NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.572 |
2.493 |
-0.079 |
-3.1% |
2.370 |
| High |
2.603 |
2.592 |
-0.011 |
-0.4% |
2.613 |
| Low |
2.491 |
2.458 |
-0.033 |
-1.3% |
2.362 |
| Close |
2.505 |
2.568 |
0.063 |
2.5% |
2.589 |
| Range |
0.112 |
0.134 |
0.022 |
19.6% |
0.251 |
| ATR |
0.102 |
0.104 |
0.002 |
2.2% |
0.000 |
| Volume |
80,922 |
55,878 |
-25,044 |
-30.9% |
319,593 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.941 |
2.889 |
2.642 |
|
| R3 |
2.807 |
2.755 |
2.605 |
|
| R2 |
2.673 |
2.673 |
2.593 |
|
| R1 |
2.621 |
2.621 |
2.580 |
2.647 |
| PP |
2.539 |
2.539 |
2.539 |
2.553 |
| S1 |
2.487 |
2.487 |
2.556 |
2.513 |
| S2 |
2.405 |
2.405 |
2.543 |
|
| S3 |
2.271 |
2.353 |
2.531 |
|
| S4 |
2.137 |
2.219 |
2.494 |
|
|
| 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 |
2.458 |
0.155 |
6.0% |
0.107 |
4.2% |
71% |
False |
True |
73,190 |
| 10 |
2.613 |
2.338 |
0.275 |
10.7% |
0.117 |
4.6% |
84% |
False |
False |
62,406 |
| 20 |
2.613 |
2.096 |
0.517 |
20.1% |
0.106 |
4.1% |
91% |
False |
False |
57,978 |
| 40 |
2.682 |
2.096 |
0.586 |
22.8% |
0.089 |
3.5% |
81% |
False |
False |
51,734 |
| 60 |
3.097 |
2.096 |
1.001 |
39.0% |
0.090 |
3.5% |
47% |
False |
False |
41,470 |
| 80 |
3.128 |
2.096 |
1.032 |
40.2% |
0.104 |
4.0% |
46% |
False |
False |
36,617 |
| 100 |
3.496 |
2.096 |
1.400 |
54.5% |
0.103 |
4.0% |
34% |
False |
False |
31,066 |
| 120 |
3.901 |
2.096 |
1.805 |
70.3% |
0.099 |
3.9% |
26% |
False |
False |
26,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.162 |
|
2.618 |
2.943 |
|
1.618 |
2.809 |
|
1.000 |
2.726 |
|
0.618 |
2.675 |
|
HIGH |
2.592 |
|
0.618 |
2.541 |
|
0.500 |
2.525 |
|
0.382 |
2.509 |
|
LOW |
2.458 |
|
0.618 |
2.375 |
|
1.000 |
2.324 |
|
1.618 |
2.241 |
|
2.618 |
2.107 |
|
4.250 |
1.889 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.554 |
2.557 |
| PP |
2.539 |
2.546 |
| S1 |
2.525 |
2.536 |
|