NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.545 |
2.557 |
0.012 |
0.5% |
2.370 |
| High |
2.605 |
2.613 |
0.008 |
0.3% |
2.613 |
| Low |
2.497 |
2.536 |
0.039 |
1.6% |
2.362 |
| Close |
2.569 |
2.589 |
0.020 |
0.8% |
2.589 |
| Range |
0.108 |
0.077 |
-0.031 |
-28.7% |
0.251 |
| ATR |
0.103 |
0.101 |
-0.002 |
-1.8% |
0.000 |
| Volume |
75,613 |
69,955 |
-5,658 |
-7.5% |
319,593 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.810 |
2.777 |
2.631 |
|
| R3 |
2.733 |
2.700 |
2.610 |
|
| R2 |
2.656 |
2.656 |
2.603 |
|
| R1 |
2.623 |
2.623 |
2.596 |
2.640 |
| PP |
2.579 |
2.579 |
2.579 |
2.588 |
| S1 |
2.546 |
2.546 |
2.582 |
2.563 |
| S2 |
2.502 |
2.502 |
2.575 |
|
| S3 |
2.425 |
2.469 |
2.568 |
|
| S4 |
2.348 |
2.392 |
2.547 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.274 |
3.183 |
2.727 |
|
| R3 |
3.023 |
2.932 |
2.658 |
|
| R2 |
2.772 |
2.772 |
2.635 |
|
| R1 |
2.681 |
2.681 |
2.612 |
2.727 |
| PP |
2.521 |
2.521 |
2.521 |
2.544 |
| S1 |
2.430 |
2.430 |
2.566 |
2.476 |
| S2 |
2.270 |
2.270 |
2.543 |
|
| S3 |
2.019 |
2.179 |
2.520 |
|
| S4 |
1.768 |
1.928 |
2.451 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.613 |
2.362 |
0.251 |
9.7% |
0.111 |
4.3% |
90% |
True |
False |
63,918 |
| 10 |
2.613 |
2.258 |
0.355 |
13.7% |
0.118 |
4.6% |
93% |
True |
False |
58,619 |
| 20 |
2.613 |
2.096 |
0.517 |
20.0% |
0.099 |
3.8% |
95% |
True |
False |
57,521 |
| 40 |
2.705 |
2.096 |
0.609 |
23.5% |
0.087 |
3.4% |
81% |
False |
False |
49,388 |
| 60 |
3.104 |
2.096 |
1.008 |
38.9% |
0.091 |
3.5% |
49% |
False |
False |
39,860 |
| 80 |
3.128 |
2.096 |
1.032 |
39.9% |
0.103 |
4.0% |
48% |
False |
False |
35,285 |
| 100 |
3.496 |
2.096 |
1.400 |
54.1% |
0.102 |
3.9% |
35% |
False |
False |
29,750 |
| 120 |
3.901 |
2.096 |
1.805 |
69.7% |
0.099 |
3.8% |
27% |
False |
False |
25,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.940 |
|
2.618 |
2.815 |
|
1.618 |
2.738 |
|
1.000 |
2.690 |
|
0.618 |
2.661 |
|
HIGH |
2.613 |
|
0.618 |
2.584 |
|
0.500 |
2.575 |
|
0.382 |
2.565 |
|
LOW |
2.536 |
|
0.618 |
2.488 |
|
1.000 |
2.459 |
|
1.618 |
2.411 |
|
2.618 |
2.334 |
|
4.250 |
2.209 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.584 |
2.576 |
| PP |
2.579 |
2.564 |
| S1 |
2.575 |
2.551 |
|