NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.910 |
2.980 |
0.070 |
2.4% |
2.759 |
| High |
3.003 |
3.034 |
0.031 |
1.0% |
2.930 |
| Low |
2.856 |
2.965 |
0.109 |
3.8% |
2.740 |
| Close |
2.952 |
3.017 |
0.065 |
2.2% |
2.840 |
| Range |
0.147 |
0.069 |
-0.078 |
-53.1% |
0.190 |
| ATR |
0.080 |
0.080 |
0.000 |
0.2% |
0.000 |
| Volume |
12,476 |
19,221 |
6,745 |
54.1% |
60,695 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.212 |
3.184 |
3.055 |
|
| R3 |
3.143 |
3.115 |
3.036 |
|
| R2 |
3.074 |
3.074 |
3.030 |
|
| R1 |
3.046 |
3.046 |
3.023 |
3.060 |
| PP |
3.005 |
3.005 |
3.005 |
3.013 |
| S1 |
2.977 |
2.977 |
3.011 |
2.991 |
| S2 |
2.936 |
2.936 |
3.004 |
|
| S3 |
2.867 |
2.908 |
2.998 |
|
| S4 |
2.798 |
2.839 |
2.979 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.407 |
3.313 |
2.945 |
|
| R3 |
3.217 |
3.123 |
2.892 |
|
| R2 |
3.027 |
3.027 |
2.875 |
|
| R1 |
2.933 |
2.933 |
2.857 |
2.980 |
| PP |
2.837 |
2.837 |
2.837 |
2.860 |
| S1 |
2.743 |
2.743 |
2.823 |
2.790 |
| S2 |
2.647 |
2.647 |
2.805 |
|
| S3 |
2.457 |
2.553 |
2.788 |
|
| S4 |
2.267 |
2.363 |
2.736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.034 |
2.830 |
0.204 |
6.8% |
0.089 |
2.9% |
92% |
True |
False |
12,529 |
| 10 |
3.034 |
2.713 |
0.321 |
10.6% |
0.089 |
3.0% |
95% |
True |
False |
12,945 |
| 20 |
3.034 |
2.566 |
0.468 |
15.5% |
0.070 |
2.3% |
96% |
True |
False |
11,555 |
| 40 |
3.065 |
2.566 |
0.499 |
16.5% |
0.067 |
2.2% |
90% |
False |
False |
8,956 |
| 60 |
3.364 |
2.566 |
0.798 |
26.5% |
0.073 |
2.4% |
57% |
False |
False |
7,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.327 |
|
2.618 |
3.215 |
|
1.618 |
3.146 |
|
1.000 |
3.103 |
|
0.618 |
3.077 |
|
HIGH |
3.034 |
|
0.618 |
3.008 |
|
0.500 |
3.000 |
|
0.382 |
2.991 |
|
LOW |
2.965 |
|
0.618 |
2.922 |
|
1.000 |
2.896 |
|
1.618 |
2.853 |
|
2.618 |
2.784 |
|
4.250 |
2.672 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.011 |
2.992 |
| PP |
3.005 |
2.967 |
| S1 |
3.000 |
2.943 |
|