NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.526 |
2.499 |
-0.027 |
-1.1% |
2.862 |
| High |
2.562 |
2.553 |
-0.009 |
-0.4% |
2.866 |
| Low |
2.446 |
2.428 |
-0.018 |
-0.7% |
2.628 |
| Close |
2.471 |
2.481 |
0.010 |
0.4% |
2.678 |
| Range |
0.116 |
0.125 |
0.009 |
7.8% |
0.238 |
| ATR |
0.118 |
0.119 |
0.000 |
0.4% |
0.000 |
| Volume |
38,854 |
36,680 |
-2,174 |
-5.6% |
184,349 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.862 |
2.797 |
2.550 |
|
| R3 |
2.737 |
2.672 |
2.515 |
|
| R2 |
2.612 |
2.612 |
2.504 |
|
| R1 |
2.547 |
2.547 |
2.492 |
2.517 |
| PP |
2.487 |
2.487 |
2.487 |
2.473 |
| S1 |
2.422 |
2.422 |
2.470 |
2.392 |
| S2 |
2.362 |
2.362 |
2.458 |
|
| S3 |
2.237 |
2.297 |
2.447 |
|
| S4 |
2.112 |
2.172 |
2.412 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.438 |
3.296 |
2.809 |
|
| R3 |
3.200 |
3.058 |
2.743 |
|
| R2 |
2.962 |
2.962 |
2.722 |
|
| R1 |
2.820 |
2.820 |
2.700 |
2.772 |
| PP |
2.724 |
2.724 |
2.724 |
2.700 |
| S1 |
2.582 |
2.582 |
2.656 |
2.534 |
| S2 |
2.486 |
2.486 |
2.634 |
|
| S3 |
2.248 |
2.344 |
2.613 |
|
| S4 |
2.010 |
2.106 |
2.547 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.850 |
2.428 |
0.422 |
17.0% |
0.126 |
5.1% |
13% |
False |
True |
35,673 |
| 10 |
2.881 |
2.428 |
0.453 |
18.3% |
0.134 |
5.4% |
12% |
False |
True |
36,984 |
| 20 |
2.881 |
2.423 |
0.458 |
18.5% |
0.122 |
4.9% |
13% |
False |
False |
39,011 |
| 40 |
2.881 |
2.175 |
0.706 |
28.5% |
0.101 |
4.1% |
43% |
False |
False |
32,468 |
| 60 |
2.881 |
2.175 |
0.706 |
28.5% |
0.093 |
3.7% |
43% |
False |
False |
26,003 |
| 80 |
3.137 |
2.175 |
0.962 |
38.8% |
0.095 |
3.8% |
32% |
False |
False |
22,513 |
| 100 |
3.330 |
2.175 |
1.155 |
46.6% |
0.104 |
4.2% |
26% |
False |
False |
20,053 |
| 120 |
3.755 |
2.175 |
1.580 |
63.7% |
0.099 |
4.0% |
19% |
False |
False |
17,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.084 |
|
2.618 |
2.880 |
|
1.618 |
2.755 |
|
1.000 |
2.678 |
|
0.618 |
2.630 |
|
HIGH |
2.553 |
|
0.618 |
2.505 |
|
0.500 |
2.491 |
|
0.382 |
2.476 |
|
LOW |
2.428 |
|
0.618 |
2.351 |
|
1.000 |
2.303 |
|
1.618 |
2.226 |
|
2.618 |
2.101 |
|
4.250 |
1.897 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.491 |
2.548 |
| PP |
2.487 |
2.526 |
| S1 |
2.484 |
2.503 |
|