NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.625 |
2.633 |
0.008 |
0.3% |
2.493 |
| High |
2.676 |
2.759 |
0.083 |
3.1% |
2.759 |
| Low |
2.507 |
2.606 |
0.099 |
3.9% |
2.387 |
| Close |
2.594 |
2.742 |
0.148 |
5.7% |
2.742 |
| Range |
0.169 |
0.153 |
-0.016 |
-9.5% |
0.372 |
| ATR |
0.114 |
0.117 |
0.004 |
3.2% |
0.000 |
| Volume |
170,384 |
153,754 |
-16,630 |
-9.8% |
678,971 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.161 |
3.105 |
2.826 |
|
| R3 |
3.008 |
2.952 |
2.784 |
|
| R2 |
2.855 |
2.855 |
2.770 |
|
| R1 |
2.799 |
2.799 |
2.756 |
2.827 |
| PP |
2.702 |
2.702 |
2.702 |
2.717 |
| S1 |
2.646 |
2.646 |
2.728 |
2.674 |
| S2 |
2.549 |
2.549 |
2.714 |
|
| S3 |
2.396 |
2.493 |
2.700 |
|
| S4 |
2.243 |
2.340 |
2.658 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.745 |
3.616 |
2.947 |
|
| R3 |
3.373 |
3.244 |
2.844 |
|
| R2 |
3.001 |
3.001 |
2.810 |
|
| R1 |
2.872 |
2.872 |
2.776 |
2.937 |
| PP |
2.629 |
2.629 |
2.629 |
2.662 |
| S1 |
2.500 |
2.500 |
2.708 |
2.565 |
| S2 |
2.257 |
2.257 |
2.674 |
|
| S3 |
1.885 |
2.128 |
2.640 |
|
| S4 |
1.513 |
1.756 |
2.537 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.759 |
2.387 |
0.372 |
13.6% |
0.143 |
5.2% |
95% |
True |
False |
135,794 |
| 10 |
2.759 |
2.273 |
0.486 |
17.7% |
0.128 |
4.7% |
97% |
True |
False |
138,150 |
| 20 |
2.759 |
2.005 |
0.754 |
27.5% |
0.124 |
4.5% |
98% |
True |
False |
136,298 |
| 40 |
2.759 |
1.982 |
0.777 |
28.3% |
0.097 |
3.6% |
98% |
True |
False |
94,580 |
| 60 |
2.987 |
1.982 |
1.005 |
36.7% |
0.095 |
3.5% |
76% |
False |
False |
71,846 |
| 80 |
3.077 |
1.982 |
1.095 |
39.9% |
0.104 |
3.8% |
69% |
False |
False |
60,834 |
| 100 |
3.398 |
1.982 |
1.416 |
51.6% |
0.108 |
3.9% |
54% |
False |
False |
51,483 |
| 120 |
3.851 |
1.982 |
1.869 |
68.2% |
0.104 |
3.8% |
41% |
False |
False |
43,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.409 |
|
2.618 |
3.160 |
|
1.618 |
3.007 |
|
1.000 |
2.912 |
|
0.618 |
2.854 |
|
HIGH |
2.759 |
|
0.618 |
2.701 |
|
0.500 |
2.683 |
|
0.382 |
2.664 |
|
LOW |
2.606 |
|
0.618 |
2.511 |
|
1.000 |
2.453 |
|
1.618 |
2.358 |
|
2.618 |
2.205 |
|
4.250 |
1.956 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.722 |
2.703 |
| PP |
2.702 |
2.663 |
| S1 |
2.683 |
2.624 |
|