NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.722 |
2.642 |
-0.080 |
-2.9% |
2.493 |
| High |
2.743 |
2.728 |
-0.015 |
-0.5% |
2.759 |
| Low |
2.589 |
2.579 |
-0.010 |
-0.4% |
2.387 |
| Close |
2.609 |
2.690 |
0.081 |
3.1% |
2.742 |
| Range |
0.154 |
0.149 |
-0.005 |
-3.2% |
0.372 |
| ATR |
0.120 |
0.122 |
0.002 |
1.7% |
0.000 |
| Volume |
128,599 |
147,928 |
19,329 |
15.0% |
678,971 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.113 |
3.050 |
2.772 |
|
| R3 |
2.964 |
2.901 |
2.731 |
|
| R2 |
2.815 |
2.815 |
2.717 |
|
| R1 |
2.752 |
2.752 |
2.704 |
2.784 |
| PP |
2.666 |
2.666 |
2.666 |
2.681 |
| S1 |
2.603 |
2.603 |
2.676 |
2.635 |
| S2 |
2.517 |
2.517 |
2.663 |
|
| S3 |
2.368 |
2.454 |
2.649 |
|
| S4 |
2.219 |
2.305 |
2.608 |
|
|
| 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 |
2.489 |
0.270 |
10.0% |
0.155 |
5.8% |
74% |
False |
False |
147,688 |
| 10 |
2.759 |
2.387 |
0.372 |
13.8% |
0.131 |
4.9% |
81% |
False |
False |
142,441 |
| 20 |
2.759 |
2.061 |
0.698 |
25.9% |
0.131 |
4.9% |
90% |
False |
False |
140,245 |
| 40 |
2.759 |
1.982 |
0.777 |
28.9% |
0.101 |
3.8% |
91% |
False |
False |
100,327 |
| 60 |
2.823 |
1.982 |
0.841 |
31.3% |
0.096 |
3.6% |
84% |
False |
False |
75,933 |
| 80 |
3.077 |
1.982 |
1.095 |
40.7% |
0.103 |
3.8% |
65% |
False |
False |
63,570 |
| 100 |
3.323 |
1.982 |
1.341 |
49.9% |
0.110 |
4.1% |
53% |
False |
False |
54,188 |
| 120 |
3.812 |
1.982 |
1.830 |
68.0% |
0.105 |
3.9% |
39% |
False |
False |
45,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.361 |
|
2.618 |
3.118 |
|
1.618 |
2.969 |
|
1.000 |
2.877 |
|
0.618 |
2.820 |
|
HIGH |
2.728 |
|
0.618 |
2.671 |
|
0.500 |
2.654 |
|
0.382 |
2.636 |
|
LOW |
2.579 |
|
0.618 |
2.487 |
|
1.000 |
2.430 |
|
1.618 |
2.338 |
|
2.618 |
2.189 |
|
4.250 |
1.946 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.678 |
2.683 |
| PP |
2.666 |
2.676 |
| S1 |
2.654 |
2.669 |
|