NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.714 |
2.822 |
0.108 |
4.0% |
2.572 |
| High |
2.838 |
2.822 |
-0.016 |
-0.6% |
2.838 |
| Low |
2.686 |
2.670 |
-0.016 |
-0.6% |
2.458 |
| Close |
2.822 |
2.689 |
-0.133 |
-4.7% |
2.822 |
| Range |
0.152 |
0.152 |
0.000 |
0.0% |
0.380 |
| ATR |
0.115 |
0.117 |
0.003 |
2.3% |
0.000 |
| Volume |
87,543 |
71,413 |
-16,130 |
-18.4% |
357,839 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.183 |
3.088 |
2.773 |
|
| R3 |
3.031 |
2.936 |
2.731 |
|
| R2 |
2.879 |
2.879 |
2.717 |
|
| R1 |
2.784 |
2.784 |
2.703 |
2.756 |
| PP |
2.727 |
2.727 |
2.727 |
2.713 |
| S1 |
2.632 |
2.632 |
2.675 |
2.604 |
| S2 |
2.575 |
2.575 |
2.661 |
|
| S3 |
2.423 |
2.480 |
2.647 |
|
| S4 |
2.271 |
2.328 |
2.605 |
|
|
| 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 |
14.1% |
0.150 |
5.6% |
61% |
False |
False |
69,666 |
| 10 |
2.838 |
2.362 |
0.476 |
17.7% |
0.133 |
5.0% |
69% |
False |
False |
70,502 |
| 20 |
2.838 |
2.166 |
0.672 |
25.0% |
0.124 |
4.6% |
78% |
False |
False |
63,487 |
| 40 |
2.838 |
2.096 |
0.742 |
27.6% |
0.098 |
3.6% |
80% |
False |
False |
56,986 |
| 60 |
3.006 |
2.096 |
0.910 |
33.8% |
0.093 |
3.5% |
65% |
False |
False |
45,197 |
| 80 |
3.124 |
2.096 |
1.028 |
38.2% |
0.101 |
3.7% |
58% |
False |
False |
39,220 |
| 100 |
3.417 |
2.096 |
1.321 |
49.1% |
0.106 |
3.9% |
45% |
False |
False |
33,860 |
| 120 |
3.868 |
2.096 |
1.772 |
65.9% |
0.101 |
3.8% |
33% |
False |
False |
28,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.468 |
|
2.618 |
3.220 |
|
1.618 |
3.068 |
|
1.000 |
2.974 |
|
0.618 |
2.916 |
|
HIGH |
2.822 |
|
0.618 |
2.764 |
|
0.500 |
2.746 |
|
0.382 |
2.728 |
|
LOW |
2.670 |
|
0.618 |
2.576 |
|
1.000 |
2.518 |
|
1.618 |
2.424 |
|
2.618 |
2.272 |
|
4.250 |
2.024 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.746 |
2.712 |
| PP |
2.727 |
2.704 |
| S1 |
2.708 |
2.697 |
|