NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.662 |
2.589 |
-0.073 |
-2.7% |
2.496 |
| High |
2.688 |
2.678 |
-0.010 |
-0.4% |
2.707 |
| Low |
2.585 |
2.571 |
-0.014 |
-0.5% |
2.486 |
| Close |
2.597 |
2.659 |
0.062 |
2.4% |
2.672 |
| Range |
0.103 |
0.107 |
0.004 |
3.9% |
0.221 |
| ATR |
0.093 |
0.094 |
0.001 |
1.1% |
0.000 |
| Volume |
53,275 |
25,983 |
-27,292 |
-51.2% |
184,550 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.957 |
2.915 |
2.718 |
|
| R3 |
2.850 |
2.808 |
2.688 |
|
| R2 |
2.743 |
2.743 |
2.679 |
|
| R1 |
2.701 |
2.701 |
2.669 |
2.722 |
| PP |
2.636 |
2.636 |
2.636 |
2.647 |
| S1 |
2.594 |
2.594 |
2.649 |
2.615 |
| S2 |
2.529 |
2.529 |
2.639 |
|
| S3 |
2.422 |
2.487 |
2.630 |
|
| S4 |
2.315 |
2.380 |
2.600 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.285 |
3.199 |
2.794 |
|
| R3 |
3.064 |
2.978 |
2.733 |
|
| R2 |
2.843 |
2.843 |
2.713 |
|
| R1 |
2.757 |
2.757 |
2.692 |
2.800 |
| PP |
2.622 |
2.622 |
2.622 |
2.643 |
| S1 |
2.536 |
2.536 |
2.652 |
2.579 |
| S2 |
2.401 |
2.401 |
2.631 |
|
| S3 |
2.180 |
2.315 |
2.611 |
|
| S4 |
1.959 |
2.094 |
2.550 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.707 |
2.571 |
0.136 |
5.1% |
0.095 |
3.6% |
65% |
False |
True |
41,514 |
| 10 |
2.707 |
2.458 |
0.249 |
9.4% |
0.104 |
3.9% |
81% |
False |
False |
36,979 |
| 20 |
2.707 |
2.222 |
0.485 |
18.2% |
0.094 |
3.5% |
90% |
False |
False |
28,558 |
| 40 |
2.761 |
2.222 |
0.539 |
20.3% |
0.080 |
3.0% |
81% |
False |
False |
21,589 |
| 60 |
3.140 |
2.222 |
0.918 |
34.5% |
0.082 |
3.1% |
48% |
False |
False |
18,378 |
| 80 |
3.170 |
2.222 |
0.948 |
35.7% |
0.097 |
3.7% |
46% |
False |
False |
16,513 |
| 100 |
3.523 |
2.222 |
1.301 |
48.9% |
0.097 |
3.6% |
34% |
False |
False |
14,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.133 |
|
2.618 |
2.958 |
|
1.618 |
2.851 |
|
1.000 |
2.785 |
|
0.618 |
2.744 |
|
HIGH |
2.678 |
|
0.618 |
2.637 |
|
0.500 |
2.625 |
|
0.382 |
2.612 |
|
LOW |
2.571 |
|
0.618 |
2.505 |
|
1.000 |
2.464 |
|
1.618 |
2.398 |
|
2.618 |
2.291 |
|
4.250 |
2.116 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.648 |
2.652 |
| PP |
2.636 |
2.646 |
| S1 |
2.625 |
2.639 |
|