NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
3.111 |
3.119 |
0.008 |
0.3% |
3.020 |
| High |
3.141 |
3.131 |
-0.010 |
-0.3% |
3.190 |
| Low |
3.052 |
3.036 |
-0.016 |
-0.5% |
2.910 |
| Close |
3.134 |
3.058 |
-0.076 |
-2.4% |
3.181 |
| Range |
0.089 |
0.095 |
0.006 |
6.7% |
0.280 |
| ATR |
0.095 |
0.095 |
0.000 |
0.2% |
0.000 |
| Volume |
15,331 |
18,166 |
2,835 |
18.5% |
79,449 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.360 |
3.304 |
3.110 |
|
| R3 |
3.265 |
3.209 |
3.084 |
|
| R2 |
3.170 |
3.170 |
3.075 |
|
| R1 |
3.114 |
3.114 |
3.067 |
3.095 |
| PP |
3.075 |
3.075 |
3.075 |
3.065 |
| S1 |
3.019 |
3.019 |
3.049 |
3.000 |
| S2 |
2.980 |
2.980 |
3.041 |
|
| S3 |
2.885 |
2.924 |
3.032 |
|
| S4 |
2.790 |
2.829 |
3.006 |
|
|
| 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 |
3.036 |
0.154 |
5.0% |
0.104 |
3.4% |
14% |
False |
True |
17,193 |
| 10 |
3.190 |
2.910 |
0.280 |
9.2% |
0.108 |
3.5% |
53% |
False |
False |
17,394 |
| 20 |
3.190 |
2.717 |
0.473 |
15.5% |
0.097 |
3.2% |
72% |
False |
False |
15,971 |
| 40 |
3.190 |
2.566 |
0.624 |
20.4% |
0.079 |
2.6% |
79% |
False |
False |
12,678 |
| 60 |
3.190 |
2.566 |
0.624 |
20.4% |
0.074 |
2.4% |
79% |
False |
False |
10,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.535 |
|
2.618 |
3.380 |
|
1.618 |
3.285 |
|
1.000 |
3.226 |
|
0.618 |
3.190 |
|
HIGH |
3.131 |
|
0.618 |
3.095 |
|
0.500 |
3.084 |
|
0.382 |
3.072 |
|
LOW |
3.036 |
|
0.618 |
2.977 |
|
1.000 |
2.941 |
|
1.618 |
2.882 |
|
2.618 |
2.787 |
|
4.250 |
2.632 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.084 |
3.094 |
| PP |
3.075 |
3.082 |
| S1 |
3.067 |
3.070 |
|