NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.553 |
2.648 |
0.095 |
3.7% |
2.451 |
| High |
2.645 |
2.765 |
0.120 |
4.5% |
2.671 |
| Low |
2.524 |
2.620 |
0.096 |
3.8% |
2.431 |
| Close |
2.624 |
2.744 |
0.120 |
4.6% |
2.641 |
| Range |
0.121 |
0.145 |
0.024 |
19.8% |
0.240 |
| ATR |
0.099 |
0.102 |
0.003 |
3.3% |
0.000 |
| Volume |
35,538 |
29,833 |
-5,705 |
-16.1% |
202,775 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.145 |
3.089 |
2.824 |
|
| R3 |
3.000 |
2.944 |
2.784 |
|
| R2 |
2.855 |
2.855 |
2.771 |
|
| R1 |
2.799 |
2.799 |
2.757 |
2.827 |
| PP |
2.710 |
2.710 |
2.710 |
2.724 |
| S1 |
2.654 |
2.654 |
2.731 |
2.682 |
| S2 |
2.565 |
2.565 |
2.717 |
|
| S3 |
2.420 |
2.509 |
2.704 |
|
| S4 |
2.275 |
2.364 |
2.664 |
|
|
| 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 |
2.765 |
2.524 |
0.241 |
8.8% |
0.110 |
4.0% |
91% |
True |
False |
44,557 |
| 10 |
2.765 |
2.423 |
0.342 |
12.5% |
0.111 |
4.0% |
94% |
True |
False |
41,039 |
| 20 |
2.765 |
2.175 |
0.590 |
21.5% |
0.104 |
3.8% |
96% |
True |
False |
34,104 |
| 40 |
2.765 |
2.175 |
0.590 |
21.5% |
0.087 |
3.2% |
96% |
True |
False |
26,547 |
| 60 |
3.134 |
2.175 |
0.959 |
34.9% |
0.087 |
3.2% |
59% |
False |
False |
21,249 |
| 80 |
3.148 |
2.175 |
0.973 |
35.5% |
0.097 |
3.5% |
58% |
False |
False |
19,569 |
| 100 |
3.522 |
2.175 |
1.347 |
49.1% |
0.099 |
3.6% |
42% |
False |
False |
16,630 |
| 120 |
3.927 |
2.175 |
1.752 |
63.8% |
0.095 |
3.5% |
32% |
False |
False |
14,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.381 |
|
2.618 |
3.145 |
|
1.618 |
3.000 |
|
1.000 |
2.910 |
|
0.618 |
2.855 |
|
HIGH |
2.765 |
|
0.618 |
2.710 |
|
0.500 |
2.693 |
|
0.382 |
2.675 |
|
LOW |
2.620 |
|
0.618 |
2.530 |
|
1.000 |
2.475 |
|
1.618 |
2.385 |
|
2.618 |
2.240 |
|
4.250 |
2.004 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.727 |
2.711 |
| PP |
2.710 |
2.678 |
| S1 |
2.693 |
2.645 |
|