NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.621 |
2.638 |
0.017 |
0.6% |
2.420 |
| High |
2.690 |
2.700 |
0.010 |
0.4% |
2.587 |
| Low |
2.599 |
2.605 |
0.006 |
0.2% |
2.379 |
| Close |
2.654 |
2.667 |
0.013 |
0.5% |
2.490 |
| Range |
0.091 |
0.095 |
0.004 |
4.4% |
0.208 |
| ATR |
0.094 |
0.094 |
0.000 |
0.1% |
0.000 |
| Volume |
40,631 |
47,729 |
7,098 |
17.5% |
146,402 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.942 |
2.900 |
2.719 |
|
| R3 |
2.847 |
2.805 |
2.693 |
|
| R2 |
2.752 |
2.752 |
2.684 |
|
| R1 |
2.710 |
2.710 |
2.676 |
2.731 |
| PP |
2.657 |
2.657 |
2.657 |
2.668 |
| S1 |
2.615 |
2.615 |
2.658 |
2.636 |
| S2 |
2.562 |
2.562 |
2.650 |
|
| S3 |
2.467 |
2.520 |
2.641 |
|
| S4 |
2.372 |
2.425 |
2.615 |
|
|
| 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 |
2.700 |
2.475 |
0.225 |
8.4% |
0.106 |
4.0% |
85% |
True |
False |
35,387 |
| 10 |
2.700 |
2.352 |
0.348 |
13.0% |
0.106 |
4.0% |
91% |
True |
False |
32,348 |
| 20 |
2.700 |
2.222 |
0.478 |
17.9% |
0.086 |
3.2% |
93% |
True |
False |
26,053 |
| 40 |
2.785 |
2.222 |
0.563 |
21.1% |
0.078 |
2.9% |
79% |
False |
False |
19,391 |
| 60 |
3.143 |
2.222 |
0.921 |
34.5% |
0.084 |
3.2% |
48% |
False |
False |
16,909 |
| 80 |
3.170 |
2.222 |
0.948 |
35.5% |
0.097 |
3.7% |
47% |
False |
False |
15,354 |
| 100 |
3.523 |
2.222 |
1.301 |
48.8% |
0.096 |
3.6% |
34% |
False |
False |
13,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.104 |
|
2.618 |
2.949 |
|
1.618 |
2.854 |
|
1.000 |
2.795 |
|
0.618 |
2.759 |
|
HIGH |
2.700 |
|
0.618 |
2.664 |
|
0.500 |
2.653 |
|
0.382 |
2.641 |
|
LOW |
2.605 |
|
0.618 |
2.546 |
|
1.000 |
2.510 |
|
1.618 |
2.451 |
|
2.618 |
2.356 |
|
4.250 |
2.201 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.662 |
2.642 |
| PP |
2.657 |
2.618 |
| S1 |
2.653 |
2.593 |
|