NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.493 |
2.591 |
0.098 |
3.9% |
2.370 |
| High |
2.592 |
2.708 |
0.116 |
4.5% |
2.613 |
| Low |
2.458 |
2.558 |
0.100 |
4.1% |
2.362 |
| Close |
2.568 |
2.693 |
0.125 |
4.9% |
2.589 |
| Range |
0.134 |
0.150 |
0.016 |
11.9% |
0.251 |
| ATR |
0.104 |
0.108 |
0.003 |
3.1% |
0.000 |
| Volume |
55,878 |
61,410 |
5,532 |
9.9% |
319,593 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.103 |
3.048 |
2.776 |
|
| R3 |
2.953 |
2.898 |
2.734 |
|
| R2 |
2.803 |
2.803 |
2.721 |
|
| R1 |
2.748 |
2.748 |
2.707 |
2.776 |
| PP |
2.653 |
2.653 |
2.653 |
2.667 |
| S1 |
2.598 |
2.598 |
2.679 |
2.626 |
| S2 |
2.503 |
2.503 |
2.666 |
|
| S3 |
2.353 |
2.448 |
2.652 |
|
| S4 |
2.203 |
2.298 |
2.611 |
|
|
| 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 |
2.708 |
2.458 |
0.250 |
9.3% |
0.116 |
4.3% |
94% |
True |
False |
68,755 |
| 10 |
2.708 |
2.354 |
0.354 |
13.1% |
0.118 |
4.4% |
96% |
True |
False |
62,932 |
| 20 |
2.708 |
2.096 |
0.612 |
22.7% |
0.111 |
4.1% |
98% |
True |
False |
58,842 |
| 40 |
2.708 |
2.096 |
0.612 |
22.7% |
0.092 |
3.4% |
98% |
True |
False |
52,669 |
| 60 |
3.097 |
2.096 |
1.001 |
37.2% |
0.091 |
3.4% |
60% |
False |
False |
42,162 |
| 80 |
3.128 |
2.096 |
1.032 |
38.3% |
0.101 |
3.7% |
58% |
False |
False |
37,230 |
| 100 |
3.496 |
2.096 |
1.400 |
52.0% |
0.104 |
3.8% |
43% |
False |
False |
31,650 |
| 120 |
3.901 |
2.096 |
1.805 |
67.0% |
0.100 |
3.7% |
33% |
False |
False |
26,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.346 |
|
2.618 |
3.101 |
|
1.618 |
2.951 |
|
1.000 |
2.858 |
|
0.618 |
2.801 |
|
HIGH |
2.708 |
|
0.618 |
2.651 |
|
0.500 |
2.633 |
|
0.382 |
2.615 |
|
LOW |
2.558 |
|
0.618 |
2.465 |
|
1.000 |
2.408 |
|
1.618 |
2.315 |
|
2.618 |
2.165 |
|
4.250 |
1.921 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.673 |
2.656 |
| PP |
2.653 |
2.620 |
| S1 |
2.633 |
2.583 |
|