NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.407 |
2.526 |
0.119 |
4.9% |
2.304 |
| High |
2.544 |
2.592 |
0.048 |
1.9% |
2.482 |
| Low |
2.362 |
2.489 |
0.127 |
5.4% |
2.258 |
| Close |
2.475 |
2.550 |
0.075 |
3.0% |
2.371 |
| Range |
0.182 |
0.103 |
-0.079 |
-43.4% |
0.224 |
| ATR |
0.102 |
0.103 |
0.001 |
1.1% |
0.000 |
| Volume |
46,617 |
83,583 |
36,966 |
79.3% |
266,600 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.853 |
2.804 |
2.607 |
|
| R3 |
2.750 |
2.701 |
2.578 |
|
| R2 |
2.647 |
2.647 |
2.569 |
|
| R1 |
2.598 |
2.598 |
2.559 |
2.623 |
| PP |
2.544 |
2.544 |
2.544 |
2.556 |
| S1 |
2.495 |
2.495 |
2.541 |
2.520 |
| S2 |
2.441 |
2.441 |
2.531 |
|
| S3 |
2.338 |
2.392 |
2.522 |
|
| S4 |
2.235 |
2.289 |
2.493 |
|
|
| 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 |
2.592 |
2.354 |
0.238 |
9.3% |
0.120 |
4.7% |
82% |
True |
False |
57,108 |
| 10 |
2.592 |
2.224 |
0.368 |
14.4% |
0.125 |
4.9% |
89% |
True |
False |
57,616 |
| 20 |
2.592 |
2.096 |
0.496 |
19.5% |
0.096 |
3.8% |
92% |
True |
False |
59,554 |
| 40 |
2.705 |
2.096 |
0.609 |
23.9% |
0.087 |
3.4% |
75% |
False |
False |
47,120 |
| 60 |
3.104 |
2.096 |
1.008 |
39.5% |
0.091 |
3.6% |
45% |
False |
False |
38,332 |
| 80 |
3.128 |
2.096 |
1.032 |
40.5% |
0.104 |
4.1% |
44% |
False |
False |
33,866 |
| 100 |
3.496 |
2.096 |
1.400 |
54.9% |
0.101 |
4.0% |
32% |
False |
False |
28,369 |
| 120 |
3.901 |
2.096 |
1.805 |
70.8% |
0.099 |
3.9% |
25% |
False |
False |
24,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.030 |
|
2.618 |
2.862 |
|
1.618 |
2.759 |
|
1.000 |
2.695 |
|
0.618 |
2.656 |
|
HIGH |
2.592 |
|
0.618 |
2.553 |
|
0.500 |
2.541 |
|
0.382 |
2.528 |
|
LOW |
2.489 |
|
0.618 |
2.425 |
|
1.000 |
2.386 |
|
1.618 |
2.322 |
|
2.618 |
2.219 |
|
4.250 |
2.051 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.547 |
2.526 |
| PP |
2.544 |
2.501 |
| S1 |
2.541 |
2.477 |
|