NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.370 |
2.407 |
0.037 |
1.6% |
2.304 |
| High |
2.452 |
2.544 |
0.092 |
3.8% |
2.482 |
| Low |
2.366 |
2.362 |
-0.004 |
-0.2% |
2.258 |
| Close |
2.422 |
2.475 |
0.053 |
2.2% |
2.371 |
| Range |
0.086 |
0.182 |
0.096 |
111.6% |
0.224 |
| ATR |
0.096 |
0.102 |
0.006 |
6.4% |
0.000 |
| Volume |
43,825 |
46,617 |
2,792 |
6.4% |
266,600 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.006 |
2.923 |
2.575 |
|
| R3 |
2.824 |
2.741 |
2.525 |
|
| R2 |
2.642 |
2.642 |
2.508 |
|
| R1 |
2.559 |
2.559 |
2.492 |
2.601 |
| PP |
2.460 |
2.460 |
2.460 |
2.481 |
| S1 |
2.377 |
2.377 |
2.458 |
2.419 |
| S2 |
2.278 |
2.278 |
2.442 |
|
| S3 |
2.096 |
2.195 |
2.425 |
|
| S4 |
1.914 |
2.013 |
2.375 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.042 |
2.931 |
2.494 |
|
| R3 |
2.818 |
2.707 |
2.433 |
|
| R2 |
2.594 |
2.594 |
2.412 |
|
| R1 |
2.483 |
2.483 |
2.392 |
2.539 |
| PP |
2.370 |
2.370 |
2.370 |
2.398 |
| S1 |
2.259 |
2.259 |
2.350 |
2.315 |
| S2 |
2.146 |
2.146 |
2.330 |
|
| S3 |
1.922 |
2.035 |
2.309 |
|
| S4 |
1.698 |
1.811 |
2.248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.544 |
2.338 |
0.206 |
8.3% |
0.128 |
5.2% |
67% |
True |
False |
51,623 |
| 10 |
2.544 |
2.166 |
0.378 |
15.3% |
0.128 |
5.2% |
82% |
True |
False |
53,379 |
| 20 |
2.544 |
2.096 |
0.448 |
18.1% |
0.094 |
3.8% |
85% |
True |
False |
59,541 |
| 40 |
2.705 |
2.096 |
0.609 |
24.6% |
0.088 |
3.5% |
62% |
False |
False |
45,527 |
| 60 |
3.104 |
2.096 |
1.008 |
40.7% |
0.090 |
3.6% |
38% |
False |
False |
37,267 |
| 80 |
3.128 |
2.096 |
1.032 |
41.7% |
0.104 |
4.2% |
37% |
False |
False |
33,054 |
| 100 |
3.496 |
2.096 |
1.400 |
56.6% |
0.101 |
4.1% |
27% |
False |
False |
27,565 |
| 120 |
3.901 |
2.096 |
1.805 |
72.9% |
0.098 |
4.0% |
21% |
False |
False |
23,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.318 |
|
2.618 |
3.020 |
|
1.618 |
2.838 |
|
1.000 |
2.726 |
|
0.618 |
2.656 |
|
HIGH |
2.544 |
|
0.618 |
2.474 |
|
0.500 |
2.453 |
|
0.382 |
2.432 |
|
LOW |
2.362 |
|
0.618 |
2.250 |
|
1.000 |
2.180 |
|
1.618 |
2.068 |
|
2.618 |
1.886 |
|
4.250 |
1.589 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.468 |
2.467 |
| PP |
2.460 |
2.458 |
| S1 |
2.453 |
2.450 |
|