NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.589 |
2.681 |
0.092 |
3.6% |
2.496 |
| High |
2.678 |
2.798 |
0.120 |
4.5% |
2.707 |
| Low |
2.571 |
2.652 |
0.081 |
3.2% |
2.486 |
| Close |
2.659 |
2.778 |
0.119 |
4.5% |
2.672 |
| Range |
0.107 |
0.146 |
0.039 |
36.4% |
0.221 |
| ATR |
0.094 |
0.098 |
0.004 |
3.9% |
0.000 |
| Volume |
25,983 |
20,205 |
-5,778 |
-22.2% |
184,550 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.181 |
3.125 |
2.858 |
|
| R3 |
3.035 |
2.979 |
2.818 |
|
| R2 |
2.889 |
2.889 |
2.805 |
|
| R1 |
2.833 |
2.833 |
2.791 |
2.861 |
| PP |
2.743 |
2.743 |
2.743 |
2.757 |
| S1 |
2.687 |
2.687 |
2.765 |
2.715 |
| S2 |
2.597 |
2.597 |
2.751 |
|
| S3 |
2.451 |
2.541 |
2.738 |
|
| S4 |
2.305 |
2.395 |
2.698 |
|
|
| 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 |
2.798 |
2.571 |
0.227 |
8.2% |
0.106 |
3.8% |
91% |
True |
False |
37,429 |
| 10 |
2.798 |
2.475 |
0.323 |
11.6% |
0.106 |
3.8% |
94% |
True |
False |
35,364 |
| 20 |
2.798 |
2.222 |
0.576 |
20.7% |
0.099 |
3.6% |
97% |
True |
False |
28,881 |
| 40 |
2.798 |
2.222 |
0.576 |
20.7% |
0.082 |
3.0% |
97% |
True |
False |
21,910 |
| 60 |
3.140 |
2.222 |
0.918 |
33.0% |
0.083 |
3.0% |
61% |
False |
False |
18,443 |
| 80 |
3.170 |
2.222 |
0.948 |
34.1% |
0.095 |
3.4% |
59% |
False |
False |
16,683 |
| 100 |
3.523 |
2.222 |
1.301 |
46.8% |
0.097 |
3.5% |
43% |
False |
False |
14,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.419 |
|
2.618 |
3.180 |
|
1.618 |
3.034 |
|
1.000 |
2.944 |
|
0.618 |
2.888 |
|
HIGH |
2.798 |
|
0.618 |
2.742 |
|
0.500 |
2.725 |
|
0.382 |
2.708 |
|
LOW |
2.652 |
|
0.618 |
2.562 |
|
1.000 |
2.506 |
|
1.618 |
2.416 |
|
2.618 |
2.270 |
|
4.250 |
2.032 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.760 |
2.747 |
| PP |
2.743 |
2.716 |
| S1 |
2.725 |
2.685 |
|