NYMEX Natural Gas Future October 2012
Trading Metrics calculated at close of trading on 17-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
Open |
2.745 |
2.870 |
0.125 |
4.6% |
2.578 |
High |
2.871 |
2.914 |
0.043 |
1.5% |
2.793 |
Low |
2.728 |
2.760 |
0.032 |
1.2% |
2.577 |
Close |
2.852 |
2.840 |
-0.012 |
-0.4% |
2.751 |
Range |
0.143 |
0.154 |
0.011 |
7.7% |
0.216 |
ATR |
0.097 |
0.101 |
0.004 |
4.2% |
0.000 |
Volume |
22,947 |
39,223 |
16,276 |
70.9% |
182,683 |
|
Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.300 |
3.224 |
2.925 |
|
R3 |
3.146 |
3.070 |
2.882 |
|
R2 |
2.992 |
2.992 |
2.868 |
|
R1 |
2.916 |
2.916 |
2.854 |
2.877 |
PP |
2.838 |
2.838 |
2.838 |
2.819 |
S1 |
2.762 |
2.762 |
2.826 |
2.723 |
S2 |
2.684 |
2.684 |
2.812 |
|
S3 |
2.530 |
2.608 |
2.798 |
|
S4 |
2.376 |
2.454 |
2.755 |
|
|
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 |
2.914 |
2.631 |
0.283 |
10.0% |
0.121 |
4.3% |
74% |
True |
False |
34,048 |
10 |
2.914 |
2.565 |
0.349 |
12.3% |
0.111 |
3.9% |
79% |
True |
False |
34,030 |
20 |
2.914 |
2.300 |
0.614 |
21.6% |
0.102 |
3.6% |
88% |
True |
False |
32,358 |
40 |
2.914 |
2.300 |
0.614 |
21.6% |
0.085 |
3.0% |
88% |
True |
False |
27,068 |
60 |
3.198 |
2.300 |
0.898 |
31.6% |
0.085 |
3.0% |
60% |
False |
False |
24,933 |
80 |
3.210 |
2.300 |
0.910 |
32.0% |
0.097 |
3.4% |
59% |
False |
False |
25,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.569 |
2.618 |
3.317 |
1.618 |
3.163 |
1.000 |
3.068 |
0.618 |
3.009 |
HIGH |
2.914 |
0.618 |
2.855 |
0.500 |
2.837 |
0.382 |
2.819 |
LOW |
2.760 |
0.618 |
2.665 |
1.000 |
2.606 |
1.618 |
2.511 |
2.618 |
2.357 |
4.250 |
2.106 |
|
|
Fisher Pivots for day following 17-May-2012 |
Pivot |
1 day |
3 day |
R1 |
2.839 |
2.818 |
PP |
2.838 |
2.795 |
S1 |
2.837 |
2.773 |
|