NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.720 |
2.652 |
-0.068 |
-2.5% |
2.952 |
| High |
2.761 |
2.675 |
-0.086 |
-3.1% |
2.955 |
| Low |
2.638 |
2.565 |
-0.073 |
-2.8% |
2.733 |
| Close |
2.657 |
2.585 |
-0.072 |
-2.7% |
2.789 |
| Range |
0.123 |
0.110 |
-0.013 |
-10.6% |
0.222 |
| ATR |
0.112 |
0.112 |
0.000 |
-0.2% |
0.000 |
| Volume |
26,333 |
28,902 |
2,569 |
9.8% |
220,283 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.938 |
2.872 |
2.646 |
|
| R3 |
2.828 |
2.762 |
2.615 |
|
| R2 |
2.718 |
2.718 |
2.605 |
|
| R1 |
2.652 |
2.652 |
2.595 |
2.630 |
| PP |
2.608 |
2.608 |
2.608 |
2.598 |
| S1 |
2.542 |
2.542 |
2.575 |
2.520 |
| S2 |
2.498 |
2.498 |
2.565 |
|
| S3 |
2.388 |
2.432 |
2.555 |
|
| S4 |
2.278 |
2.322 |
2.525 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.492 |
3.362 |
2.911 |
|
| R3 |
3.270 |
3.140 |
2.850 |
|
| R2 |
3.048 |
3.048 |
2.830 |
|
| R1 |
2.918 |
2.918 |
2.809 |
2.872 |
| PP |
2.826 |
2.826 |
2.826 |
2.803 |
| S1 |
2.696 |
2.696 |
2.769 |
2.650 |
| S2 |
2.604 |
2.604 |
2.748 |
|
| S3 |
2.382 |
2.474 |
2.728 |
|
| S4 |
2.160 |
2.252 |
2.667 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.940 |
2.565 |
0.375 |
14.5% |
0.114 |
4.4% |
5% |
False |
True |
33,891 |
| 10 |
2.976 |
2.565 |
0.411 |
15.9% |
0.127 |
4.9% |
5% |
False |
True |
37,294 |
| 20 |
2.976 |
2.550 |
0.426 |
16.5% |
0.115 |
4.4% |
8% |
False |
False |
35,954 |
| 40 |
2.976 |
2.300 |
0.676 |
26.2% |
0.093 |
3.6% |
42% |
False |
False |
30,931 |
| 60 |
2.976 |
2.300 |
0.676 |
26.2% |
0.088 |
3.4% |
42% |
False |
False |
27,454 |
| 80 |
3.198 |
2.300 |
0.898 |
34.7% |
0.093 |
3.6% |
32% |
False |
False |
26,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.143 |
|
2.618 |
2.963 |
|
1.618 |
2.853 |
|
1.000 |
2.785 |
|
0.618 |
2.743 |
|
HIGH |
2.675 |
|
0.618 |
2.633 |
|
0.500 |
2.620 |
|
0.382 |
2.607 |
|
LOW |
2.565 |
|
0.618 |
2.497 |
|
1.000 |
2.455 |
|
1.618 |
2.387 |
|
2.618 |
2.277 |
|
4.250 |
2.098 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.620 |
2.713 |
| PP |
2.608 |
2.670 |
| S1 |
2.597 |
2.628 |
|