NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.702 |
2.728 |
0.026 |
1.0% |
2.515 |
| High |
2.775 |
2.782 |
0.007 |
0.3% |
2.675 |
| Low |
2.691 |
2.699 |
0.008 |
0.3% |
2.473 |
| Close |
2.745 |
2.757 |
0.012 |
0.4% |
2.578 |
| Range |
0.084 |
0.083 |
-0.001 |
-1.2% |
0.202 |
| ATR |
0.091 |
0.091 |
-0.001 |
-0.7% |
0.000 |
| Volume |
41,780 |
50,294 |
8,514 |
20.4% |
144,344 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.995 |
2.959 |
2.803 |
|
| R3 |
2.912 |
2.876 |
2.780 |
|
| R2 |
2.829 |
2.829 |
2.772 |
|
| R1 |
2.793 |
2.793 |
2.765 |
2.811 |
| PP |
2.746 |
2.746 |
2.746 |
2.755 |
| S1 |
2.710 |
2.710 |
2.749 |
2.728 |
| S2 |
2.663 |
2.663 |
2.742 |
|
| S3 |
2.580 |
2.627 |
2.734 |
|
| S4 |
2.497 |
2.544 |
2.711 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.181 |
3.082 |
2.689 |
|
| R3 |
2.979 |
2.880 |
2.634 |
|
| R2 |
2.777 |
2.777 |
2.615 |
|
| R1 |
2.678 |
2.678 |
2.597 |
2.728 |
| PP |
2.575 |
2.575 |
2.575 |
2.600 |
| S1 |
2.476 |
2.476 |
2.559 |
2.526 |
| S2 |
2.373 |
2.373 |
2.541 |
|
| S3 |
2.171 |
2.274 |
2.522 |
|
| S4 |
1.969 |
2.072 |
2.467 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.782 |
2.565 |
0.217 |
7.9% |
0.101 |
3.6% |
88% |
True |
False |
34,012 |
| 10 |
2.782 |
2.450 |
0.332 |
12.0% |
0.101 |
3.7% |
92% |
True |
False |
32,912 |
| 20 |
2.782 |
2.300 |
0.482 |
17.5% |
0.083 |
3.0% |
95% |
True |
False |
30,084 |
| 40 |
2.852 |
2.300 |
0.552 |
20.0% |
0.078 |
2.8% |
83% |
False |
False |
25,263 |
| 60 |
3.198 |
2.300 |
0.898 |
32.6% |
0.085 |
3.1% |
51% |
False |
False |
24,491 |
| 80 |
3.210 |
2.300 |
0.910 |
33.0% |
0.100 |
3.6% |
50% |
False |
False |
25,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.135 |
|
2.618 |
2.999 |
|
1.618 |
2.916 |
|
1.000 |
2.865 |
|
0.618 |
2.833 |
|
HIGH |
2.782 |
|
0.618 |
2.750 |
|
0.500 |
2.741 |
|
0.382 |
2.731 |
|
LOW |
2.699 |
|
0.618 |
2.648 |
|
1.000 |
2.616 |
|
1.618 |
2.565 |
|
2.618 |
2.482 |
|
4.250 |
2.346 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.752 |
2.732 |
| PP |
2.746 |
2.707 |
| S1 |
2.741 |
2.682 |
|