NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.729 |
2.642 |
-0.087 |
-3.2% |
2.722 |
| High |
2.750 |
2.654 |
-0.096 |
-3.5% |
2.750 |
| Low |
2.628 |
2.523 |
-0.105 |
-4.0% |
2.523 |
| Close |
2.647 |
2.550 |
-0.097 |
-3.7% |
2.550 |
| Range |
0.122 |
0.131 |
0.009 |
7.4% |
0.227 |
| ATR |
0.123 |
0.123 |
0.001 |
0.5% |
0.000 |
| Volume |
109,368 |
81,903 |
-27,465 |
-25.1% |
606,055 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.969 |
2.890 |
2.622 |
|
| R3 |
2.838 |
2.759 |
2.586 |
|
| R2 |
2.707 |
2.707 |
2.574 |
|
| R1 |
2.628 |
2.628 |
2.562 |
2.602 |
| PP |
2.576 |
2.576 |
2.576 |
2.563 |
| S1 |
2.497 |
2.497 |
2.538 |
2.471 |
| S2 |
2.445 |
2.445 |
2.526 |
|
| S3 |
2.314 |
2.366 |
2.514 |
|
| S4 |
2.183 |
2.235 |
2.478 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.289 |
3.146 |
2.675 |
|
| R3 |
3.062 |
2.919 |
2.612 |
|
| R2 |
2.835 |
2.835 |
2.592 |
|
| R1 |
2.692 |
2.692 |
2.571 |
2.650 |
| PP |
2.608 |
2.608 |
2.608 |
2.587 |
| S1 |
2.465 |
2.465 |
2.529 |
2.423 |
| S2 |
2.381 |
2.381 |
2.508 |
|
| S3 |
2.154 |
2.238 |
2.488 |
|
| S4 |
1.927 |
2.011 |
2.425 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.750 |
2.523 |
0.227 |
8.9% |
0.138 |
5.4% |
12% |
False |
True |
121,211 |
| 10 |
2.759 |
2.387 |
0.372 |
14.6% |
0.140 |
5.5% |
44% |
False |
False |
128,502 |
| 20 |
2.759 |
2.150 |
0.609 |
23.9% |
0.131 |
5.1% |
66% |
False |
False |
135,023 |
| 40 |
2.759 |
1.982 |
0.777 |
30.5% |
0.104 |
4.1% |
73% |
False |
False |
106,095 |
| 60 |
2.759 |
1.982 |
0.777 |
30.5% |
0.097 |
3.8% |
73% |
False |
False |
80,288 |
| 80 |
3.040 |
1.982 |
1.058 |
41.5% |
0.103 |
4.0% |
54% |
False |
False |
66,735 |
| 100 |
3.310 |
1.982 |
1.328 |
52.1% |
0.110 |
4.3% |
43% |
False |
False |
57,364 |
| 120 |
3.734 |
1.982 |
1.752 |
68.7% |
0.106 |
4.2% |
32% |
False |
False |
48,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.211 |
|
2.618 |
2.997 |
|
1.618 |
2.866 |
|
1.000 |
2.785 |
|
0.618 |
2.735 |
|
HIGH |
2.654 |
|
0.618 |
2.604 |
|
0.500 |
2.589 |
|
0.382 |
2.573 |
|
LOW |
2.523 |
|
0.618 |
2.442 |
|
1.000 |
2.392 |
|
1.618 |
2.311 |
|
2.618 |
2.180 |
|
4.250 |
1.966 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.589 |
2.637 |
| PP |
2.576 |
2.608 |
| S1 |
2.563 |
2.579 |
|