NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.340 |
2.276 |
-0.064 |
-2.7% |
2.190 |
| High |
2.373 |
2.358 |
-0.015 |
-0.6% |
2.385 |
| Low |
2.261 |
2.273 |
0.012 |
0.5% |
2.150 |
| Close |
2.279 |
2.336 |
0.057 |
2.5% |
2.279 |
| Range |
0.112 |
0.085 |
-0.027 |
-24.1% |
0.235 |
| ATR |
0.100 |
0.099 |
-0.001 |
-1.1% |
0.000 |
| Volume |
112,704 |
85,524 |
-27,180 |
-24.1% |
712,914 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.577 |
2.542 |
2.383 |
|
| R3 |
2.492 |
2.457 |
2.359 |
|
| R2 |
2.407 |
2.407 |
2.352 |
|
| R1 |
2.372 |
2.372 |
2.344 |
2.390 |
| PP |
2.322 |
2.322 |
2.322 |
2.331 |
| S1 |
2.287 |
2.287 |
2.328 |
2.305 |
| S2 |
2.237 |
2.237 |
2.320 |
|
| S3 |
2.152 |
2.202 |
2.313 |
|
| S4 |
2.067 |
2.117 |
2.289 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.976 |
2.863 |
2.408 |
|
| R3 |
2.741 |
2.628 |
2.344 |
|
| R2 |
2.506 |
2.506 |
2.322 |
|
| R1 |
2.393 |
2.393 |
2.301 |
2.450 |
| PP |
2.271 |
2.271 |
2.271 |
2.300 |
| S1 |
2.158 |
2.158 |
2.257 |
2.215 |
| S2 |
2.036 |
2.036 |
2.236 |
|
| S3 |
1.801 |
1.923 |
2.214 |
|
| S4 |
1.566 |
1.688 |
2.150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.385 |
2.236 |
0.149 |
6.4% |
0.113 |
4.8% |
67% |
False |
False |
131,668 |
| 10 |
2.385 |
2.061 |
0.324 |
13.9% |
0.119 |
5.1% |
85% |
False |
False |
131,036 |
| 20 |
2.385 |
1.982 |
0.403 |
17.3% |
0.093 |
4.0% |
88% |
False |
False |
102,471 |
| 40 |
2.607 |
1.982 |
0.625 |
26.8% |
0.087 |
3.7% |
57% |
False |
False |
68,112 |
| 60 |
3.040 |
1.982 |
1.058 |
45.3% |
0.091 |
3.9% |
33% |
False |
False |
54,222 |
| 80 |
3.077 |
1.982 |
1.095 |
46.9% |
0.106 |
4.5% |
32% |
False |
False |
47,162 |
| 100 |
3.485 |
1.982 |
1.503 |
64.3% |
0.103 |
4.4% |
24% |
False |
False |
38,951 |
| 120 |
3.851 |
1.982 |
1.869 |
80.0% |
0.101 |
4.3% |
19% |
False |
False |
33,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.719 |
|
2.618 |
2.581 |
|
1.618 |
2.496 |
|
1.000 |
2.443 |
|
0.618 |
2.411 |
|
HIGH |
2.358 |
|
0.618 |
2.326 |
|
0.500 |
2.316 |
|
0.382 |
2.305 |
|
LOW |
2.273 |
|
0.618 |
2.220 |
|
1.000 |
2.188 |
|
1.618 |
2.135 |
|
2.618 |
2.050 |
|
4.250 |
1.912 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.329 |
2.330 |
| PP |
2.322 |
2.323 |
| S1 |
2.316 |
2.317 |
|