NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.477 |
2.570 |
0.093 |
3.8% |
2.377 |
| High |
2.601 |
2.650 |
0.049 |
1.9% |
2.544 |
| Low |
2.431 |
2.553 |
0.122 |
5.0% |
2.332 |
| Close |
2.537 |
2.610 |
0.073 |
2.9% |
2.439 |
| Range |
0.170 |
0.097 |
-0.073 |
-42.9% |
0.212 |
| ATR |
0.096 |
0.098 |
0.001 |
1.2% |
0.000 |
| Volume |
27,931 |
49,974 |
22,043 |
78.9% |
158,887 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.895 |
2.850 |
2.663 |
|
| R3 |
2.798 |
2.753 |
2.637 |
|
| R2 |
2.701 |
2.701 |
2.628 |
|
| R1 |
2.656 |
2.656 |
2.619 |
2.679 |
| PP |
2.604 |
2.604 |
2.604 |
2.616 |
| S1 |
2.559 |
2.559 |
2.601 |
2.582 |
| S2 |
2.507 |
2.507 |
2.592 |
|
| S3 |
2.410 |
2.462 |
2.583 |
|
| S4 |
2.313 |
2.365 |
2.557 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.074 |
2.969 |
2.556 |
|
| R3 |
2.862 |
2.757 |
2.497 |
|
| R2 |
2.650 |
2.650 |
2.478 |
|
| R1 |
2.545 |
2.545 |
2.458 |
2.598 |
| PP |
2.438 |
2.438 |
2.438 |
2.465 |
| S1 |
2.333 |
2.333 |
2.420 |
2.386 |
| S2 |
2.226 |
2.226 |
2.400 |
|
| S3 |
2.014 |
2.121 |
2.381 |
|
| S4 |
1.802 |
1.909 |
2.322 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.650 |
2.423 |
0.227 |
8.7% |
0.111 |
4.3% |
82% |
True |
False |
37,520 |
| 10 |
2.650 |
2.305 |
0.345 |
13.2% |
0.116 |
4.4% |
88% |
True |
False |
33,207 |
| 20 |
2.650 |
2.175 |
0.475 |
18.2% |
0.089 |
3.4% |
92% |
True |
False |
29,156 |
| 40 |
2.759 |
2.175 |
0.584 |
22.4% |
0.083 |
3.2% |
74% |
False |
False |
22,558 |
| 60 |
3.137 |
2.175 |
0.962 |
36.9% |
0.087 |
3.3% |
45% |
False |
False |
18,709 |
| 80 |
3.148 |
2.175 |
0.973 |
37.3% |
0.101 |
3.9% |
45% |
False |
False |
17,197 |
| 100 |
3.522 |
2.175 |
1.347 |
51.6% |
0.097 |
3.7% |
32% |
False |
False |
14,494 |
| 120 |
3.927 |
2.175 |
1.752 |
67.1% |
0.094 |
3.6% |
25% |
False |
False |
12,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.062 |
|
2.618 |
2.904 |
|
1.618 |
2.807 |
|
1.000 |
2.747 |
|
0.618 |
2.710 |
|
HIGH |
2.650 |
|
0.618 |
2.613 |
|
0.500 |
2.602 |
|
0.382 |
2.590 |
|
LOW |
2.553 |
|
0.618 |
2.493 |
|
1.000 |
2.456 |
|
1.618 |
2.396 |
|
2.618 |
2.299 |
|
4.250 |
2.141 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.607 |
2.587 |
| PP |
2.604 |
2.564 |
| S1 |
2.602 |
2.541 |
|