NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.773 |
2.862 |
0.089 |
3.2% |
2.630 |
| High |
2.881 |
2.866 |
-0.015 |
-0.5% |
2.881 |
| Low |
2.740 |
2.717 |
-0.023 |
-0.8% |
2.524 |
| Close |
2.866 |
2.734 |
-0.132 |
-4.6% |
2.866 |
| Range |
0.141 |
0.149 |
0.008 |
5.7% |
0.357 |
| ATR |
0.109 |
0.112 |
0.003 |
2.6% |
0.000 |
| Volume |
37,700 |
47,015 |
9,315 |
24.7% |
208,769 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.219 |
3.126 |
2.816 |
|
| R3 |
3.070 |
2.977 |
2.775 |
|
| R2 |
2.921 |
2.921 |
2.761 |
|
| R1 |
2.828 |
2.828 |
2.748 |
2.800 |
| PP |
2.772 |
2.772 |
2.772 |
2.759 |
| S1 |
2.679 |
2.679 |
2.720 |
2.651 |
| S2 |
2.623 |
2.623 |
2.707 |
|
| S3 |
2.474 |
2.530 |
2.693 |
|
| S4 |
2.325 |
2.381 |
2.652 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.828 |
3.704 |
3.062 |
|
| R3 |
3.471 |
3.347 |
2.964 |
|
| R2 |
3.114 |
3.114 |
2.931 |
|
| R1 |
2.990 |
2.990 |
2.899 |
3.052 |
| PP |
2.757 |
2.757 |
2.757 |
2.788 |
| S1 |
2.633 |
2.633 |
2.833 |
2.695 |
| S2 |
2.400 |
2.400 |
2.801 |
|
| S3 |
2.043 |
2.276 |
2.768 |
|
| S4 |
1.686 |
1.919 |
2.670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.881 |
2.524 |
0.357 |
13.1% |
0.143 |
5.2% |
59% |
False |
False |
38,122 |
| 10 |
2.881 |
2.431 |
0.450 |
16.5% |
0.127 |
4.6% |
67% |
False |
False |
42,593 |
| 20 |
2.881 |
2.242 |
0.639 |
23.4% |
0.117 |
4.3% |
77% |
False |
False |
36,984 |
| 40 |
2.881 |
2.175 |
0.706 |
25.8% |
0.092 |
3.4% |
79% |
False |
False |
28,888 |
| 60 |
3.040 |
2.175 |
0.865 |
31.6% |
0.089 |
3.2% |
65% |
False |
False |
22,949 |
| 80 |
3.148 |
2.175 |
0.973 |
35.6% |
0.097 |
3.5% |
57% |
False |
False |
20,636 |
| 100 |
3.449 |
2.175 |
1.274 |
46.6% |
0.102 |
3.7% |
44% |
False |
False |
17,810 |
| 120 |
3.893 |
2.175 |
1.718 |
62.8% |
0.096 |
3.5% |
33% |
False |
False |
15,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.499 |
|
2.618 |
3.256 |
|
1.618 |
3.107 |
|
1.000 |
3.015 |
|
0.618 |
2.958 |
|
HIGH |
2.866 |
|
0.618 |
2.809 |
|
0.500 |
2.792 |
|
0.382 |
2.774 |
|
LOW |
2.717 |
|
0.618 |
2.625 |
|
1.000 |
2.568 |
|
1.618 |
2.476 |
|
2.618 |
2.327 |
|
4.250 |
2.084 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.792 |
2.764 |
| PP |
2.772 |
2.754 |
| S1 |
2.753 |
2.744 |
|