NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.526 |
2.545 |
0.019 |
0.8% |
2.304 |
| High |
2.592 |
2.605 |
0.013 |
0.5% |
2.482 |
| Low |
2.489 |
2.497 |
0.008 |
0.3% |
2.258 |
| Close |
2.550 |
2.569 |
0.019 |
0.7% |
2.371 |
| Range |
0.103 |
0.108 |
0.005 |
4.9% |
0.224 |
| ATR |
0.103 |
0.103 |
0.000 |
0.4% |
0.000 |
| Volume |
83,583 |
75,613 |
-7,970 |
-9.5% |
266,600 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.881 |
2.833 |
2.628 |
|
| R3 |
2.773 |
2.725 |
2.599 |
|
| R2 |
2.665 |
2.665 |
2.589 |
|
| R1 |
2.617 |
2.617 |
2.579 |
2.641 |
| PP |
2.557 |
2.557 |
2.557 |
2.569 |
| S1 |
2.509 |
2.509 |
2.559 |
2.533 |
| S2 |
2.449 |
2.449 |
2.549 |
|
| S3 |
2.341 |
2.401 |
2.539 |
|
| S4 |
2.233 |
2.293 |
2.510 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.042 |
2.931 |
2.494 |
|
| R3 |
2.818 |
2.707 |
2.433 |
|
| R2 |
2.594 |
2.594 |
2.412 |
|
| R1 |
2.483 |
2.483 |
2.392 |
2.539 |
| PP |
2.370 |
2.370 |
2.370 |
2.398 |
| S1 |
2.259 |
2.259 |
2.350 |
2.315 |
| S2 |
2.146 |
2.146 |
2.330 |
|
| S3 |
1.922 |
2.035 |
2.309 |
|
| S4 |
1.698 |
1.811 |
2.248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.605 |
2.355 |
0.250 |
9.7% |
0.118 |
4.6% |
86% |
True |
False |
59,739 |
| 10 |
2.605 |
2.224 |
0.381 |
14.8% |
0.119 |
4.6% |
91% |
True |
False |
59,340 |
| 20 |
2.605 |
2.096 |
0.509 |
19.8% |
0.097 |
3.8% |
93% |
True |
False |
59,240 |
| 40 |
2.705 |
2.096 |
0.609 |
23.7% |
0.087 |
3.4% |
78% |
False |
False |
48,397 |
| 60 |
3.104 |
2.096 |
1.008 |
39.2% |
0.091 |
3.6% |
47% |
False |
False |
39,156 |
| 80 |
3.128 |
2.096 |
1.032 |
40.2% |
0.103 |
4.0% |
46% |
False |
False |
34,618 |
| 100 |
3.496 |
2.096 |
1.400 |
54.5% |
0.102 |
4.0% |
34% |
False |
False |
29,085 |
| 120 |
3.901 |
2.096 |
1.805 |
70.3% |
0.099 |
3.9% |
26% |
False |
False |
24,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.064 |
|
2.618 |
2.888 |
|
1.618 |
2.780 |
|
1.000 |
2.713 |
|
0.618 |
2.672 |
|
HIGH |
2.605 |
|
0.618 |
2.564 |
|
0.500 |
2.551 |
|
0.382 |
2.538 |
|
LOW |
2.497 |
|
0.618 |
2.430 |
|
1.000 |
2.389 |
|
1.618 |
2.322 |
|
2.618 |
2.214 |
|
4.250 |
2.038 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.563 |
2.541 |
| PP |
2.557 |
2.512 |
| S1 |
2.551 |
2.484 |
|