NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.870 |
2.852 |
-0.018 |
-0.6% |
2.747 |
| High |
2.914 |
2.976 |
0.062 |
2.1% |
2.976 |
| Low |
2.760 |
2.843 |
0.083 |
3.0% |
2.631 |
| Close |
2.840 |
2.962 |
0.122 |
4.3% |
2.962 |
| Range |
0.154 |
0.133 |
-0.021 |
-13.6% |
0.345 |
| ATR |
0.101 |
0.103 |
0.003 |
2.5% |
0.000 |
| Volume |
39,223 |
35,253 |
-3,970 |
-10.1% |
162,888 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.326 |
3.277 |
3.035 |
|
| R3 |
3.193 |
3.144 |
2.999 |
|
| R2 |
3.060 |
3.060 |
2.986 |
|
| R1 |
3.011 |
3.011 |
2.974 |
3.036 |
| PP |
2.927 |
2.927 |
2.927 |
2.939 |
| S1 |
2.878 |
2.878 |
2.950 |
2.903 |
| S2 |
2.794 |
2.794 |
2.938 |
|
| S3 |
2.661 |
2.745 |
2.925 |
|
| S4 |
2.528 |
2.612 |
2.889 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.891 |
3.772 |
3.152 |
|
| R3 |
3.546 |
3.427 |
3.057 |
|
| R2 |
3.201 |
3.201 |
3.025 |
|
| R1 |
3.082 |
3.082 |
2.994 |
3.142 |
| PP |
2.856 |
2.856 |
2.856 |
2.886 |
| S1 |
2.737 |
2.737 |
2.930 |
2.797 |
| S2 |
2.511 |
2.511 |
2.899 |
|
| S3 |
2.166 |
2.392 |
2.867 |
|
| S4 |
1.821 |
2.047 |
2.772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.976 |
2.631 |
0.345 |
11.6% |
0.131 |
4.4% |
96% |
True |
False |
32,577 |
| 10 |
2.976 |
2.577 |
0.399 |
13.5% |
0.113 |
3.8% |
96% |
True |
False |
34,557 |
| 20 |
2.976 |
2.314 |
0.662 |
22.3% |
0.107 |
3.6% |
98% |
True |
False |
33,038 |
| 40 |
2.976 |
2.300 |
0.676 |
22.8% |
0.085 |
2.9% |
98% |
True |
False |
27,592 |
| 60 |
3.155 |
2.300 |
0.855 |
28.9% |
0.086 |
2.9% |
77% |
False |
False |
25,244 |
| 80 |
3.210 |
2.300 |
0.910 |
30.7% |
0.097 |
3.3% |
73% |
False |
False |
25,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.541 |
|
2.618 |
3.324 |
|
1.618 |
3.191 |
|
1.000 |
3.109 |
|
0.618 |
3.058 |
|
HIGH |
2.976 |
|
0.618 |
2.925 |
|
0.500 |
2.910 |
|
0.382 |
2.894 |
|
LOW |
2.843 |
|
0.618 |
2.761 |
|
1.000 |
2.710 |
|
1.618 |
2.628 |
|
2.618 |
2.495 |
|
4.250 |
2.278 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.945 |
2.925 |
| PP |
2.927 |
2.889 |
| S1 |
2.910 |
2.852 |
|