NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.764 |
2.800 |
0.036 |
1.3% |
2.630 |
| High |
2.841 |
2.846 |
0.005 |
0.2% |
2.881 |
| Low |
2.701 |
2.730 |
0.029 |
1.1% |
2.524 |
| Close |
2.817 |
2.836 |
0.019 |
0.7% |
2.866 |
| Range |
0.140 |
0.116 |
-0.024 |
-17.1% |
0.357 |
| ATR |
0.114 |
0.114 |
0.000 |
0.1% |
0.000 |
| Volume |
34,294 |
31,945 |
-2,349 |
-6.8% |
208,769 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.152 |
3.110 |
2.900 |
|
| R3 |
3.036 |
2.994 |
2.868 |
|
| R2 |
2.920 |
2.920 |
2.857 |
|
| R1 |
2.878 |
2.878 |
2.847 |
2.899 |
| PP |
2.804 |
2.804 |
2.804 |
2.815 |
| S1 |
2.762 |
2.762 |
2.825 |
2.783 |
| S2 |
2.688 |
2.688 |
2.815 |
|
| S3 |
2.572 |
2.646 |
2.804 |
|
| S4 |
2.456 |
2.530 |
2.772 |
|
|
| 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 |
2.646 |
0.235 |
8.3% |
0.141 |
5.0% |
81% |
False |
False |
38,296 |
| 10 |
2.881 |
2.524 |
0.357 |
12.6% |
0.126 |
4.4% |
87% |
False |
False |
41,427 |
| 20 |
2.881 |
2.305 |
0.576 |
20.3% |
0.121 |
4.3% |
92% |
False |
False |
37,317 |
| 40 |
2.881 |
2.175 |
0.706 |
24.9% |
0.095 |
3.4% |
94% |
False |
False |
30,147 |
| 60 |
2.890 |
2.175 |
0.715 |
25.2% |
0.089 |
3.1% |
92% |
False |
False |
23,856 |
| 80 |
3.137 |
2.175 |
0.962 |
33.9% |
0.096 |
3.4% |
69% |
False |
False |
21,184 |
| 100 |
3.390 |
2.175 |
1.215 |
42.8% |
0.103 |
3.6% |
54% |
False |
False |
18,432 |
| 120 |
3.893 |
2.175 |
1.718 |
60.6% |
0.097 |
3.4% |
38% |
False |
False |
15,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.339 |
|
2.618 |
3.150 |
|
1.618 |
3.034 |
|
1.000 |
2.962 |
|
0.618 |
2.918 |
|
HIGH |
2.846 |
|
0.618 |
2.802 |
|
0.500 |
2.788 |
|
0.382 |
2.774 |
|
LOW |
2.730 |
|
0.618 |
2.658 |
|
1.000 |
2.614 |
|
1.618 |
2.542 |
|
2.618 |
2.426 |
|
4.250 |
2.237 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.820 |
2.819 |
| PP |
2.804 |
2.801 |
| S1 |
2.788 |
2.784 |
|