NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.467 |
2.493 |
0.026 |
1.1% |
2.276 |
| High |
2.531 |
2.520 |
-0.011 |
-0.4% |
2.531 |
| Low |
2.455 |
2.414 |
-0.041 |
-1.7% |
2.273 |
| Close |
2.509 |
2.431 |
-0.078 |
-3.1% |
2.509 |
| Range |
0.076 |
0.106 |
0.030 |
39.5% |
0.258 |
| ATR |
0.104 |
0.104 |
0.000 |
0.1% |
0.000 |
| Volume |
116,009 |
100,151 |
-15,858 |
-13.7% |
702,533 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.773 |
2.708 |
2.489 |
|
| R3 |
2.667 |
2.602 |
2.460 |
|
| R2 |
2.561 |
2.561 |
2.450 |
|
| R1 |
2.496 |
2.496 |
2.441 |
2.476 |
| PP |
2.455 |
2.455 |
2.455 |
2.445 |
| S1 |
2.390 |
2.390 |
2.421 |
2.370 |
| S2 |
2.349 |
2.349 |
2.412 |
|
| S3 |
2.243 |
2.284 |
2.402 |
|
| S4 |
2.137 |
2.178 |
2.373 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.212 |
3.118 |
2.651 |
|
| R3 |
2.954 |
2.860 |
2.580 |
|
| R2 |
2.696 |
2.696 |
2.556 |
|
| R1 |
2.602 |
2.602 |
2.533 |
2.649 |
| PP |
2.438 |
2.438 |
2.438 |
2.461 |
| S1 |
2.344 |
2.344 |
2.485 |
2.391 |
| S2 |
2.180 |
2.180 |
2.462 |
|
| S3 |
1.922 |
2.086 |
2.438 |
|
| S4 |
1.664 |
1.828 |
2.367 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.531 |
2.276 |
0.255 |
10.5% |
0.117 |
4.8% |
61% |
False |
False |
143,432 |
| 10 |
2.531 |
2.236 |
0.295 |
12.1% |
0.115 |
4.7% |
66% |
False |
False |
137,550 |
| 20 |
2.531 |
1.982 |
0.549 |
22.6% |
0.105 |
4.3% |
82% |
False |
False |
119,313 |
| 40 |
2.607 |
1.982 |
0.625 |
25.7% |
0.091 |
3.7% |
72% |
False |
False |
82,492 |
| 60 |
3.040 |
1.982 |
1.058 |
43.5% |
0.094 |
3.9% |
42% |
False |
False |
63,975 |
| 80 |
3.077 |
1.982 |
1.095 |
45.0% |
0.106 |
4.4% |
41% |
False |
False |
54,907 |
| 100 |
3.441 |
1.982 |
1.459 |
60.0% |
0.105 |
4.3% |
31% |
False |
False |
45,864 |
| 120 |
3.851 |
1.982 |
1.869 |
76.9% |
0.102 |
4.2% |
24% |
False |
False |
39,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.971 |
|
2.618 |
2.798 |
|
1.618 |
2.692 |
|
1.000 |
2.626 |
|
0.618 |
2.586 |
|
HIGH |
2.520 |
|
0.618 |
2.480 |
|
0.500 |
2.467 |
|
0.382 |
2.454 |
|
LOW |
2.414 |
|
0.618 |
2.348 |
|
1.000 |
2.308 |
|
1.618 |
2.242 |
|
2.618 |
2.136 |
|
4.250 |
1.964 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.467 |
2.469 |
| PP |
2.455 |
2.456 |
| S1 |
2.443 |
2.444 |
|