NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.598 |
2.533 |
-0.065 |
-2.5% |
2.885 |
| High |
2.601 |
2.600 |
-0.001 |
0.0% |
2.889 |
| Low |
2.489 |
2.468 |
-0.021 |
-0.8% |
2.663 |
| Close |
2.512 |
2.531 |
0.019 |
0.8% |
2.718 |
| Range |
0.112 |
0.132 |
0.020 |
17.9% |
0.226 |
| ATR |
0.115 |
0.116 |
0.001 |
1.1% |
0.000 |
| Volume |
32,543 |
32,995 |
452 |
1.4% |
170,732 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.929 |
2.862 |
2.604 |
|
| R3 |
2.797 |
2.730 |
2.567 |
|
| R2 |
2.665 |
2.665 |
2.555 |
|
| R1 |
2.598 |
2.598 |
2.543 |
2.566 |
| PP |
2.533 |
2.533 |
2.533 |
2.517 |
| S1 |
2.466 |
2.466 |
2.519 |
2.434 |
| S2 |
2.401 |
2.401 |
2.507 |
|
| S3 |
2.269 |
2.334 |
2.495 |
|
| S4 |
2.137 |
2.202 |
2.458 |
|
|
| 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 |
2.873 |
2.468 |
0.405 |
16.0% |
0.123 |
4.9% |
16% |
False |
True |
32,367 |
| 10 |
2.912 |
2.468 |
0.444 |
17.5% |
0.131 |
5.2% |
14% |
False |
True |
31,968 |
| 20 |
2.912 |
2.468 |
0.444 |
17.5% |
0.118 |
4.7% |
14% |
False |
True |
33,666 |
| 40 |
2.912 |
2.222 |
0.690 |
27.3% |
0.097 |
3.8% |
45% |
False |
False |
27,059 |
| 60 |
2.912 |
2.222 |
0.690 |
27.3% |
0.089 |
3.5% |
45% |
False |
False |
22,065 |
| 80 |
3.143 |
2.222 |
0.921 |
36.4% |
0.092 |
3.6% |
34% |
False |
False |
19,294 |
| 100 |
3.335 |
2.222 |
1.113 |
44.0% |
0.102 |
4.0% |
28% |
False |
False |
17,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.161 |
|
2.618 |
2.946 |
|
1.618 |
2.814 |
|
1.000 |
2.732 |
|
0.618 |
2.682 |
|
HIGH |
2.600 |
|
0.618 |
2.550 |
|
0.500 |
2.534 |
|
0.382 |
2.518 |
|
LOW |
2.468 |
|
0.618 |
2.386 |
|
1.000 |
2.336 |
|
1.618 |
2.254 |
|
2.618 |
2.122 |
|
4.250 |
1.907 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.534 |
2.586 |
| PP |
2.533 |
2.568 |
| S1 |
2.532 |
2.549 |
|