NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.276 |
2.323 |
0.047 |
2.1% |
2.190 |
| High |
2.358 |
2.461 |
0.103 |
4.4% |
2.385 |
| Low |
2.273 |
2.276 |
0.003 |
0.1% |
2.150 |
| Close |
2.336 |
2.393 |
0.057 |
2.4% |
2.279 |
| Range |
0.085 |
0.185 |
0.100 |
117.6% |
0.235 |
| ATR |
0.099 |
0.105 |
0.006 |
6.3% |
0.000 |
| Volume |
85,524 |
148,094 |
62,570 |
73.2% |
712,914 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.932 |
2.847 |
2.495 |
|
| R3 |
2.747 |
2.662 |
2.444 |
|
| R2 |
2.562 |
2.562 |
2.427 |
|
| R1 |
2.477 |
2.477 |
2.410 |
2.520 |
| PP |
2.377 |
2.377 |
2.377 |
2.398 |
| S1 |
2.292 |
2.292 |
2.376 |
2.335 |
| S2 |
2.192 |
2.192 |
2.359 |
|
| S3 |
2.007 |
2.107 |
2.342 |
|
| S4 |
1.822 |
1.922 |
2.291 |
|
|
| 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 |
2.461 |
2.236 |
0.225 |
9.4% |
0.131 |
5.5% |
70% |
True |
False |
130,586 |
| 10 |
2.461 |
2.061 |
0.400 |
16.7% |
0.131 |
5.5% |
83% |
True |
False |
138,050 |
| 20 |
2.461 |
1.982 |
0.479 |
20.0% |
0.097 |
4.1% |
86% |
True |
False |
106,926 |
| 40 |
2.607 |
1.982 |
0.625 |
26.1% |
0.091 |
3.8% |
66% |
False |
False |
71,176 |
| 60 |
3.040 |
1.982 |
1.058 |
44.2% |
0.093 |
3.9% |
39% |
False |
False |
56,188 |
| 80 |
3.077 |
1.982 |
1.095 |
45.8% |
0.107 |
4.5% |
38% |
False |
False |
48,772 |
| 100 |
3.466 |
1.982 |
1.484 |
62.0% |
0.104 |
4.3% |
28% |
False |
False |
40,376 |
| 120 |
3.851 |
1.982 |
1.869 |
78.1% |
0.102 |
4.2% |
22% |
False |
False |
34,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.247 |
|
2.618 |
2.945 |
|
1.618 |
2.760 |
|
1.000 |
2.646 |
|
0.618 |
2.575 |
|
HIGH |
2.461 |
|
0.618 |
2.390 |
|
0.500 |
2.369 |
|
0.382 |
2.347 |
|
LOW |
2.276 |
|
0.618 |
2.162 |
|
1.000 |
2.091 |
|
1.618 |
1.977 |
|
2.618 |
1.792 |
|
4.250 |
1.490 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.385 |
2.382 |
| PP |
2.377 |
2.372 |
| S1 |
2.369 |
2.361 |
|