NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.417 |
2.520 |
0.103 |
4.3% |
2.276 |
| High |
2.525 |
2.638 |
0.113 |
4.5% |
2.531 |
| Low |
2.387 |
2.489 |
0.102 |
4.3% |
2.273 |
| Close |
2.522 |
2.608 |
0.086 |
3.4% |
2.509 |
| Range |
0.138 |
0.149 |
0.011 |
8.0% |
0.258 |
| ATR |
0.107 |
0.110 |
0.003 |
2.9% |
0.000 |
| Volume |
116,905 |
137,777 |
20,872 |
17.9% |
702,533 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.025 |
2.966 |
2.690 |
|
| R3 |
2.876 |
2.817 |
2.649 |
|
| R2 |
2.727 |
2.727 |
2.635 |
|
| R1 |
2.668 |
2.668 |
2.622 |
2.698 |
| PP |
2.578 |
2.578 |
2.578 |
2.593 |
| S1 |
2.519 |
2.519 |
2.594 |
2.549 |
| S2 |
2.429 |
2.429 |
2.581 |
|
| S3 |
2.280 |
2.370 |
2.567 |
|
| S4 |
2.131 |
2.221 |
2.526 |
|
|
| 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 |
2.638 |
2.387 |
0.251 |
9.6% |
0.116 |
4.5% |
88% |
True |
False |
130,230 |
| 10 |
2.638 |
2.253 |
0.385 |
14.8% |
0.120 |
4.6% |
92% |
True |
False |
132,269 |
| 20 |
2.638 |
1.982 |
0.656 |
25.2% |
0.113 |
4.3% |
95% |
True |
False |
126,426 |
| 40 |
2.638 |
1.982 |
0.656 |
25.2% |
0.094 |
3.6% |
95% |
True |
False |
87,604 |
| 60 |
3.035 |
1.982 |
1.053 |
40.4% |
0.094 |
3.6% |
59% |
False |
False |
67,267 |
| 80 |
3.077 |
1.982 |
1.095 |
42.0% |
0.104 |
4.0% |
57% |
False |
False |
57,566 |
| 100 |
3.441 |
1.982 |
1.459 |
55.9% |
0.106 |
4.1% |
43% |
False |
False |
48,336 |
| 120 |
3.851 |
1.982 |
1.869 |
71.7% |
0.103 |
4.0% |
33% |
False |
False |
41,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.271 |
|
2.618 |
3.028 |
|
1.618 |
2.879 |
|
1.000 |
2.787 |
|
0.618 |
2.730 |
|
HIGH |
2.638 |
|
0.618 |
2.581 |
|
0.500 |
2.564 |
|
0.382 |
2.546 |
|
LOW |
2.489 |
|
0.618 |
2.397 |
|
1.000 |
2.340 |
|
1.618 |
2.248 |
|
2.618 |
2.099 |
|
4.250 |
1.856 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.593 |
2.576 |
| PP |
2.578 |
2.544 |
| S1 |
2.564 |
2.513 |
|