NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.747 |
2.665 |
-0.082 |
-3.0% |
2.578 |
| High |
2.767 |
2.755 |
-0.012 |
-0.4% |
2.793 |
| Low |
2.664 |
2.631 |
-0.033 |
-1.2% |
2.577 |
| Close |
2.675 |
2.735 |
0.060 |
2.2% |
2.751 |
| Range |
0.103 |
0.124 |
0.021 |
20.4% |
0.216 |
| ATR |
0.091 |
0.093 |
0.002 |
2.6% |
0.000 |
| Volume |
43,982 |
21,483 |
-22,499 |
-51.2% |
182,683 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.079 |
3.031 |
2.803 |
|
| R3 |
2.955 |
2.907 |
2.769 |
|
| R2 |
2.831 |
2.831 |
2.758 |
|
| R1 |
2.783 |
2.783 |
2.746 |
2.807 |
| PP |
2.707 |
2.707 |
2.707 |
2.719 |
| S1 |
2.659 |
2.659 |
2.724 |
2.683 |
| S2 |
2.583 |
2.583 |
2.712 |
|
| S3 |
2.459 |
2.535 |
2.701 |
|
| S4 |
2.335 |
2.411 |
2.667 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.355 |
3.269 |
2.870 |
|
| R3 |
3.139 |
3.053 |
2.810 |
|
| R2 |
2.923 |
2.923 |
2.791 |
|
| R1 |
2.837 |
2.837 |
2.771 |
2.880 |
| PP |
2.707 |
2.707 |
2.707 |
2.729 |
| S1 |
2.621 |
2.621 |
2.731 |
2.664 |
| S2 |
2.491 |
2.491 |
2.711 |
|
| S3 |
2.275 |
2.405 |
2.692 |
|
| S4 |
2.059 |
2.189 |
2.632 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.793 |
2.631 |
0.162 |
5.9% |
0.095 |
3.5% |
64% |
False |
True |
40,029 |
| 10 |
2.793 |
2.550 |
0.243 |
8.9% |
0.102 |
3.7% |
76% |
False |
False |
34,613 |
| 20 |
2.793 |
2.300 |
0.493 |
18.0% |
0.092 |
3.4% |
88% |
False |
False |
31,559 |
| 40 |
2.829 |
2.300 |
0.529 |
19.3% |
0.080 |
2.9% |
82% |
False |
False |
26,328 |
| 60 |
3.198 |
2.300 |
0.898 |
32.8% |
0.084 |
3.1% |
48% |
False |
False |
24,721 |
| 80 |
3.210 |
2.300 |
0.910 |
33.3% |
0.099 |
3.6% |
48% |
False |
False |
25,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.282 |
|
2.618 |
3.080 |
|
1.618 |
2.956 |
|
1.000 |
2.879 |
|
0.618 |
2.832 |
|
HIGH |
2.755 |
|
0.618 |
2.708 |
|
0.500 |
2.693 |
|
0.382 |
2.678 |
|
LOW |
2.631 |
|
0.618 |
2.554 |
|
1.000 |
2.507 |
|
1.618 |
2.430 |
|
2.618 |
2.306 |
|
4.250 |
2.104 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.721 |
2.727 |
| PP |
2.707 |
2.720 |
| S1 |
2.693 |
2.712 |
|