NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.681 |
2.800 |
0.119 |
4.4% |
2.496 |
| High |
2.798 |
2.841 |
0.043 |
1.5% |
2.707 |
| Low |
2.652 |
2.682 |
0.030 |
1.1% |
2.486 |
| Close |
2.778 |
2.765 |
-0.013 |
-0.5% |
2.672 |
| Range |
0.146 |
0.159 |
0.013 |
8.9% |
0.221 |
| ATR |
0.098 |
0.102 |
0.004 |
4.5% |
0.000 |
| Volume |
20,205 |
27,623 |
7,418 |
36.7% |
184,550 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.240 |
3.161 |
2.852 |
|
| R3 |
3.081 |
3.002 |
2.809 |
|
| R2 |
2.922 |
2.922 |
2.794 |
|
| R1 |
2.843 |
2.843 |
2.780 |
2.803 |
| PP |
2.763 |
2.763 |
2.763 |
2.743 |
| S1 |
2.684 |
2.684 |
2.750 |
2.644 |
| S2 |
2.604 |
2.604 |
2.736 |
|
| S3 |
2.445 |
2.525 |
2.721 |
|
| S4 |
2.286 |
2.366 |
2.678 |
|
|
| 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 |
2.841 |
2.571 |
0.270 |
9.8% |
0.119 |
4.3% |
72% |
True |
False |
33,408 |
| 10 |
2.841 |
2.475 |
0.366 |
13.2% |
0.112 |
4.1% |
79% |
True |
False |
34,397 |
| 20 |
2.841 |
2.222 |
0.619 |
22.4% |
0.104 |
3.8% |
88% |
True |
False |
29,595 |
| 40 |
2.841 |
2.222 |
0.619 |
22.4% |
0.084 |
3.1% |
88% |
True |
False |
22,454 |
| 60 |
3.140 |
2.222 |
0.918 |
33.2% |
0.084 |
3.0% |
59% |
False |
False |
18,680 |
| 80 |
3.170 |
2.222 |
0.948 |
34.3% |
0.095 |
3.4% |
57% |
False |
False |
16,796 |
| 100 |
3.495 |
2.222 |
1.273 |
46.0% |
0.098 |
3.5% |
43% |
False |
False |
14,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.517 |
|
2.618 |
3.257 |
|
1.618 |
3.098 |
|
1.000 |
3.000 |
|
0.618 |
2.939 |
|
HIGH |
2.841 |
|
0.618 |
2.780 |
|
0.500 |
2.762 |
|
0.382 |
2.743 |
|
LOW |
2.682 |
|
0.618 |
2.584 |
|
1.000 |
2.523 |
|
1.618 |
2.425 |
|
2.618 |
2.266 |
|
4.250 |
2.006 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.764 |
2.745 |
| PP |
2.763 |
2.726 |
| S1 |
2.762 |
2.706 |
|