NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.323 |
2.440 |
0.117 |
5.0% |
2.190 |
| High |
2.461 |
2.509 |
0.048 |
2.0% |
2.385 |
| Low |
2.276 |
2.402 |
0.126 |
5.5% |
2.150 |
| Close |
2.393 |
2.465 |
0.072 |
3.0% |
2.279 |
| Range |
0.185 |
0.107 |
-0.078 |
-42.2% |
0.235 |
| ATR |
0.105 |
0.106 |
0.001 |
0.8% |
0.000 |
| Volume |
148,094 |
172,597 |
24,503 |
16.5% |
712,914 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.780 |
2.729 |
2.524 |
|
| R3 |
2.673 |
2.622 |
2.494 |
|
| R2 |
2.566 |
2.566 |
2.485 |
|
| R1 |
2.515 |
2.515 |
2.475 |
2.541 |
| PP |
2.459 |
2.459 |
2.459 |
2.471 |
| S1 |
2.408 |
2.408 |
2.455 |
2.434 |
| S2 |
2.352 |
2.352 |
2.445 |
|
| S3 |
2.245 |
2.301 |
2.436 |
|
| S4 |
2.138 |
2.194 |
2.406 |
|
|
| 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 |
2.509 |
2.253 |
0.256 |
10.4% |
0.123 |
5.0% |
83% |
True |
False |
134,309 |
| 10 |
2.509 |
2.107 |
0.402 |
16.3% |
0.129 |
5.2% |
89% |
True |
False |
143,397 |
| 20 |
2.509 |
1.982 |
0.527 |
21.4% |
0.099 |
4.0% |
92% |
True |
False |
112,511 |
| 40 |
2.607 |
1.982 |
0.625 |
25.4% |
0.090 |
3.7% |
77% |
False |
False |
74,998 |
| 60 |
3.040 |
1.982 |
1.058 |
42.9% |
0.094 |
3.8% |
46% |
False |
False |
58,651 |
| 80 |
3.077 |
1.982 |
1.095 |
44.4% |
0.107 |
4.3% |
44% |
False |
False |
50,656 |
| 100 |
3.441 |
1.982 |
1.459 |
59.2% |
0.104 |
4.2% |
33% |
False |
False |
42,061 |
| 120 |
3.851 |
1.982 |
1.869 |
75.8% |
0.102 |
4.1% |
26% |
False |
False |
35,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.964 |
|
2.618 |
2.789 |
|
1.618 |
2.682 |
|
1.000 |
2.616 |
|
0.618 |
2.575 |
|
HIGH |
2.509 |
|
0.618 |
2.468 |
|
0.500 |
2.456 |
|
0.382 |
2.443 |
|
LOW |
2.402 |
|
0.618 |
2.336 |
|
1.000 |
2.295 |
|
1.618 |
2.229 |
|
2.618 |
2.122 |
|
4.250 |
1.947 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.462 |
2.440 |
| PP |
2.459 |
2.416 |
| S1 |
2.456 |
2.391 |
|