NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.822 |
2.727 |
-0.095 |
-3.4% |
2.572 |
| High |
2.822 |
2.799 |
-0.023 |
-0.8% |
2.838 |
| Low |
2.670 |
2.652 |
-0.018 |
-0.7% |
2.458 |
| Close |
2.689 |
2.776 |
0.087 |
3.2% |
2.822 |
| Range |
0.152 |
0.147 |
-0.005 |
-3.3% |
0.380 |
| ATR |
0.117 |
0.119 |
0.002 |
1.8% |
0.000 |
| Volume |
71,413 |
91,020 |
19,607 |
27.5% |
357,839 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.183 |
3.127 |
2.857 |
|
| R3 |
3.036 |
2.980 |
2.816 |
|
| R2 |
2.889 |
2.889 |
2.803 |
|
| R1 |
2.833 |
2.833 |
2.789 |
2.861 |
| PP |
2.742 |
2.742 |
2.742 |
2.757 |
| S1 |
2.686 |
2.686 |
2.763 |
2.714 |
| S2 |
2.595 |
2.595 |
2.749 |
|
| S3 |
2.448 |
2.539 |
2.736 |
|
| S4 |
2.301 |
2.392 |
2.695 |
|
|
| 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 |
2.558 |
0.280 |
10.1% |
0.153 |
5.5% |
78% |
False |
False |
76,694 |
| 10 |
2.838 |
2.458 |
0.380 |
13.7% |
0.130 |
4.7% |
84% |
False |
False |
74,942 |
| 20 |
2.838 |
2.166 |
0.672 |
24.2% |
0.129 |
4.7% |
91% |
False |
False |
64,161 |
| 40 |
2.838 |
2.096 |
0.742 |
26.7% |
0.099 |
3.6% |
92% |
False |
False |
58,916 |
| 60 |
2.890 |
2.096 |
0.794 |
28.6% |
0.093 |
3.4% |
86% |
False |
False |
46,578 |
| 80 |
3.124 |
2.096 |
1.028 |
37.0% |
0.101 |
3.6% |
66% |
False |
False |
40,162 |
| 100 |
3.375 |
2.096 |
1.279 |
46.1% |
0.107 |
3.9% |
53% |
False |
False |
34,753 |
| 120 |
3.868 |
2.096 |
1.772 |
63.8% |
0.102 |
3.7% |
38% |
False |
False |
29,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.424 |
|
2.618 |
3.184 |
|
1.618 |
3.037 |
|
1.000 |
2.946 |
|
0.618 |
2.890 |
|
HIGH |
2.799 |
|
0.618 |
2.743 |
|
0.500 |
2.726 |
|
0.382 |
2.708 |
|
LOW |
2.652 |
|
0.618 |
2.561 |
|
1.000 |
2.505 |
|
1.618 |
2.414 |
|
2.618 |
2.267 |
|
4.250 |
2.027 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.759 |
2.766 |
| PP |
2.742 |
2.755 |
| S1 |
2.726 |
2.745 |
|