |
|
0.618 |
2.303 |
|
HIGH |
2.187 |
|
0.618 |
2.115 |
|
0.500 |
2.093 |
|
0.382 |
2.071 |
|
LOW |
1.999 |
|
0.618 |
1.883 |
|
1.000 |
1.811 |
|
1.618 |
1.695 |
|
2.618 |
1.507 |
|
4.250 |
1.200 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.093 |
2.079 |
| PP |
2.074 |
2.064 |
| S1 |
2.055 |
2.050 |
|