NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.553 |
2.496 |
-0.057 |
-2.2% |
2.420 |
| High |
2.587 |
2.568 |
-0.019 |
-0.7% |
2.587 |
| Low |
2.475 |
2.496 |
0.021 |
0.8% |
2.379 |
| Close |
2.490 |
2.538 |
0.048 |
1.9% |
2.490 |
| Range |
0.112 |
0.072 |
-0.040 |
-35.7% |
0.208 |
| ATR |
0.088 |
0.087 |
-0.001 |
-0.8% |
0.000 |
| Volume |
32,340 |
27,796 |
-4,544 |
-14.1% |
146,402 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.750 |
2.716 |
2.578 |
|
| R3 |
2.678 |
2.644 |
2.558 |
|
| R2 |
2.606 |
2.606 |
2.551 |
|
| R1 |
2.572 |
2.572 |
2.545 |
2.589 |
| PP |
2.534 |
2.534 |
2.534 |
2.543 |
| S1 |
2.500 |
2.500 |
2.531 |
2.517 |
| S2 |
2.462 |
2.462 |
2.525 |
|
| S3 |
2.390 |
2.428 |
2.518 |
|
| S4 |
2.318 |
2.356 |
2.498 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.109 |
3.008 |
2.604 |
|
| R3 |
2.901 |
2.800 |
2.547 |
|
| R2 |
2.693 |
2.693 |
2.528 |
|
| R1 |
2.592 |
2.592 |
2.509 |
2.643 |
| PP |
2.485 |
2.485 |
2.485 |
2.511 |
| S1 |
2.384 |
2.384 |
2.471 |
2.435 |
| S2 |
2.277 |
2.277 |
2.452 |
|
| S3 |
2.069 |
2.176 |
2.433 |
|
| S4 |
1.861 |
1.968 |
2.376 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.587 |
2.458 |
0.129 |
5.1% |
0.095 |
3.7% |
62% |
False |
False |
31,166 |
| 10 |
2.587 |
2.279 |
0.308 |
12.1% |
0.104 |
4.1% |
84% |
False |
False |
27,584 |
| 20 |
2.587 |
2.222 |
0.365 |
14.4% |
0.079 |
3.1% |
87% |
False |
False |
22,875 |
| 40 |
2.785 |
2.222 |
0.563 |
22.2% |
0.077 |
3.0% |
56% |
False |
False |
17,596 |
| 60 |
3.143 |
2.222 |
0.921 |
36.3% |
0.081 |
3.2% |
34% |
False |
False |
15,555 |
| 80 |
3.170 |
2.222 |
0.948 |
37.4% |
0.097 |
3.8% |
33% |
False |
False |
14,323 |
| 100 |
3.568 |
2.222 |
1.346 |
53.0% |
0.094 |
3.7% |
23% |
False |
False |
12,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.874 |
|
2.618 |
2.756 |
|
1.618 |
2.684 |
|
1.000 |
2.640 |
|
0.618 |
2.612 |
|
HIGH |
2.568 |
|
0.618 |
2.540 |
|
0.500 |
2.532 |
|
0.382 |
2.524 |
|
LOW |
2.496 |
|
0.618 |
2.452 |
|
1.000 |
2.424 |
|
1.618 |
2.380 |
|
2.618 |
2.308 |
|
4.250 |
2.190 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.536 |
2.536 |
| PP |
2.534 |
2.533 |
| S1 |
2.532 |
2.531 |
|