NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.633 |
2.722 |
0.089 |
3.4% |
2.493 |
| High |
2.759 |
2.743 |
-0.016 |
-0.6% |
2.759 |
| Low |
2.606 |
2.589 |
-0.017 |
-0.7% |
2.387 |
| Close |
2.742 |
2.609 |
-0.133 |
-4.9% |
2.742 |
| Range |
0.153 |
0.154 |
0.001 |
0.7% |
0.372 |
| ATR |
0.117 |
0.120 |
0.003 |
2.2% |
0.000 |
| Volume |
153,754 |
128,599 |
-25,155 |
-16.4% |
678,971 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.109 |
3.013 |
2.694 |
|
| R3 |
2.955 |
2.859 |
2.651 |
|
| R2 |
2.801 |
2.801 |
2.637 |
|
| R1 |
2.705 |
2.705 |
2.623 |
2.676 |
| PP |
2.647 |
2.647 |
2.647 |
2.633 |
| S1 |
2.551 |
2.551 |
2.595 |
2.522 |
| S2 |
2.493 |
2.493 |
2.581 |
|
| S3 |
2.339 |
2.397 |
2.567 |
|
| S4 |
2.185 |
2.243 |
2.524 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.745 |
3.616 |
2.947 |
|
| R3 |
3.373 |
3.244 |
2.844 |
|
| R2 |
3.001 |
3.001 |
2.810 |
|
| R1 |
2.872 |
2.872 |
2.776 |
2.937 |
| PP |
2.629 |
2.629 |
2.629 |
2.662 |
| S1 |
2.500 |
2.500 |
2.708 |
2.565 |
| S2 |
2.257 |
2.257 |
2.674 |
|
| S3 |
1.885 |
2.128 |
2.640 |
|
| S4 |
1.513 |
1.756 |
2.537 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.759 |
2.387 |
0.372 |
14.3% |
0.153 |
5.8% |
60% |
False |
False |
141,483 |
| 10 |
2.759 |
2.276 |
0.483 |
18.5% |
0.135 |
5.2% |
69% |
False |
False |
142,457 |
| 20 |
2.759 |
2.061 |
0.698 |
26.8% |
0.127 |
4.9% |
79% |
False |
False |
136,747 |
| 40 |
2.759 |
1.982 |
0.777 |
29.8% |
0.100 |
3.8% |
81% |
False |
False |
97,172 |
| 60 |
2.939 |
1.982 |
0.957 |
36.7% |
0.096 |
3.7% |
66% |
False |
False |
73,740 |
| 80 |
3.077 |
1.982 |
1.095 |
42.0% |
0.104 |
4.0% |
57% |
False |
False |
62,098 |
| 100 |
3.358 |
1.982 |
1.376 |
52.7% |
0.109 |
4.2% |
46% |
False |
False |
52,731 |
| 120 |
3.812 |
1.982 |
1.830 |
70.1% |
0.104 |
4.0% |
34% |
False |
False |
44,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.398 |
|
2.618 |
3.146 |
|
1.618 |
2.992 |
|
1.000 |
2.897 |
|
0.618 |
2.838 |
|
HIGH |
2.743 |
|
0.618 |
2.684 |
|
0.500 |
2.666 |
|
0.382 |
2.648 |
|
LOW |
2.589 |
|
0.618 |
2.494 |
|
1.000 |
2.435 |
|
1.618 |
2.340 |
|
2.618 |
2.186 |
|
4.250 |
1.935 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.666 |
2.633 |
| PP |
2.647 |
2.625 |
| S1 |
2.628 |
2.617 |
|