NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.520 |
2.625 |
0.105 |
4.2% |
2.276 |
| High |
2.638 |
2.676 |
0.038 |
1.4% |
2.531 |
| Low |
2.489 |
2.507 |
0.018 |
0.7% |
2.273 |
| Close |
2.608 |
2.594 |
-0.014 |
-0.5% |
2.509 |
| Range |
0.149 |
0.169 |
0.020 |
13.4% |
0.258 |
| ATR |
0.110 |
0.114 |
0.004 |
3.9% |
0.000 |
| Volume |
137,777 |
170,384 |
32,607 |
23.7% |
702,533 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.099 |
3.016 |
2.687 |
|
| R3 |
2.930 |
2.847 |
2.640 |
|
| R2 |
2.761 |
2.761 |
2.625 |
|
| R1 |
2.678 |
2.678 |
2.609 |
2.635 |
| PP |
2.592 |
2.592 |
2.592 |
2.571 |
| S1 |
2.509 |
2.509 |
2.579 |
2.466 |
| S2 |
2.423 |
2.423 |
2.563 |
|
| S3 |
2.254 |
2.340 |
2.548 |
|
| S4 |
2.085 |
2.171 |
2.501 |
|
|
| 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 |
2.676 |
2.387 |
0.289 |
11.1% |
0.128 |
4.9% |
72% |
True |
False |
128,245 |
| 10 |
2.676 |
2.261 |
0.415 |
16.0% |
0.124 |
4.8% |
80% |
True |
False |
134,045 |
| 20 |
2.676 |
1.982 |
0.694 |
26.8% |
0.119 |
4.6% |
88% |
True |
False |
131,278 |
| 40 |
2.676 |
1.982 |
0.694 |
26.8% |
0.097 |
3.7% |
88% |
True |
False |
91,373 |
| 60 |
3.035 |
1.982 |
1.053 |
40.6% |
0.095 |
3.6% |
58% |
False |
False |
69,635 |
| 80 |
3.077 |
1.982 |
1.095 |
42.2% |
0.104 |
4.0% |
56% |
False |
False |
59,208 |
| 100 |
3.398 |
1.982 |
1.416 |
54.6% |
0.107 |
4.1% |
43% |
False |
False |
49,995 |
| 120 |
3.851 |
1.982 |
1.869 |
72.1% |
0.103 |
4.0% |
33% |
False |
False |
42,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.394 |
|
2.618 |
3.118 |
|
1.618 |
2.949 |
|
1.000 |
2.845 |
|
0.618 |
2.780 |
|
HIGH |
2.676 |
|
0.618 |
2.611 |
|
0.500 |
2.592 |
|
0.382 |
2.572 |
|
LOW |
2.507 |
|
0.618 |
2.403 |
|
1.000 |
2.338 |
|
1.618 |
2.234 |
|
2.618 |
2.065 |
|
4.250 |
1.789 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.593 |
2.573 |
| PP |
2.592 |
2.552 |
| S1 |
2.592 |
2.532 |
|