NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.470 |
2.359 |
-0.111 |
-4.5% |
2.147 |
| High |
2.481 |
2.471 |
-0.010 |
-0.4% |
2.408 |
| Low |
2.338 |
2.354 |
0.016 |
0.7% |
2.121 |
| Close |
2.354 |
2.430 |
0.076 |
3.2% |
2.299 |
| Range |
0.143 |
0.117 |
-0.026 |
-18.2% |
0.287 |
| ATR |
0.094 |
0.095 |
0.002 |
1.8% |
0.000 |
| Volume |
56,158 |
62,460 |
6,302 |
11.2% |
305,692 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.769 |
2.717 |
2.494 |
|
| R3 |
2.652 |
2.600 |
2.462 |
|
| R2 |
2.535 |
2.535 |
2.451 |
|
| R1 |
2.483 |
2.483 |
2.441 |
2.509 |
| PP |
2.418 |
2.418 |
2.418 |
2.432 |
| S1 |
2.366 |
2.366 |
2.419 |
2.392 |
| S2 |
2.301 |
2.301 |
2.409 |
|
| S3 |
2.184 |
2.249 |
2.398 |
|
| S4 |
2.067 |
2.132 |
2.366 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.137 |
3.005 |
2.457 |
|
| R3 |
2.850 |
2.718 |
2.378 |
|
| R2 |
2.563 |
2.563 |
2.352 |
|
| R1 |
2.431 |
2.431 |
2.325 |
2.497 |
| PP |
2.276 |
2.276 |
2.276 |
2.309 |
| S1 |
2.144 |
2.144 |
2.273 |
2.210 |
| S2 |
1.989 |
1.989 |
2.246 |
|
| S3 |
1.702 |
1.857 |
2.220 |
|
| S4 |
1.415 |
1.570 |
2.141 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.482 |
2.224 |
0.258 |
10.6% |
0.119 |
4.9% |
80% |
False |
False |
58,942 |
| 10 |
2.482 |
2.096 |
0.386 |
15.9% |
0.110 |
4.5% |
87% |
False |
False |
56,998 |
| 20 |
2.482 |
2.096 |
0.386 |
15.9% |
0.088 |
3.6% |
87% |
False |
False |
60,830 |
| 40 |
2.705 |
2.096 |
0.609 |
25.1% |
0.083 |
3.4% |
55% |
False |
False |
44,184 |
| 60 |
3.104 |
2.096 |
1.008 |
41.5% |
0.089 |
3.7% |
33% |
False |
False |
36,307 |
| 80 |
3.311 |
2.096 |
1.215 |
50.0% |
0.104 |
4.3% |
27% |
False |
False |
31,906 |
| 100 |
3.651 |
2.096 |
1.555 |
64.0% |
0.099 |
4.1% |
21% |
False |
False |
26,332 |
| 120 |
3.902 |
2.096 |
1.806 |
74.3% |
0.097 |
4.0% |
18% |
False |
False |
22,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.968 |
|
2.618 |
2.777 |
|
1.618 |
2.660 |
|
1.000 |
2.588 |
|
0.618 |
2.543 |
|
HIGH |
2.471 |
|
0.618 |
2.426 |
|
0.500 |
2.413 |
|
0.382 |
2.399 |
|
LOW |
2.354 |
|
0.618 |
2.282 |
|
1.000 |
2.237 |
|
1.618 |
2.165 |
|
2.618 |
2.048 |
|
4.250 |
1.857 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.424 |
2.423 |
| PP |
2.418 |
2.417 |
| S1 |
2.413 |
2.410 |
|