NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.440 |
2.463 |
0.023 |
0.9% |
2.190 |
| High |
2.509 |
2.519 |
0.010 |
0.4% |
2.385 |
| Low |
2.402 |
2.407 |
0.005 |
0.2% |
2.150 |
| Close |
2.465 |
2.487 |
0.022 |
0.9% |
2.279 |
| Range |
0.107 |
0.112 |
0.005 |
4.7% |
0.235 |
| ATR |
0.106 |
0.106 |
0.000 |
0.4% |
0.000 |
| Volume |
172,597 |
180,309 |
7,712 |
4.5% |
712,914 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.807 |
2.759 |
2.549 |
|
| R3 |
2.695 |
2.647 |
2.518 |
|
| R2 |
2.583 |
2.583 |
2.508 |
|
| R1 |
2.535 |
2.535 |
2.497 |
2.559 |
| PP |
2.471 |
2.471 |
2.471 |
2.483 |
| S1 |
2.423 |
2.423 |
2.477 |
2.447 |
| S2 |
2.359 |
2.359 |
2.466 |
|
| S3 |
2.247 |
2.311 |
2.456 |
|
| S4 |
2.135 |
2.199 |
2.425 |
|
|
| 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 |
2.519 |
2.261 |
0.258 |
10.4% |
0.120 |
4.8% |
88% |
True |
False |
139,845 |
| 10 |
2.519 |
2.107 |
0.412 |
16.6% |
0.123 |
4.9% |
92% |
True |
False |
139,782 |
| 20 |
2.519 |
1.982 |
0.537 |
21.6% |
0.100 |
4.0% |
94% |
True |
False |
118,114 |
| 40 |
2.607 |
1.982 |
0.625 |
25.1% |
0.090 |
3.6% |
81% |
False |
False |
78,758 |
| 60 |
3.040 |
1.982 |
1.058 |
42.5% |
0.094 |
3.8% |
48% |
False |
False |
61,229 |
| 80 |
3.077 |
1.982 |
1.095 |
44.0% |
0.107 |
4.3% |
46% |
False |
False |
52,731 |
| 100 |
3.441 |
1.982 |
1.459 |
58.7% |
0.104 |
4.2% |
35% |
False |
False |
43,781 |
| 120 |
3.851 |
1.982 |
1.869 |
75.2% |
0.102 |
4.1% |
27% |
False |
False |
37,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.995 |
|
2.618 |
2.812 |
|
1.618 |
2.700 |
|
1.000 |
2.631 |
|
0.618 |
2.588 |
|
HIGH |
2.519 |
|
0.618 |
2.476 |
|
0.500 |
2.463 |
|
0.382 |
2.450 |
|
LOW |
2.407 |
|
0.618 |
2.338 |
|
1.000 |
2.295 |
|
1.618 |
2.226 |
|
2.618 |
2.114 |
|
4.250 |
1.931 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.479 |
2.457 |
| PP |
2.471 |
2.427 |
| S1 |
2.463 |
2.398 |
|