NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
3.086 |
3.111 |
0.025 |
0.8% |
3.020 |
| High |
3.152 |
3.141 |
-0.011 |
-0.3% |
3.190 |
| Low |
3.039 |
3.052 |
0.013 |
0.4% |
2.910 |
| Close |
3.131 |
3.134 |
0.003 |
0.1% |
3.181 |
| Range |
0.113 |
0.089 |
-0.024 |
-21.2% |
0.280 |
| ATR |
0.096 |
0.095 |
0.000 |
-0.5% |
0.000 |
| Volume |
13,739 |
15,331 |
1,592 |
11.6% |
79,449 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.376 |
3.344 |
3.183 |
|
| R3 |
3.287 |
3.255 |
3.158 |
|
| R2 |
3.198 |
3.198 |
3.150 |
|
| R1 |
3.166 |
3.166 |
3.142 |
3.182 |
| PP |
3.109 |
3.109 |
3.109 |
3.117 |
| S1 |
3.077 |
3.077 |
3.126 |
3.093 |
| S2 |
3.020 |
3.020 |
3.118 |
|
| S3 |
2.931 |
2.988 |
3.110 |
|
| S4 |
2.842 |
2.899 |
3.085 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.934 |
3.837 |
3.335 |
|
| R3 |
3.654 |
3.557 |
3.258 |
|
| R2 |
3.374 |
3.374 |
3.232 |
|
| R1 |
3.277 |
3.277 |
3.207 |
3.326 |
| PP |
3.094 |
3.094 |
3.094 |
3.118 |
| S1 |
2.997 |
2.997 |
3.155 |
3.046 |
| S2 |
2.814 |
2.814 |
3.130 |
|
| S3 |
2.534 |
2.717 |
3.104 |
|
| S4 |
2.254 |
2.437 |
3.027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.190 |
3.013 |
0.177 |
5.6% |
0.115 |
3.7% |
68% |
False |
False |
17,170 |
| 10 |
3.190 |
2.910 |
0.280 |
8.9% |
0.106 |
3.4% |
80% |
False |
False |
18,203 |
| 20 |
3.190 |
2.713 |
0.477 |
15.2% |
0.098 |
3.1% |
88% |
False |
False |
15,574 |
| 40 |
3.190 |
2.566 |
0.624 |
19.9% |
0.077 |
2.5% |
91% |
False |
False |
12,353 |
| 60 |
3.190 |
2.566 |
0.624 |
19.9% |
0.074 |
2.4% |
91% |
False |
False |
10,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.519 |
|
2.618 |
3.374 |
|
1.618 |
3.285 |
|
1.000 |
3.230 |
|
0.618 |
3.196 |
|
HIGH |
3.141 |
|
0.618 |
3.107 |
|
0.500 |
3.097 |
|
0.382 |
3.086 |
|
LOW |
3.052 |
|
0.618 |
2.997 |
|
1.000 |
2.963 |
|
1.618 |
2.908 |
|
2.618 |
2.819 |
|
4.250 |
2.674 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.122 |
3.125 |
| PP |
3.109 |
3.115 |
| S1 |
3.097 |
3.106 |
|