NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.856 |
2.791 |
-0.065 |
-2.3% |
2.885 |
| High |
2.873 |
2.791 |
-0.082 |
-2.9% |
2.889 |
| Low |
2.769 |
2.663 |
-0.106 |
-3.8% |
2.663 |
| Close |
2.790 |
2.718 |
-0.072 |
-2.6% |
2.718 |
| Range |
0.104 |
0.128 |
0.024 |
23.1% |
0.226 |
| ATR |
0.111 |
0.112 |
0.001 |
1.1% |
0.000 |
| Volume |
29,598 |
38,209 |
8,611 |
29.1% |
170,732 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.108 |
3.041 |
2.788 |
|
| R3 |
2.980 |
2.913 |
2.753 |
|
| R2 |
2.852 |
2.852 |
2.741 |
|
| R1 |
2.785 |
2.785 |
2.730 |
2.755 |
| PP |
2.724 |
2.724 |
2.724 |
2.709 |
| S1 |
2.657 |
2.657 |
2.706 |
2.627 |
| S2 |
2.596 |
2.596 |
2.695 |
|
| S3 |
2.468 |
2.529 |
2.683 |
|
| S4 |
2.340 |
2.401 |
2.648 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.435 |
3.302 |
2.842 |
|
| R3 |
3.209 |
3.076 |
2.780 |
|
| R2 |
2.983 |
2.983 |
2.759 |
|
| R1 |
2.850 |
2.850 |
2.739 |
2.804 |
| PP |
2.757 |
2.757 |
2.757 |
2.733 |
| S1 |
2.624 |
2.624 |
2.697 |
2.578 |
| S2 |
2.531 |
2.531 |
2.677 |
|
| S3 |
2.305 |
2.398 |
2.656 |
|
| S4 |
2.079 |
2.172 |
2.594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.889 |
2.663 |
0.226 |
8.3% |
0.126 |
4.6% |
24% |
False |
True |
34,146 |
| 10 |
2.912 |
2.571 |
0.341 |
12.5% |
0.128 |
4.7% |
43% |
False |
False |
32,511 |
| 20 |
2.912 |
2.379 |
0.533 |
19.6% |
0.117 |
4.3% |
64% |
False |
False |
32,803 |
| 40 |
2.912 |
2.222 |
0.690 |
25.4% |
0.093 |
3.4% |
72% |
False |
False |
25,955 |
| 60 |
2.912 |
2.222 |
0.690 |
25.4% |
0.086 |
3.1% |
72% |
False |
False |
20,995 |
| 80 |
3.143 |
2.222 |
0.921 |
33.9% |
0.093 |
3.4% |
54% |
False |
False |
18,693 |
| 100 |
3.401 |
2.222 |
1.179 |
43.4% |
0.101 |
3.7% |
42% |
False |
False |
16,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.335 |
|
2.618 |
3.126 |
|
1.618 |
2.998 |
|
1.000 |
2.919 |
|
0.618 |
2.870 |
|
HIGH |
2.791 |
|
0.618 |
2.742 |
|
0.500 |
2.727 |
|
0.382 |
2.712 |
|
LOW |
2.663 |
|
0.618 |
2.584 |
|
1.000 |
2.535 |
|
1.618 |
2.456 |
|
2.618 |
2.328 |
|
4.250 |
2.119 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.727 |
2.769 |
| PP |
2.724 |
2.752 |
| S1 |
2.721 |
2.735 |
|