NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.496 |
2.525 |
0.029 |
1.2% |
2.420 |
| High |
2.568 |
2.647 |
0.079 |
3.1% |
2.587 |
| Low |
2.496 |
2.486 |
-0.010 |
-0.4% |
2.379 |
| Close |
2.538 |
2.585 |
0.047 |
1.9% |
2.490 |
| Range |
0.072 |
0.161 |
0.089 |
123.6% |
0.208 |
| ATR |
0.087 |
0.093 |
0.005 |
6.0% |
0.000 |
| Volume |
27,796 |
28,440 |
644 |
2.3% |
146,402 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.056 |
2.981 |
2.674 |
|
| R3 |
2.895 |
2.820 |
2.629 |
|
| R2 |
2.734 |
2.734 |
2.615 |
|
| R1 |
2.659 |
2.659 |
2.600 |
2.697 |
| PP |
2.573 |
2.573 |
2.573 |
2.591 |
| S1 |
2.498 |
2.498 |
2.570 |
2.536 |
| S2 |
2.412 |
2.412 |
2.555 |
|
| S3 |
2.251 |
2.337 |
2.541 |
|
| S4 |
2.090 |
2.176 |
2.496 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.109 |
3.008 |
2.604 |
|
| R3 |
2.901 |
2.800 |
2.547 |
|
| R2 |
2.693 |
2.693 |
2.528 |
|
| R1 |
2.592 |
2.592 |
2.509 |
2.643 |
| PP |
2.485 |
2.485 |
2.485 |
2.511 |
| S1 |
2.384 |
2.384 |
2.471 |
2.435 |
| S2 |
2.277 |
2.277 |
2.452 |
|
| S3 |
2.069 |
2.176 |
2.433 |
|
| S4 |
1.861 |
1.968 |
2.376 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.647 |
2.458 |
0.189 |
7.3% |
0.114 |
4.4% |
67% |
True |
False |
32,444 |
| 10 |
2.647 |
2.279 |
0.368 |
14.2% |
0.115 |
4.4% |
83% |
True |
False |
26,861 |
| 20 |
2.647 |
2.222 |
0.425 |
16.4% |
0.084 |
3.2% |
85% |
True |
False |
23,467 |
| 40 |
2.785 |
2.222 |
0.563 |
21.8% |
0.080 |
3.1% |
64% |
False |
False |
17,916 |
| 60 |
3.143 |
2.222 |
0.921 |
35.6% |
0.083 |
3.2% |
39% |
False |
False |
15,818 |
| 80 |
3.170 |
2.222 |
0.948 |
36.7% |
0.098 |
3.8% |
38% |
False |
False |
14,482 |
| 100 |
3.536 |
2.222 |
1.314 |
50.8% |
0.095 |
3.7% |
28% |
False |
False |
12,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.331 |
|
2.618 |
3.068 |
|
1.618 |
2.907 |
|
1.000 |
2.808 |
|
0.618 |
2.746 |
|
HIGH |
2.647 |
|
0.618 |
2.585 |
|
0.500 |
2.567 |
|
0.382 |
2.548 |
|
LOW |
2.486 |
|
0.618 |
2.387 |
|
1.000 |
2.325 |
|
1.618 |
2.226 |
|
2.618 |
2.065 |
|
4.250 |
1.802 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.579 |
2.577 |
| PP |
2.573 |
2.569 |
| S1 |
2.567 |
2.561 |
|