NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.642 |
2.691 |
0.049 |
1.9% |
2.493 |
| High |
2.728 |
2.747 |
0.019 |
0.7% |
2.759 |
| Low |
2.579 |
2.615 |
0.036 |
1.4% |
2.387 |
| Close |
2.690 |
2.737 |
0.047 |
1.7% |
2.742 |
| Range |
0.149 |
0.132 |
-0.017 |
-11.4% |
0.372 |
| ATR |
0.122 |
0.123 |
0.001 |
0.6% |
0.000 |
| Volume |
147,928 |
138,257 |
-9,671 |
-6.5% |
678,971 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.096 |
3.048 |
2.810 |
|
| R3 |
2.964 |
2.916 |
2.773 |
|
| R2 |
2.832 |
2.832 |
2.761 |
|
| R1 |
2.784 |
2.784 |
2.749 |
2.808 |
| PP |
2.700 |
2.700 |
2.700 |
2.712 |
| S1 |
2.652 |
2.652 |
2.725 |
2.676 |
| S2 |
2.568 |
2.568 |
2.713 |
|
| S3 |
2.436 |
2.520 |
2.701 |
|
| S4 |
2.304 |
2.388 |
2.664 |
|
|
| 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 |
2.507 |
0.252 |
9.2% |
0.151 |
5.5% |
91% |
False |
False |
147,784 |
| 10 |
2.759 |
2.387 |
0.372 |
13.6% |
0.134 |
4.9% |
94% |
False |
False |
139,007 |
| 20 |
2.759 |
2.107 |
0.652 |
23.8% |
0.131 |
4.8% |
97% |
False |
False |
141,202 |
| 40 |
2.759 |
1.982 |
0.777 |
28.4% |
0.103 |
3.8% |
97% |
False |
False |
103,236 |
| 60 |
2.792 |
1.982 |
0.810 |
29.6% |
0.096 |
3.5% |
93% |
False |
False |
77,898 |
| 80 |
3.040 |
1.982 |
1.058 |
38.7% |
0.103 |
3.8% |
71% |
False |
False |
65,018 |
| 100 |
3.310 |
1.982 |
1.328 |
48.5% |
0.110 |
4.0% |
57% |
False |
False |
55,539 |
| 120 |
3.812 |
1.982 |
1.830 |
66.9% |
0.105 |
3.8% |
41% |
False |
False |
47,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.308 |
|
2.618 |
3.093 |
|
1.618 |
2.961 |
|
1.000 |
2.879 |
|
0.618 |
2.829 |
|
HIGH |
2.747 |
|
0.618 |
2.697 |
|
0.500 |
2.681 |
|
0.382 |
2.665 |
|
LOW |
2.615 |
|
0.618 |
2.533 |
|
1.000 |
2.483 |
|
1.618 |
2.401 |
|
2.618 |
2.269 |
|
4.250 |
2.054 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.718 |
2.712 |
| PP |
2.700 |
2.688 |
| S1 |
2.681 |
2.663 |
|