NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.604 |
2.615 |
0.011 |
0.4% |
2.451 |
| High |
2.663 |
2.671 |
0.008 |
0.3% |
2.671 |
| Low |
2.561 |
2.594 |
0.033 |
1.3% |
2.431 |
| Close |
2.628 |
2.641 |
0.013 |
0.5% |
2.641 |
| Range |
0.102 |
0.077 |
-0.025 |
-24.5% |
0.240 |
| ATR |
0.098 |
0.096 |
-0.001 |
-1.5% |
0.000 |
| Volume |
51,631 |
40,616 |
-11,015 |
-21.3% |
202,775 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.866 |
2.831 |
2.683 |
|
| R3 |
2.789 |
2.754 |
2.662 |
|
| R2 |
2.712 |
2.712 |
2.655 |
|
| R1 |
2.677 |
2.677 |
2.648 |
2.695 |
| PP |
2.635 |
2.635 |
2.635 |
2.644 |
| S1 |
2.600 |
2.600 |
2.634 |
2.618 |
| S2 |
2.558 |
2.558 |
2.627 |
|
| S3 |
2.481 |
2.523 |
2.620 |
|
| S4 |
2.404 |
2.446 |
2.599 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.301 |
3.211 |
2.773 |
|
| R3 |
3.061 |
2.971 |
2.707 |
|
| R2 |
2.821 |
2.821 |
2.685 |
|
| R1 |
2.731 |
2.731 |
2.663 |
2.776 |
| PP |
2.581 |
2.581 |
2.581 |
2.604 |
| S1 |
2.491 |
2.491 |
2.619 |
2.536 |
| S2 |
2.341 |
2.341 |
2.597 |
|
| S3 |
2.101 |
2.251 |
2.575 |
|
| S4 |
1.861 |
2.011 |
2.509 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.671 |
2.431 |
0.240 |
9.1% |
0.103 |
3.9% |
88% |
True |
False |
40,555 |
| 10 |
2.671 |
2.332 |
0.339 |
12.8% |
0.111 |
4.2% |
91% |
True |
False |
36,166 |
| 20 |
2.671 |
2.175 |
0.496 |
18.8% |
0.092 |
3.5% |
94% |
True |
False |
30,958 |
| 40 |
2.759 |
2.175 |
0.584 |
22.1% |
0.083 |
3.1% |
80% |
False |
False |
24,165 |
| 60 |
3.137 |
2.175 |
0.962 |
36.4% |
0.087 |
3.3% |
48% |
False |
False |
19,651 |
| 80 |
3.148 |
2.175 |
0.973 |
36.8% |
0.100 |
3.8% |
48% |
False |
False |
18,161 |
| 100 |
3.522 |
2.175 |
1.347 |
51.0% |
0.097 |
3.7% |
35% |
False |
False |
15,375 |
| 120 |
3.927 |
2.175 |
1.752 |
66.3% |
0.094 |
3.6% |
27% |
False |
False |
13,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.998 |
|
2.618 |
2.873 |
|
1.618 |
2.796 |
|
1.000 |
2.748 |
|
0.618 |
2.719 |
|
HIGH |
2.671 |
|
0.618 |
2.642 |
|
0.500 |
2.633 |
|
0.382 |
2.623 |
|
LOW |
2.594 |
|
0.618 |
2.546 |
|
1.000 |
2.517 |
|
1.618 |
2.469 |
|
2.618 |
2.392 |
|
4.250 |
2.267 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.638 |
2.631 |
| PP |
2.635 |
2.622 |
| S1 |
2.633 |
2.612 |
|