NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.498 |
2.450 |
-0.048 |
-1.9% |
2.822 |
| High |
2.508 |
2.498 |
-0.010 |
-0.4% |
2.822 |
| Low |
2.393 |
2.377 |
-0.016 |
-0.7% |
2.582 |
| Close |
2.418 |
2.418 |
0.000 |
0.0% |
2.627 |
| Range |
0.115 |
0.121 |
0.006 |
5.2% |
0.240 |
| ATR |
0.123 |
0.123 |
0.000 |
-0.1% |
0.000 |
| Volume |
130,480 |
190,417 |
59,937 |
45.9% |
448,106 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.794 |
2.727 |
2.485 |
|
| R3 |
2.673 |
2.606 |
2.451 |
|
| R2 |
2.552 |
2.552 |
2.440 |
|
| R1 |
2.485 |
2.485 |
2.429 |
2.458 |
| PP |
2.431 |
2.431 |
2.431 |
2.418 |
| S1 |
2.364 |
2.364 |
2.407 |
2.337 |
| S2 |
2.310 |
2.310 |
2.396 |
|
| S3 |
2.189 |
2.243 |
2.385 |
|
| S4 |
2.068 |
2.122 |
2.351 |
|
|
| 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 |
2.377 |
0.432 |
17.9% |
0.129 |
5.3% |
9% |
False |
True |
130,643 |
| 10 |
2.838 |
2.377 |
0.461 |
19.1% |
0.138 |
5.7% |
9% |
False |
True |
106,938 |
| 20 |
2.838 |
2.354 |
0.484 |
20.0% |
0.128 |
5.3% |
13% |
False |
False |
84,935 |
| 40 |
2.838 |
2.096 |
0.742 |
30.7% |
0.106 |
4.4% |
43% |
False |
False |
72,402 |
| 60 |
2.838 |
2.096 |
0.742 |
30.7% |
0.097 |
4.0% |
43% |
False |
False |
57,090 |
| 80 |
3.104 |
2.096 |
1.008 |
41.7% |
0.099 |
4.1% |
32% |
False |
False |
47,943 |
| 100 |
3.311 |
2.096 |
1.215 |
50.2% |
0.108 |
4.5% |
27% |
False |
False |
41,939 |
| 120 |
3.752 |
2.096 |
1.656 |
68.5% |
0.104 |
4.3% |
19% |
False |
False |
35,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.012 |
|
2.618 |
2.815 |
|
1.618 |
2.694 |
|
1.000 |
2.619 |
|
0.618 |
2.573 |
|
HIGH |
2.498 |
|
0.618 |
2.452 |
|
0.500 |
2.438 |
|
0.382 |
2.423 |
|
LOW |
2.377 |
|
0.618 |
2.302 |
|
1.000 |
2.256 |
|
1.618 |
2.181 |
|
2.618 |
2.060 |
|
4.250 |
1.863 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.438 |
2.499 |
| PP |
2.431 |
2.472 |
| S1 |
2.425 |
2.445 |
|