NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.630 |
2.553 |
-0.077 |
-2.9% |
2.451 |
| High |
2.657 |
2.645 |
-0.012 |
-0.5% |
2.671 |
| Low |
2.550 |
2.524 |
-0.026 |
-1.0% |
2.431 |
| Close |
2.562 |
2.624 |
0.062 |
2.4% |
2.641 |
| Range |
0.107 |
0.121 |
0.014 |
13.1% |
0.240 |
| ATR |
0.097 |
0.099 |
0.002 |
1.8% |
0.000 |
| Volume |
65,171 |
35,538 |
-29,633 |
-45.5% |
202,775 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.961 |
2.913 |
2.691 |
|
| R3 |
2.840 |
2.792 |
2.657 |
|
| R2 |
2.719 |
2.719 |
2.646 |
|
| R1 |
2.671 |
2.671 |
2.635 |
2.695 |
| PP |
2.598 |
2.598 |
2.598 |
2.610 |
| S1 |
2.550 |
2.550 |
2.613 |
2.574 |
| S2 |
2.477 |
2.477 |
2.602 |
|
| S3 |
2.356 |
2.429 |
2.591 |
|
| S4 |
2.235 |
2.308 |
2.557 |
|
|
| 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 |
2.524 |
0.147 |
5.6% |
0.101 |
3.8% |
68% |
False |
True |
48,586 |
| 10 |
2.671 |
2.409 |
0.262 |
10.0% |
0.110 |
4.2% |
82% |
False |
False |
41,167 |
| 20 |
2.671 |
2.175 |
0.496 |
18.9% |
0.099 |
3.8% |
91% |
False |
False |
33,765 |
| 40 |
2.734 |
2.175 |
0.559 |
21.3% |
0.085 |
3.2% |
80% |
False |
False |
26,040 |
| 60 |
3.134 |
2.175 |
0.959 |
36.5% |
0.086 |
3.3% |
47% |
False |
False |
20,928 |
| 80 |
3.148 |
2.175 |
0.973 |
37.1% |
0.100 |
3.8% |
46% |
False |
False |
19,272 |
| 100 |
3.522 |
2.175 |
1.347 |
51.3% |
0.099 |
3.8% |
33% |
False |
False |
16,357 |
| 120 |
3.927 |
2.175 |
1.752 |
66.8% |
0.094 |
3.6% |
26% |
False |
False |
14,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.159 |
|
2.618 |
2.962 |
|
1.618 |
2.841 |
|
1.000 |
2.766 |
|
0.618 |
2.720 |
|
HIGH |
2.645 |
|
0.618 |
2.599 |
|
0.500 |
2.585 |
|
0.382 |
2.570 |
|
LOW |
2.524 |
|
0.618 |
2.449 |
|
1.000 |
2.403 |
|
1.618 |
2.328 |
|
2.618 |
2.207 |
|
4.250 |
2.010 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.611 |
2.615 |
| PP |
2.598 |
2.606 |
| S1 |
2.585 |
2.598 |
|