NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.697 |
2.714 |
0.017 |
0.6% |
2.572 |
| High |
2.748 |
2.838 |
0.090 |
3.3% |
2.838 |
| Low |
2.585 |
2.686 |
0.101 |
3.9% |
2.458 |
| Close |
2.715 |
2.822 |
0.107 |
3.9% |
2.822 |
| Range |
0.163 |
0.152 |
-0.011 |
-6.7% |
0.380 |
| ATR |
0.112 |
0.115 |
0.003 |
2.6% |
0.000 |
| Volume |
72,086 |
87,543 |
15,457 |
21.4% |
357,839 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.238 |
3.182 |
2.906 |
|
| R3 |
3.086 |
3.030 |
2.864 |
|
| R2 |
2.934 |
2.934 |
2.850 |
|
| R1 |
2.878 |
2.878 |
2.836 |
2.906 |
| PP |
2.782 |
2.782 |
2.782 |
2.796 |
| S1 |
2.726 |
2.726 |
2.808 |
2.754 |
| S2 |
2.630 |
2.630 |
2.794 |
|
| S3 |
2.478 |
2.574 |
2.780 |
|
| S4 |
2.326 |
2.422 |
2.738 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.846 |
3.714 |
3.031 |
|
| R3 |
3.466 |
3.334 |
2.927 |
|
| R2 |
3.086 |
3.086 |
2.892 |
|
| R1 |
2.954 |
2.954 |
2.857 |
3.020 |
| PP |
2.706 |
2.706 |
2.706 |
2.739 |
| S1 |
2.574 |
2.574 |
2.787 |
2.640 |
| S2 |
2.326 |
2.326 |
2.752 |
|
| S3 |
1.946 |
2.194 |
2.718 |
|
| S4 |
1.566 |
1.814 |
2.613 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.838 |
2.458 |
0.380 |
13.5% |
0.142 |
5.0% |
96% |
True |
False |
71,567 |
| 10 |
2.838 |
2.362 |
0.476 |
16.9% |
0.127 |
4.5% |
97% |
True |
False |
67,743 |
| 20 |
2.838 |
2.121 |
0.717 |
25.4% |
0.122 |
4.3% |
98% |
True |
False |
62,486 |
| 40 |
2.838 |
2.096 |
0.742 |
26.3% |
0.095 |
3.4% |
98% |
True |
False |
55,833 |
| 60 |
3.060 |
2.096 |
0.964 |
34.2% |
0.093 |
3.3% |
75% |
False |
False |
44,264 |
| 80 |
3.128 |
2.096 |
1.032 |
36.6% |
0.102 |
3.6% |
70% |
False |
False |
38,550 |
| 100 |
3.460 |
2.096 |
1.364 |
48.3% |
0.105 |
3.7% |
53% |
False |
False |
33,167 |
| 120 |
3.901 |
2.096 |
1.805 |
64.0% |
0.101 |
3.6% |
40% |
False |
False |
28,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.484 |
|
2.618 |
3.236 |
|
1.618 |
3.084 |
|
1.000 |
2.990 |
|
0.618 |
2.932 |
|
HIGH |
2.838 |
|
0.618 |
2.780 |
|
0.500 |
2.762 |
|
0.382 |
2.744 |
|
LOW |
2.686 |
|
0.618 |
2.592 |
|
1.000 |
2.534 |
|
1.618 |
2.440 |
|
2.618 |
2.288 |
|
4.250 |
2.040 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.802 |
2.781 |
| PP |
2.782 |
2.739 |
| S1 |
2.762 |
2.698 |
|