NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.616 |
2.498 |
-0.118 |
-4.5% |
2.822 |
| High |
2.621 |
2.508 |
-0.113 |
-4.3% |
2.822 |
| Low |
2.466 |
2.393 |
-0.073 |
-3.0% |
2.582 |
| Close |
2.485 |
2.418 |
-0.067 |
-2.7% |
2.627 |
| Range |
0.155 |
0.115 |
-0.040 |
-25.8% |
0.240 |
| ATR |
0.123 |
0.123 |
-0.001 |
-0.5% |
0.000 |
| Volume |
140,753 |
130,480 |
-10,273 |
-7.3% |
448,106 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.785 |
2.716 |
2.481 |
|
| R3 |
2.670 |
2.601 |
2.450 |
|
| R2 |
2.555 |
2.555 |
2.439 |
|
| R1 |
2.486 |
2.486 |
2.429 |
2.463 |
| PP |
2.440 |
2.440 |
2.440 |
2.428 |
| S1 |
2.371 |
2.371 |
2.407 |
2.348 |
| S2 |
2.325 |
2.325 |
2.397 |
|
| S3 |
2.210 |
2.256 |
2.386 |
|
| S4 |
2.095 |
2.141 |
2.355 |
|
|
| 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 |
2.393 |
0.416 |
17.2% |
0.129 |
5.3% |
6% |
False |
True |
111,381 |
| 10 |
2.838 |
2.393 |
0.445 |
18.4% |
0.141 |
5.8% |
6% |
False |
True |
94,037 |
| 20 |
2.838 |
2.338 |
0.500 |
20.7% |
0.129 |
5.3% |
16% |
False |
False |
78,222 |
| 40 |
2.838 |
2.096 |
0.742 |
30.7% |
0.105 |
4.4% |
43% |
False |
False |
68,699 |
| 60 |
2.838 |
2.096 |
0.742 |
30.7% |
0.096 |
4.0% |
43% |
False |
False |
54,303 |
| 80 |
3.104 |
2.096 |
1.008 |
41.7% |
0.099 |
4.1% |
32% |
False |
False |
45,863 |
| 100 |
3.327 |
2.096 |
1.231 |
50.9% |
0.108 |
4.5% |
26% |
False |
False |
40,104 |
| 120 |
3.752 |
2.096 |
1.656 |
68.5% |
0.104 |
4.3% |
19% |
False |
False |
34,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.997 |
|
2.618 |
2.809 |
|
1.618 |
2.694 |
|
1.000 |
2.623 |
|
0.618 |
2.579 |
|
HIGH |
2.508 |
|
0.618 |
2.464 |
|
0.500 |
2.451 |
|
0.382 |
2.437 |
|
LOW |
2.393 |
|
0.618 |
2.322 |
|
1.000 |
2.278 |
|
1.618 |
2.207 |
|
2.618 |
2.092 |
|
4.250 |
1.904 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.451 |
2.555 |
| PP |
2.440 |
2.509 |
| S1 |
2.429 |
2.464 |
|