NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.708 |
2.616 |
-0.092 |
-3.4% |
2.822 |
| High |
2.716 |
2.621 |
-0.095 |
-3.5% |
2.822 |
| Low |
2.582 |
2.466 |
-0.116 |
-4.5% |
2.582 |
| Close |
2.627 |
2.485 |
-0.142 |
-5.4% |
2.627 |
| Range |
0.134 |
0.155 |
0.021 |
15.7% |
0.240 |
| ATR |
0.120 |
0.123 |
0.003 |
2.4% |
0.000 |
| Volume |
110,306 |
140,753 |
30,447 |
27.6% |
448,106 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.989 |
2.892 |
2.570 |
|
| R3 |
2.834 |
2.737 |
2.528 |
|
| R2 |
2.679 |
2.679 |
2.513 |
|
| R1 |
2.582 |
2.582 |
2.499 |
2.553 |
| PP |
2.524 |
2.524 |
2.524 |
2.510 |
| S1 |
2.427 |
2.427 |
2.471 |
2.398 |
| S2 |
2.369 |
2.369 |
2.457 |
|
| S3 |
2.214 |
2.272 |
2.442 |
|
| S4 |
2.059 |
2.117 |
2.400 |
|
|
| 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 |
2.809 |
2.466 |
0.343 |
13.8% |
0.135 |
5.4% |
6% |
False |
True |
103,489 |
| 10 |
2.838 |
2.458 |
0.380 |
15.3% |
0.143 |
5.7% |
7% |
False |
False |
86,577 |
| 20 |
2.838 |
2.338 |
0.500 |
20.1% |
0.127 |
5.1% |
29% |
False |
False |
74,644 |
| 40 |
2.838 |
2.096 |
0.742 |
29.9% |
0.105 |
4.2% |
52% |
False |
False |
66,509 |
| 60 |
2.838 |
2.096 |
0.742 |
29.9% |
0.096 |
3.9% |
52% |
False |
False |
52,570 |
| 80 |
3.104 |
2.096 |
1.008 |
40.6% |
0.099 |
4.0% |
39% |
False |
False |
44,532 |
| 100 |
3.368 |
2.096 |
1.272 |
51.2% |
0.108 |
4.4% |
31% |
False |
False |
38,867 |
| 120 |
3.752 |
2.096 |
1.656 |
66.6% |
0.103 |
4.2% |
23% |
False |
False |
33,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.280 |
|
2.618 |
3.027 |
|
1.618 |
2.872 |
|
1.000 |
2.776 |
|
0.618 |
2.717 |
|
HIGH |
2.621 |
|
0.618 |
2.562 |
|
0.500 |
2.544 |
|
0.382 |
2.525 |
|
LOW |
2.466 |
|
0.618 |
2.370 |
|
1.000 |
2.311 |
|
1.618 |
2.215 |
|
2.618 |
2.060 |
|
4.250 |
1.807 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.544 |
2.638 |
| PP |
2.524 |
2.587 |
| S1 |
2.505 |
2.536 |
|