NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.557 |
2.572 |
0.015 |
0.6% |
2.370 |
| High |
2.613 |
2.603 |
-0.010 |
-0.4% |
2.613 |
| Low |
2.536 |
2.491 |
-0.045 |
-1.8% |
2.362 |
| Close |
2.589 |
2.505 |
-0.084 |
-3.2% |
2.589 |
| Range |
0.077 |
0.112 |
0.035 |
45.5% |
0.251 |
| ATR |
0.101 |
0.102 |
0.001 |
0.7% |
0.000 |
| Volume |
69,955 |
80,922 |
10,967 |
15.7% |
319,593 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.869 |
2.799 |
2.567 |
|
| R3 |
2.757 |
2.687 |
2.536 |
|
| R2 |
2.645 |
2.645 |
2.526 |
|
| R1 |
2.575 |
2.575 |
2.515 |
2.554 |
| PP |
2.533 |
2.533 |
2.533 |
2.523 |
| S1 |
2.463 |
2.463 |
2.495 |
2.442 |
| S2 |
2.421 |
2.421 |
2.484 |
|
| S3 |
2.309 |
2.351 |
2.474 |
|
| S4 |
2.197 |
2.239 |
2.443 |
|
|
| 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 |
10.0% |
0.116 |
4.6% |
57% |
False |
False |
71,338 |
| 10 |
2.613 |
2.338 |
0.275 |
11.0% |
0.112 |
4.5% |
61% |
False |
False |
62,712 |
| 20 |
2.613 |
2.096 |
0.517 |
20.6% |
0.102 |
4.1% |
79% |
False |
False |
57,290 |
| 40 |
2.705 |
2.096 |
0.609 |
24.3% |
0.088 |
3.5% |
67% |
False |
False |
50,781 |
| 60 |
3.104 |
2.096 |
1.008 |
40.2% |
0.091 |
3.6% |
41% |
False |
False |
40,907 |
| 80 |
3.128 |
2.096 |
1.032 |
41.2% |
0.103 |
4.1% |
40% |
False |
False |
36,113 |
| 100 |
3.496 |
2.096 |
1.400 |
55.9% |
0.102 |
4.1% |
29% |
False |
False |
30,533 |
| 120 |
3.901 |
2.096 |
1.805 |
72.1% |
0.099 |
4.0% |
23% |
False |
False |
26,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.079 |
|
2.618 |
2.896 |
|
1.618 |
2.784 |
|
1.000 |
2.715 |
|
0.618 |
2.672 |
|
HIGH |
2.603 |
|
0.618 |
2.560 |
|
0.500 |
2.547 |
|
0.382 |
2.534 |
|
LOW |
2.491 |
|
0.618 |
2.422 |
|
1.000 |
2.379 |
|
1.618 |
2.310 |
|
2.618 |
2.198 |
|
4.250 |
2.015 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.547 |
2.552 |
| PP |
2.533 |
2.536 |
| S1 |
2.519 |
2.521 |
|