NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2.324 |
2.377 |
0.053 |
2.3% |
2.213 |
| High |
2.385 |
2.490 |
0.105 |
4.4% |
2.473 |
| Low |
2.305 |
2.332 |
0.027 |
1.2% |
2.195 |
| Close |
2.375 |
2.462 |
0.087 |
3.7% |
2.375 |
| Range |
0.080 |
0.158 |
0.078 |
97.5% |
0.278 |
| ATR |
0.080 |
0.085 |
0.006 |
7.0% |
0.000 |
| Volume |
34,911 |
21,195 |
-13,716 |
-39.3% |
142,273 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.902 |
2.840 |
2.549 |
|
| R3 |
2.744 |
2.682 |
2.505 |
|
| R2 |
2.586 |
2.586 |
2.491 |
|
| R1 |
2.524 |
2.524 |
2.476 |
2.555 |
| PP |
2.428 |
2.428 |
2.428 |
2.444 |
| S1 |
2.366 |
2.366 |
2.448 |
2.397 |
| S2 |
2.270 |
2.270 |
2.433 |
|
| S3 |
2.112 |
2.208 |
2.419 |
|
| S4 |
1.954 |
2.050 |
2.375 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.182 |
3.056 |
2.528 |
|
| R3 |
2.904 |
2.778 |
2.451 |
|
| R2 |
2.626 |
2.626 |
2.426 |
|
| R1 |
2.500 |
2.500 |
2.400 |
2.563 |
| PP |
2.348 |
2.348 |
2.348 |
2.379 |
| S1 |
2.222 |
2.222 |
2.350 |
2.285 |
| S2 |
2.070 |
2.070 |
2.324 |
|
| S3 |
1.792 |
1.944 |
2.299 |
|
| S4 |
1.514 |
1.666 |
2.222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.490 |
2.242 |
0.248 |
10.1% |
0.115 |
4.7% |
89% |
True |
False |
28,687 |
| 10 |
2.490 |
2.175 |
0.315 |
12.8% |
0.085 |
3.5% |
91% |
True |
False |
25,152 |
| 20 |
2.550 |
2.175 |
0.375 |
15.2% |
0.077 |
3.1% |
77% |
False |
False |
25,134 |
| 40 |
2.775 |
2.175 |
0.600 |
24.4% |
0.077 |
3.1% |
48% |
False |
False |
18,479 |
| 60 |
3.137 |
2.175 |
0.962 |
39.1% |
0.087 |
3.5% |
30% |
False |
False |
16,559 |
| 80 |
3.345 |
2.175 |
1.170 |
47.5% |
0.099 |
4.0% |
25% |
False |
False |
14,654 |
| 100 |
3.755 |
2.175 |
1.580 |
64.2% |
0.094 |
3.8% |
18% |
False |
False |
12,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.162 |
|
2.618 |
2.904 |
|
1.618 |
2.746 |
|
1.000 |
2.648 |
|
0.618 |
2.588 |
|
HIGH |
2.490 |
|
0.618 |
2.430 |
|
0.500 |
2.411 |
|
0.382 |
2.392 |
|
LOW |
2.332 |
|
0.618 |
2.234 |
|
1.000 |
2.174 |
|
1.618 |
2.076 |
|
2.618 |
1.918 |
|
4.250 |
1.661 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.445 |
2.441 |
| PP |
2.428 |
2.419 |
| S1 |
2.411 |
2.398 |
|