NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.463 |
2.467 |
0.004 |
0.2% |
2.276 |
| High |
2.519 |
2.531 |
0.012 |
0.5% |
2.531 |
| Low |
2.407 |
2.455 |
0.048 |
2.0% |
2.273 |
| Close |
2.487 |
2.509 |
0.022 |
0.9% |
2.509 |
| Range |
0.112 |
0.076 |
-0.036 |
-32.1% |
0.258 |
| ATR |
0.106 |
0.104 |
-0.002 |
-2.0% |
0.000 |
| Volume |
180,309 |
116,009 |
-64,300 |
-35.7% |
702,533 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.726 |
2.694 |
2.551 |
|
| R3 |
2.650 |
2.618 |
2.530 |
|
| R2 |
2.574 |
2.574 |
2.523 |
|
| R1 |
2.542 |
2.542 |
2.516 |
2.558 |
| PP |
2.498 |
2.498 |
2.498 |
2.507 |
| S1 |
2.466 |
2.466 |
2.502 |
2.482 |
| S2 |
2.422 |
2.422 |
2.495 |
|
| S3 |
2.346 |
2.390 |
2.488 |
|
| S4 |
2.270 |
2.314 |
2.467 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.212 |
3.118 |
2.651 |
|
| R3 |
2.954 |
2.860 |
2.580 |
|
| R2 |
2.696 |
2.696 |
2.556 |
|
| R1 |
2.602 |
2.602 |
2.533 |
2.649 |
| PP |
2.438 |
2.438 |
2.438 |
2.461 |
| S1 |
2.344 |
2.344 |
2.485 |
2.391 |
| S2 |
2.180 |
2.180 |
2.462 |
|
| S3 |
1.922 |
2.086 |
2.438 |
|
| S4 |
1.664 |
1.828 |
2.367 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.531 |
2.273 |
0.258 |
10.3% |
0.113 |
4.5% |
91% |
True |
False |
140,506 |
| 10 |
2.531 |
2.150 |
0.381 |
15.2% |
0.121 |
4.8% |
94% |
True |
False |
141,544 |
| 20 |
2.531 |
1.982 |
0.549 |
21.9% |
0.102 |
4.1% |
96% |
True |
False |
117,905 |
| 40 |
2.607 |
1.982 |
0.625 |
24.9% |
0.090 |
3.6% |
84% |
False |
False |
80,774 |
| 60 |
3.040 |
1.982 |
1.058 |
42.2% |
0.094 |
3.7% |
50% |
False |
False |
62,706 |
| 80 |
3.077 |
1.982 |
1.095 |
43.6% |
0.107 |
4.3% |
48% |
False |
False |
53,883 |
| 100 |
3.441 |
1.982 |
1.459 |
58.2% |
0.104 |
4.2% |
36% |
False |
False |
44,894 |
| 120 |
3.851 |
1.982 |
1.869 |
74.5% |
0.102 |
4.1% |
28% |
False |
False |
38,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.854 |
|
2.618 |
2.730 |
|
1.618 |
2.654 |
|
1.000 |
2.607 |
|
0.618 |
2.578 |
|
HIGH |
2.531 |
|
0.618 |
2.502 |
|
0.500 |
2.493 |
|
0.382 |
2.484 |
|
LOW |
2.455 |
|
0.618 |
2.408 |
|
1.000 |
2.379 |
|
1.618 |
2.332 |
|
2.618 |
2.256 |
|
4.250 |
2.132 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.504 |
2.495 |
| PP |
2.498 |
2.481 |
| S1 |
2.493 |
2.467 |
|