NYMEX Natural Gas Future August 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 |
2.431 |
2.482 |
0.051 |
2.1% |
2.377 |
| High |
2.538 |
2.535 |
-0.003 |
-0.1% |
2.544 |
| Low |
2.431 |
2.423 |
-0.008 |
-0.3% |
2.332 |
| Close |
2.495 |
2.439 |
-0.056 |
-2.2% |
2.439 |
| Range |
0.107 |
0.112 |
0.005 |
4.7% |
0.212 |
| ATR |
0.090 |
0.092 |
0.002 |
1.7% |
0.000 |
| Volume |
41,075 |
36,000 |
-5,075 |
-12.4% |
158,887 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.802 |
2.732 |
2.501 |
|
| R3 |
2.690 |
2.620 |
2.470 |
|
| R2 |
2.578 |
2.578 |
2.460 |
|
| R1 |
2.508 |
2.508 |
2.449 |
2.487 |
| PP |
2.466 |
2.466 |
2.466 |
2.455 |
| S1 |
2.396 |
2.396 |
2.429 |
2.375 |
| S2 |
2.354 |
2.354 |
2.418 |
|
| S3 |
2.242 |
2.284 |
2.408 |
|
| S4 |
2.130 |
2.172 |
2.377 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.074 |
2.969 |
2.556 |
|
| R3 |
2.862 |
2.757 |
2.497 |
|
| R2 |
2.650 |
2.650 |
2.478 |
|
| R1 |
2.545 |
2.545 |
2.458 |
2.598 |
| PP |
2.438 |
2.438 |
2.438 |
2.465 |
| S1 |
2.333 |
2.333 |
2.420 |
2.386 |
| S2 |
2.226 |
2.226 |
2.400 |
|
| S3 |
2.014 |
2.121 |
2.381 |
|
| S4 |
1.802 |
1.909 |
2.322 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.544 |
2.332 |
0.212 |
8.7% |
0.118 |
4.8% |
50% |
False |
False |
31,777 |
| 10 |
2.544 |
2.195 |
0.349 |
14.3% |
0.110 |
4.5% |
70% |
False |
False |
30,116 |
| 20 |
2.544 |
2.175 |
0.369 |
15.1% |
0.083 |
3.4% |
72% |
False |
False |
27,505 |
| 40 |
2.759 |
2.175 |
0.584 |
23.9% |
0.080 |
3.3% |
45% |
False |
False |
20,795 |
| 60 |
3.137 |
2.175 |
0.962 |
39.4% |
0.086 |
3.5% |
27% |
False |
False |
17,576 |
| 80 |
3.232 |
2.175 |
1.057 |
43.3% |
0.101 |
4.1% |
25% |
False |
False |
16,169 |
| 100 |
3.560 |
2.175 |
1.385 |
56.8% |
0.095 |
3.9% |
19% |
False |
False |
13,453 |
| 120 |
3.927 |
2.175 |
1.752 |
71.8% |
0.093 |
3.8% |
15% |
False |
False |
11,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.011 |
|
2.618 |
2.828 |
|
1.618 |
2.716 |
|
1.000 |
2.647 |
|
0.618 |
2.604 |
|
HIGH |
2.535 |
|
0.618 |
2.492 |
|
0.500 |
2.479 |
|
0.382 |
2.466 |
|
LOW |
2.423 |
|
0.618 |
2.354 |
|
1.000 |
2.311 |
|
1.618 |
2.242 |
|
2.618 |
2.130 |
|
4.250 |
1.947 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.479 |
2.477 |
| PP |
2.466 |
2.464 |
| S1 |
2.452 |
2.452 |
|