NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.784 |
2.708 |
-0.076 |
-2.7% |
2.822 |
| High |
2.809 |
2.716 |
-0.093 |
-3.3% |
2.822 |
| Low |
2.691 |
2.582 |
-0.109 |
-4.1% |
2.582 |
| Close |
2.709 |
2.627 |
-0.082 |
-3.0% |
2.627 |
| Range |
0.118 |
0.134 |
0.016 |
13.6% |
0.240 |
| ATR |
0.119 |
0.120 |
0.001 |
0.9% |
0.000 |
| Volume |
81,259 |
110,306 |
29,047 |
35.7% |
448,106 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.044 |
2.969 |
2.701 |
|
| R3 |
2.910 |
2.835 |
2.664 |
|
| R2 |
2.776 |
2.776 |
2.652 |
|
| R1 |
2.701 |
2.701 |
2.639 |
2.672 |
| PP |
2.642 |
2.642 |
2.642 |
2.627 |
| S1 |
2.567 |
2.567 |
2.615 |
2.538 |
| S2 |
2.508 |
2.508 |
2.602 |
|
| S3 |
2.374 |
2.433 |
2.590 |
|
| S4 |
2.240 |
2.299 |
2.553 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.397 |
3.252 |
2.759 |
|
| R3 |
3.157 |
3.012 |
2.693 |
|
| R2 |
2.917 |
2.917 |
2.671 |
|
| R1 |
2.772 |
2.772 |
2.649 |
2.725 |
| PP |
2.677 |
2.677 |
2.677 |
2.653 |
| S1 |
2.532 |
2.532 |
2.605 |
2.485 |
| S2 |
2.437 |
2.437 |
2.583 |
|
| S3 |
2.197 |
2.292 |
2.561 |
|
| S4 |
1.957 |
2.052 |
2.495 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.822 |
2.582 |
0.240 |
9.1% |
0.135 |
5.1% |
19% |
False |
True |
89,621 |
| 10 |
2.838 |
2.458 |
0.380 |
14.5% |
0.138 |
5.3% |
44% |
False |
False |
80,594 |
| 20 |
2.838 |
2.258 |
0.580 |
22.1% |
0.128 |
4.9% |
64% |
False |
False |
69,606 |
| 40 |
2.838 |
2.096 |
0.742 |
28.2% |
0.102 |
3.9% |
72% |
False |
False |
63,811 |
| 60 |
2.838 |
2.096 |
0.742 |
28.2% |
0.094 |
3.6% |
72% |
False |
False |
50,586 |
| 80 |
3.104 |
2.096 |
1.008 |
38.4% |
0.100 |
3.8% |
53% |
False |
False |
43,098 |
| 100 |
3.368 |
2.096 |
1.272 |
48.4% |
0.108 |
4.1% |
42% |
False |
False |
37,505 |
| 120 |
3.790 |
2.096 |
1.694 |
64.5% |
0.103 |
3.9% |
31% |
False |
False |
31,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.286 |
|
2.618 |
3.067 |
|
1.618 |
2.933 |
|
1.000 |
2.850 |
|
0.618 |
2.799 |
|
HIGH |
2.716 |
|
0.618 |
2.665 |
|
0.500 |
2.649 |
|
0.382 |
2.633 |
|
LOW |
2.582 |
|
0.618 |
2.499 |
|
1.000 |
2.448 |
|
1.618 |
2.365 |
|
2.618 |
2.231 |
|
4.250 |
2.013 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.649 |
2.696 |
| PP |
2.642 |
2.673 |
| S1 |
2.634 |
2.650 |
|