NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.798 |
2.833 |
0.035 |
1.3% |
2.662 |
| High |
2.872 |
2.875 |
0.003 |
0.1% |
2.912 |
| Low |
2.730 |
2.762 |
0.032 |
1.2% |
2.571 |
| Close |
2.849 |
2.869 |
0.020 |
0.7% |
2.896 |
| Range |
0.142 |
0.113 |
-0.029 |
-20.4% |
0.341 |
| ATR |
0.111 |
0.111 |
0.000 |
0.1% |
0.000 |
| Volume |
24,613 |
34,906 |
10,293 |
41.8% |
154,383 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.174 |
3.135 |
2.931 |
|
| R3 |
3.061 |
3.022 |
2.900 |
|
| R2 |
2.948 |
2.948 |
2.890 |
|
| R1 |
2.909 |
2.909 |
2.879 |
2.929 |
| PP |
2.835 |
2.835 |
2.835 |
2.845 |
| S1 |
2.796 |
2.796 |
2.859 |
2.816 |
| S2 |
2.722 |
2.722 |
2.848 |
|
| S3 |
2.609 |
2.683 |
2.838 |
|
| S4 |
2.496 |
2.570 |
2.807 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.816 |
3.697 |
3.084 |
|
| R3 |
3.475 |
3.356 |
2.990 |
|
| R2 |
3.134 |
3.134 |
2.959 |
|
| R1 |
3.015 |
3.015 |
2.927 |
3.075 |
| PP |
2.793 |
2.793 |
2.793 |
2.823 |
| S1 |
2.674 |
2.674 |
2.865 |
2.734 |
| S2 |
2.452 |
2.452 |
2.833 |
|
| S3 |
2.111 |
2.333 |
2.802 |
|
| S4 |
1.770 |
1.992 |
2.708 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.912 |
2.682 |
0.230 |
8.0% |
0.138 |
4.8% |
81% |
False |
False |
31,569 |
| 10 |
2.912 |
2.571 |
0.341 |
11.9% |
0.122 |
4.2% |
87% |
False |
False |
34,499 |
| 20 |
2.912 |
2.352 |
0.560 |
19.5% |
0.117 |
4.1% |
92% |
False |
False |
31,886 |
| 40 |
2.912 |
2.222 |
0.690 |
24.1% |
0.091 |
3.2% |
94% |
False |
False |
24,912 |
| 60 |
2.912 |
2.222 |
0.690 |
24.1% |
0.085 |
3.0% |
94% |
False |
False |
20,188 |
| 80 |
3.143 |
2.222 |
0.921 |
32.1% |
0.093 |
3.2% |
70% |
False |
False |
18,030 |
| 100 |
3.401 |
2.222 |
1.179 |
41.1% |
0.100 |
3.5% |
55% |
False |
False |
15,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.355 |
|
2.618 |
3.171 |
|
1.618 |
3.058 |
|
1.000 |
2.988 |
|
0.618 |
2.945 |
|
HIGH |
2.875 |
|
0.618 |
2.832 |
|
0.500 |
2.819 |
|
0.382 |
2.805 |
|
LOW |
2.762 |
|
0.618 |
2.692 |
|
1.000 |
2.649 |
|
1.618 |
2.579 |
|
2.618 |
2.466 |
|
4.250 |
2.282 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.852 |
2.849 |
| PP |
2.835 |
2.829 |
| S1 |
2.819 |
2.810 |
|