NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.570 |
2.604 |
0.034 |
1.3% |
2.377 |
| High |
2.650 |
2.663 |
0.013 |
0.5% |
2.544 |
| Low |
2.553 |
2.561 |
0.008 |
0.3% |
2.332 |
| Close |
2.610 |
2.628 |
0.018 |
0.7% |
2.439 |
| Range |
0.097 |
0.102 |
0.005 |
5.2% |
0.212 |
| ATR |
0.098 |
0.098 |
0.000 |
0.3% |
0.000 |
| Volume |
49,974 |
51,631 |
1,657 |
3.3% |
158,887 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.923 |
2.878 |
2.684 |
|
| R3 |
2.821 |
2.776 |
2.656 |
|
| R2 |
2.719 |
2.719 |
2.647 |
|
| R1 |
2.674 |
2.674 |
2.637 |
2.697 |
| PP |
2.617 |
2.617 |
2.617 |
2.629 |
| S1 |
2.572 |
2.572 |
2.619 |
2.595 |
| S2 |
2.515 |
2.515 |
2.609 |
|
| S3 |
2.413 |
2.470 |
2.600 |
|
| S4 |
2.311 |
2.368 |
2.572 |
|
|
| 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 |
2.663 |
2.423 |
0.240 |
9.1% |
0.110 |
4.2% |
85% |
True |
False |
39,631 |
| 10 |
2.663 |
2.305 |
0.358 |
13.6% |
0.111 |
4.2% |
90% |
True |
False |
35,595 |
| 20 |
2.663 |
2.175 |
0.488 |
18.6% |
0.090 |
3.4% |
93% |
True |
False |
30,680 |
| 40 |
2.759 |
2.175 |
0.584 |
22.2% |
0.083 |
3.1% |
78% |
False |
False |
23,510 |
| 60 |
3.137 |
2.175 |
0.962 |
36.6% |
0.087 |
3.3% |
47% |
False |
False |
19,261 |
| 80 |
3.148 |
2.175 |
0.973 |
37.0% |
0.100 |
3.8% |
47% |
False |
False |
17,778 |
| 100 |
3.522 |
2.175 |
1.347 |
51.3% |
0.097 |
3.7% |
34% |
False |
False |
14,987 |
| 120 |
3.927 |
2.175 |
1.752 |
66.7% |
0.094 |
3.6% |
26% |
False |
False |
12,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.097 |
|
2.618 |
2.930 |
|
1.618 |
2.828 |
|
1.000 |
2.765 |
|
0.618 |
2.726 |
|
HIGH |
2.663 |
|
0.618 |
2.624 |
|
0.500 |
2.612 |
|
0.382 |
2.600 |
|
LOW |
2.561 |
|
0.618 |
2.498 |
|
1.000 |
2.459 |
|
1.618 |
2.396 |
|
2.618 |
2.294 |
|
4.250 |
2.128 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.623 |
2.601 |
| PP |
2.617 |
2.574 |
| S1 |
2.612 |
2.547 |
|