NYMEX Natural Gas Future July 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 |
2.359 |
2.436 |
0.077 |
3.3% |
2.304 |
| High |
2.471 |
2.467 |
-0.004 |
-0.2% |
2.482 |
| Low |
2.354 |
2.355 |
0.001 |
0.0% |
2.258 |
| Close |
2.430 |
2.371 |
-0.059 |
-2.4% |
2.371 |
| Range |
0.117 |
0.112 |
-0.005 |
-4.3% |
0.224 |
| ATR |
0.095 |
0.096 |
0.001 |
1.3% |
0.000 |
| Volume |
62,460 |
49,058 |
-13,402 |
-21.5% |
266,600 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.734 |
2.664 |
2.433 |
|
| R3 |
2.622 |
2.552 |
2.402 |
|
| R2 |
2.510 |
2.510 |
2.392 |
|
| R1 |
2.440 |
2.440 |
2.381 |
2.419 |
| PP |
2.398 |
2.398 |
2.398 |
2.387 |
| S1 |
2.328 |
2.328 |
2.361 |
2.307 |
| S2 |
2.286 |
2.286 |
2.350 |
|
| S3 |
2.174 |
2.216 |
2.340 |
|
| S4 |
2.062 |
2.104 |
2.309 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.042 |
2.931 |
2.494 |
|
| R3 |
2.818 |
2.707 |
2.433 |
|
| R2 |
2.594 |
2.594 |
2.412 |
|
| R1 |
2.483 |
2.483 |
2.392 |
2.539 |
| PP |
2.370 |
2.370 |
2.370 |
2.398 |
| S1 |
2.259 |
2.259 |
2.350 |
2.315 |
| S2 |
2.146 |
2.146 |
2.330 |
|
| S3 |
1.922 |
2.035 |
2.309 |
|
| S4 |
1.698 |
1.811 |
2.248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.482 |
2.258 |
0.224 |
9.4% |
0.125 |
5.3% |
50% |
False |
False |
53,320 |
| 10 |
2.482 |
2.121 |
0.361 |
15.2% |
0.117 |
4.9% |
69% |
False |
False |
57,229 |
| 20 |
2.482 |
2.096 |
0.386 |
16.3% |
0.089 |
3.7% |
71% |
False |
False |
61,686 |
| 40 |
2.705 |
2.096 |
0.609 |
25.7% |
0.084 |
3.5% |
45% |
False |
False |
44,691 |
| 60 |
3.104 |
2.096 |
1.008 |
42.5% |
0.089 |
3.8% |
27% |
False |
False |
36,593 |
| 80 |
3.207 |
2.096 |
1.111 |
46.9% |
0.104 |
4.4% |
25% |
False |
False |
32,395 |
| 100 |
3.537 |
2.096 |
1.441 |
60.8% |
0.099 |
4.2% |
19% |
False |
False |
26,762 |
| 120 |
3.901 |
2.096 |
1.805 |
76.1% |
0.097 |
4.1% |
15% |
False |
False |
22,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.943 |
|
2.618 |
2.760 |
|
1.618 |
2.648 |
|
1.000 |
2.579 |
|
0.618 |
2.536 |
|
HIGH |
2.467 |
|
0.618 |
2.424 |
|
0.500 |
2.411 |
|
0.382 |
2.398 |
|
LOW |
2.355 |
|
0.618 |
2.286 |
|
1.000 |
2.243 |
|
1.618 |
2.174 |
|
2.618 |
2.062 |
|
4.250 |
1.879 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.411 |
2.410 |
| PP |
2.398 |
2.397 |
| S1 |
2.384 |
2.384 |
|