NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.260 |
2.340 |
0.080 |
3.5% |
2.190 |
| High |
2.380 |
2.373 |
-0.007 |
-0.3% |
2.385 |
| Low |
2.253 |
2.261 |
0.008 |
0.4% |
2.150 |
| Close |
2.340 |
2.279 |
-0.061 |
-2.6% |
2.279 |
| Range |
0.127 |
0.112 |
-0.015 |
-11.8% |
0.235 |
| ATR |
0.099 |
0.100 |
0.001 |
1.0% |
0.000 |
| Volume |
152,629 |
112,704 |
-39,925 |
-26.2% |
712,914 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.640 |
2.572 |
2.341 |
|
| R3 |
2.528 |
2.460 |
2.310 |
|
| R2 |
2.416 |
2.416 |
2.300 |
|
| R1 |
2.348 |
2.348 |
2.289 |
2.326 |
| PP |
2.304 |
2.304 |
2.304 |
2.294 |
| S1 |
2.236 |
2.236 |
2.269 |
2.214 |
| S2 |
2.192 |
2.192 |
2.258 |
|
| S3 |
2.080 |
2.124 |
2.248 |
|
| S4 |
1.968 |
2.012 |
2.217 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.976 |
2.863 |
2.408 |
|
| R3 |
2.741 |
2.628 |
2.344 |
|
| R2 |
2.506 |
2.506 |
2.322 |
|
| R1 |
2.393 |
2.393 |
2.301 |
2.450 |
| PP |
2.271 |
2.271 |
2.271 |
2.300 |
| S1 |
2.158 |
2.158 |
2.257 |
2.215 |
| S2 |
2.036 |
2.036 |
2.236 |
|
| S3 |
1.801 |
1.923 |
2.214 |
|
| S4 |
1.566 |
1.688 |
2.150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.385 |
2.150 |
0.235 |
10.3% |
0.130 |
5.7% |
55% |
False |
False |
142,582 |
| 10 |
2.385 |
2.005 |
0.380 |
16.7% |
0.121 |
5.3% |
72% |
False |
False |
134,447 |
| 20 |
2.385 |
1.982 |
0.403 |
17.7% |
0.092 |
4.0% |
74% |
False |
False |
101,021 |
| 40 |
2.607 |
1.982 |
0.625 |
27.4% |
0.087 |
3.8% |
48% |
False |
False |
66,903 |
| 60 |
3.040 |
1.982 |
1.058 |
46.4% |
0.092 |
4.1% |
28% |
False |
False |
53,439 |
| 80 |
3.153 |
1.982 |
1.171 |
51.4% |
0.107 |
4.7% |
25% |
False |
False |
46,310 |
| 100 |
3.485 |
1.982 |
1.503 |
65.9% |
0.103 |
4.5% |
20% |
False |
False |
38,175 |
| 120 |
3.851 |
1.982 |
1.869 |
82.0% |
0.100 |
4.4% |
16% |
False |
False |
32,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.849 |
|
2.618 |
2.666 |
|
1.618 |
2.554 |
|
1.000 |
2.485 |
|
0.618 |
2.442 |
|
HIGH |
2.373 |
|
0.618 |
2.330 |
|
0.500 |
2.317 |
|
0.382 |
2.304 |
|
LOW |
2.261 |
|
0.618 |
2.192 |
|
1.000 |
2.149 |
|
1.618 |
2.080 |
|
2.618 |
1.968 |
|
4.250 |
1.785 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.317 |
2.310 |
| PP |
2.304 |
2.300 |
| S1 |
2.292 |
2.289 |
|