NYMEX Natural Gas Future November 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 |
3.005 |
3.120 |
0.115 |
3.8% |
2.862 |
| High |
3.120 |
3.162 |
0.042 |
1.3% |
3.069 |
| Low |
2.995 |
3.013 |
0.018 |
0.6% |
2.851 |
| Close |
3.105 |
3.089 |
-0.016 |
-0.5% |
3.017 |
| Range |
0.125 |
0.149 |
0.024 |
19.2% |
0.218 |
| ATR |
0.086 |
0.091 |
0.004 |
5.2% |
0.000 |
| Volume |
8,066 |
18,050 |
9,984 |
123.8% |
91,628 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.535 |
3.461 |
3.171 |
|
| R3 |
3.386 |
3.312 |
3.130 |
|
| R2 |
3.237 |
3.237 |
3.116 |
|
| R1 |
3.163 |
3.163 |
3.103 |
3.126 |
| PP |
3.088 |
3.088 |
3.088 |
3.069 |
| S1 |
3.014 |
3.014 |
3.075 |
2.977 |
| S2 |
2.939 |
2.939 |
3.062 |
|
| S3 |
2.790 |
2.865 |
3.048 |
|
| S4 |
2.641 |
2.716 |
3.007 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.633 |
3.543 |
3.137 |
|
| R3 |
3.415 |
3.325 |
3.077 |
|
| R2 |
3.197 |
3.197 |
3.057 |
|
| R1 |
3.107 |
3.107 |
3.037 |
3.152 |
| PP |
2.979 |
2.979 |
2.979 |
3.002 |
| S1 |
2.889 |
2.889 |
2.997 |
2.934 |
| S2 |
2.761 |
2.761 |
2.977 |
|
| S3 |
2.543 |
2.671 |
2.957 |
|
| S4 |
2.325 |
2.453 |
2.897 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.162 |
2.910 |
0.252 |
8.2% |
0.113 |
3.7% |
71% |
True |
False |
17,595 |
| 10 |
3.162 |
2.830 |
0.332 |
10.7% |
0.101 |
3.3% |
78% |
True |
False |
16,694 |
| 20 |
3.162 |
2.566 |
0.596 |
19.3% |
0.089 |
2.9% |
88% |
True |
False |
14,324 |
| 40 |
3.162 |
2.566 |
0.596 |
19.3% |
0.073 |
2.4% |
88% |
True |
False |
10,996 |
| 60 |
3.361 |
2.566 |
0.795 |
25.7% |
0.075 |
2.4% |
66% |
False |
False |
9,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.795 |
|
2.618 |
3.552 |
|
1.618 |
3.403 |
|
1.000 |
3.311 |
|
0.618 |
3.254 |
|
HIGH |
3.162 |
|
0.618 |
3.105 |
|
0.500 |
3.088 |
|
0.382 |
3.070 |
|
LOW |
3.013 |
|
0.618 |
2.921 |
|
1.000 |
2.864 |
|
1.618 |
2.772 |
|
2.618 |
2.623 |
|
4.250 |
2.380 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.089 |
3.071 |
| PP |
3.088 |
3.054 |
| S1 |
3.088 |
3.036 |
|