NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.493 |
2.417 |
-0.076 |
-3.0% |
2.276 |
| High |
2.520 |
2.525 |
0.005 |
0.2% |
2.531 |
| Low |
2.414 |
2.387 |
-0.027 |
-1.1% |
2.273 |
| Close |
2.431 |
2.522 |
0.091 |
3.7% |
2.509 |
| Range |
0.106 |
0.138 |
0.032 |
30.2% |
0.258 |
| ATR |
0.104 |
0.107 |
0.002 |
2.3% |
0.000 |
| Volume |
100,151 |
116,905 |
16,754 |
16.7% |
702,533 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.892 |
2.845 |
2.598 |
|
| R3 |
2.754 |
2.707 |
2.560 |
|
| R2 |
2.616 |
2.616 |
2.547 |
|
| R1 |
2.569 |
2.569 |
2.535 |
2.593 |
| PP |
2.478 |
2.478 |
2.478 |
2.490 |
| S1 |
2.431 |
2.431 |
2.509 |
2.455 |
| S2 |
2.340 |
2.340 |
2.497 |
|
| S3 |
2.202 |
2.293 |
2.484 |
|
| S4 |
2.064 |
2.155 |
2.446 |
|
|
| 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 |
2.387 |
0.144 |
5.7% |
0.108 |
4.3% |
94% |
False |
True |
137,194 |
| 10 |
2.531 |
2.236 |
0.295 |
11.7% |
0.120 |
4.7% |
97% |
False |
False |
133,890 |
| 20 |
2.531 |
1.982 |
0.549 |
21.8% |
0.108 |
4.3% |
98% |
False |
False |
122,388 |
| 40 |
2.581 |
1.982 |
0.599 |
23.8% |
0.092 |
3.6% |
90% |
False |
False |
84,761 |
| 60 |
3.035 |
1.982 |
1.053 |
41.8% |
0.093 |
3.7% |
51% |
False |
False |
65,400 |
| 80 |
3.077 |
1.982 |
1.095 |
43.4% |
0.106 |
4.2% |
49% |
False |
False |
56,097 |
| 100 |
3.441 |
1.982 |
1.459 |
57.9% |
0.106 |
4.2% |
37% |
False |
False |
46,999 |
| 120 |
3.851 |
1.982 |
1.869 |
74.1% |
0.102 |
4.1% |
29% |
False |
False |
39,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.112 |
|
2.618 |
2.886 |
|
1.618 |
2.748 |
|
1.000 |
2.663 |
|
0.618 |
2.610 |
|
HIGH |
2.525 |
|
0.618 |
2.472 |
|
0.500 |
2.456 |
|
0.382 |
2.440 |
|
LOW |
2.387 |
|
0.618 |
2.302 |
|
1.000 |
2.249 |
|
1.618 |
2.164 |
|
2.618 |
2.026 |
|
4.250 |
1.801 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.500 |
2.501 |
| PP |
2.478 |
2.480 |
| S1 |
2.456 |
2.459 |
|