NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.591 |
2.697 |
0.106 |
4.1% |
2.370 |
| High |
2.708 |
2.748 |
0.040 |
1.5% |
2.613 |
| Low |
2.558 |
2.585 |
0.027 |
1.1% |
2.362 |
| Close |
2.693 |
2.715 |
0.022 |
0.8% |
2.589 |
| Range |
0.150 |
0.163 |
0.013 |
8.7% |
0.251 |
| ATR |
0.108 |
0.112 |
0.004 |
3.7% |
0.000 |
| Volume |
61,410 |
72,086 |
10,676 |
17.4% |
319,593 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.172 |
3.106 |
2.805 |
|
| R3 |
3.009 |
2.943 |
2.760 |
|
| R2 |
2.846 |
2.846 |
2.745 |
|
| R1 |
2.780 |
2.780 |
2.730 |
2.813 |
| PP |
2.683 |
2.683 |
2.683 |
2.699 |
| S1 |
2.617 |
2.617 |
2.700 |
2.650 |
| S2 |
2.520 |
2.520 |
2.685 |
|
| S3 |
2.357 |
2.454 |
2.670 |
|
| S4 |
2.194 |
2.291 |
2.625 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.274 |
3.183 |
2.727 |
|
| R3 |
3.023 |
2.932 |
2.658 |
|
| R2 |
2.772 |
2.772 |
2.635 |
|
| R1 |
2.681 |
2.681 |
2.612 |
2.727 |
| PP |
2.521 |
2.521 |
2.521 |
2.544 |
| S1 |
2.430 |
2.430 |
2.566 |
2.476 |
| S2 |
2.270 |
2.270 |
2.543 |
|
| S3 |
2.019 |
2.179 |
2.520 |
|
| S4 |
1.768 |
1.928 |
2.451 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.748 |
2.458 |
0.290 |
10.7% |
0.127 |
4.7% |
89% |
True |
False |
68,050 |
| 10 |
2.748 |
2.355 |
0.393 |
14.5% |
0.123 |
4.5% |
92% |
True |
False |
63,894 |
| 20 |
2.748 |
2.096 |
0.652 |
24.0% |
0.116 |
4.3% |
95% |
True |
False |
60,446 |
| 40 |
2.748 |
2.096 |
0.652 |
24.0% |
0.094 |
3.5% |
95% |
True |
False |
54,082 |
| 60 |
3.097 |
2.096 |
1.001 |
36.9% |
0.092 |
3.4% |
62% |
False |
False |
43,004 |
| 80 |
3.128 |
2.096 |
1.032 |
38.0% |
0.101 |
3.7% |
60% |
False |
False |
37,771 |
| 100 |
3.460 |
2.096 |
1.364 |
50.2% |
0.104 |
3.8% |
45% |
False |
False |
32,324 |
| 120 |
3.901 |
2.096 |
1.805 |
66.5% |
0.100 |
3.7% |
34% |
False |
False |
27,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.441 |
|
2.618 |
3.175 |
|
1.618 |
3.012 |
|
1.000 |
2.911 |
|
0.618 |
2.849 |
|
HIGH |
2.748 |
|
0.618 |
2.686 |
|
0.500 |
2.667 |
|
0.382 |
2.647 |
|
LOW |
2.585 |
|
0.618 |
2.484 |
|
1.000 |
2.422 |
|
1.618 |
2.321 |
|
2.618 |
2.158 |
|
4.250 |
1.892 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.699 |
2.678 |
| PP |
2.683 |
2.640 |
| S1 |
2.667 |
2.603 |
|