NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.691 |
2.729 |
0.038 |
1.4% |
2.493 |
| High |
2.747 |
2.750 |
0.003 |
0.1% |
2.759 |
| Low |
2.615 |
2.628 |
0.013 |
0.5% |
2.387 |
| Close |
2.737 |
2.647 |
-0.090 |
-3.3% |
2.742 |
| Range |
0.132 |
0.122 |
-0.010 |
-7.6% |
0.372 |
| ATR |
0.123 |
0.123 |
0.000 |
0.0% |
0.000 |
| Volume |
138,257 |
109,368 |
-28,889 |
-20.9% |
678,971 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.041 |
2.966 |
2.714 |
|
| R3 |
2.919 |
2.844 |
2.681 |
|
| R2 |
2.797 |
2.797 |
2.669 |
|
| R1 |
2.722 |
2.722 |
2.658 |
2.699 |
| PP |
2.675 |
2.675 |
2.675 |
2.663 |
| S1 |
2.600 |
2.600 |
2.636 |
2.577 |
| S2 |
2.553 |
2.553 |
2.625 |
|
| S3 |
2.431 |
2.478 |
2.613 |
|
| S4 |
2.309 |
2.356 |
2.580 |
|
|
| 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 |
2.579 |
0.180 |
6.8% |
0.142 |
5.4% |
38% |
False |
False |
135,581 |
| 10 |
2.759 |
2.387 |
0.372 |
14.1% |
0.135 |
5.1% |
70% |
False |
False |
131,913 |
| 20 |
2.759 |
2.107 |
0.652 |
24.6% |
0.129 |
4.9% |
83% |
False |
False |
135,847 |
| 40 |
2.759 |
1.982 |
0.777 |
29.4% |
0.104 |
3.9% |
86% |
False |
False |
104,907 |
| 60 |
2.770 |
1.982 |
0.788 |
29.8% |
0.096 |
3.6% |
84% |
False |
False |
79,346 |
| 80 |
3.040 |
1.982 |
1.058 |
40.0% |
0.103 |
3.9% |
63% |
False |
False |
66,116 |
| 100 |
3.310 |
1.982 |
1.328 |
50.2% |
0.110 |
4.2% |
50% |
False |
False |
56,586 |
| 120 |
3.786 |
1.982 |
1.804 |
68.2% |
0.105 |
4.0% |
37% |
False |
False |
47,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.269 |
|
2.618 |
3.069 |
|
1.618 |
2.947 |
|
1.000 |
2.872 |
|
0.618 |
2.825 |
|
HIGH |
2.750 |
|
0.618 |
2.703 |
|
0.500 |
2.689 |
|
0.382 |
2.675 |
|
LOW |
2.628 |
|
0.618 |
2.553 |
|
1.000 |
2.506 |
|
1.618 |
2.431 |
|
2.618 |
2.309 |
|
4.250 |
2.110 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.689 |
2.665 |
| PP |
2.675 |
2.659 |
| S1 |
2.661 |
2.653 |
|