NYMEX Natural Gas Future September 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 |
2.580 |
2.483 |
-0.097 |
-3.8% |
2.264 |
| High |
2.583 |
2.581 |
-0.002 |
-0.1% |
2.512 |
| Low |
2.458 |
2.483 |
0.025 |
1.0% |
2.233 |
| Close |
2.475 |
2.543 |
0.068 |
2.7% |
2.422 |
| Range |
0.125 |
0.098 |
-0.027 |
-21.6% |
0.279 |
| ATR |
0.085 |
0.086 |
0.002 |
1.8% |
0.000 |
| Volume |
36,351 |
37,294 |
943 |
2.6% |
114,537 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.830 |
2.784 |
2.597 |
|
| R3 |
2.732 |
2.686 |
2.570 |
|
| R2 |
2.634 |
2.634 |
2.561 |
|
| R1 |
2.588 |
2.588 |
2.552 |
2.611 |
| PP |
2.536 |
2.536 |
2.536 |
2.547 |
| S1 |
2.490 |
2.490 |
2.534 |
2.513 |
| S2 |
2.438 |
2.438 |
2.525 |
|
| S3 |
2.340 |
2.392 |
2.516 |
|
| S4 |
2.242 |
2.294 |
2.489 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.226 |
3.103 |
2.575 |
|
| R3 |
2.947 |
2.824 |
2.499 |
|
| R2 |
2.668 |
2.668 |
2.473 |
|
| R1 |
2.545 |
2.545 |
2.448 |
2.607 |
| PP |
2.389 |
2.389 |
2.389 |
2.420 |
| S1 |
2.266 |
2.266 |
2.396 |
2.328 |
| S2 |
2.110 |
2.110 |
2.371 |
|
| S3 |
1.831 |
1.987 |
2.345 |
|
| S4 |
1.552 |
1.708 |
2.269 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.583 |
2.352 |
0.231 |
9.1% |
0.105 |
4.1% |
83% |
False |
False |
29,309 |
| 10 |
2.583 |
2.222 |
0.361 |
14.2% |
0.097 |
3.8% |
89% |
False |
False |
24,793 |
| 20 |
2.583 |
2.222 |
0.361 |
14.2% |
0.077 |
3.0% |
89% |
False |
False |
21,528 |
| 40 |
2.785 |
2.222 |
0.563 |
22.1% |
0.076 |
3.0% |
57% |
False |
False |
16,984 |
| 60 |
3.143 |
2.222 |
0.921 |
36.2% |
0.082 |
3.2% |
35% |
False |
False |
14,963 |
| 80 |
3.335 |
2.222 |
1.113 |
43.8% |
0.098 |
3.9% |
29% |
False |
False |
13,780 |
| 100 |
3.676 |
2.222 |
1.454 |
57.2% |
0.094 |
3.7% |
22% |
False |
False |
11,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.998 |
|
2.618 |
2.838 |
|
1.618 |
2.740 |
|
1.000 |
2.679 |
|
0.618 |
2.642 |
|
HIGH |
2.581 |
|
0.618 |
2.544 |
|
0.500 |
2.532 |
|
0.382 |
2.520 |
|
LOW |
2.483 |
|
0.618 |
2.422 |
|
1.000 |
2.385 |
|
1.618 |
2.324 |
|
2.618 |
2.226 |
|
4.250 |
2.067 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.539 |
2.536 |
| PP |
2.536 |
2.528 |
| S1 |
2.532 |
2.521 |
|