NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.727 |
2.768 |
0.041 |
1.5% |
2.572 |
| High |
2.799 |
2.806 |
0.007 |
0.3% |
2.838 |
| Low |
2.652 |
2.684 |
0.032 |
1.2% |
2.458 |
| Close |
2.776 |
2.796 |
0.020 |
0.7% |
2.822 |
| Range |
0.147 |
0.122 |
-0.025 |
-17.0% |
0.380 |
| ATR |
0.119 |
0.120 |
0.000 |
0.2% |
0.000 |
| Volume |
91,020 |
94,108 |
3,088 |
3.4% |
357,839 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.128 |
3.084 |
2.863 |
|
| R3 |
3.006 |
2.962 |
2.830 |
|
| R2 |
2.884 |
2.884 |
2.818 |
|
| R1 |
2.840 |
2.840 |
2.807 |
2.862 |
| PP |
2.762 |
2.762 |
2.762 |
2.773 |
| S1 |
2.718 |
2.718 |
2.785 |
2.740 |
| S2 |
2.640 |
2.640 |
2.774 |
|
| S3 |
2.518 |
2.596 |
2.762 |
|
| S4 |
2.396 |
2.474 |
2.729 |
|
|
| 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 |
2.585 |
0.253 |
9.0% |
0.147 |
5.3% |
83% |
False |
False |
83,234 |
| 10 |
2.838 |
2.458 |
0.380 |
13.6% |
0.132 |
4.7% |
89% |
False |
False |
75,994 |
| 20 |
2.838 |
2.224 |
0.614 |
22.0% |
0.128 |
4.6% |
93% |
False |
False |
66,805 |
| 40 |
2.838 |
2.096 |
0.742 |
26.5% |
0.100 |
3.6% |
94% |
False |
False |
60,786 |
| 60 |
2.858 |
2.096 |
0.762 |
27.3% |
0.093 |
3.3% |
92% |
False |
False |
47,912 |
| 80 |
3.104 |
2.096 |
1.008 |
36.1% |
0.100 |
3.6% |
69% |
False |
False |
41,126 |
| 100 |
3.368 |
2.096 |
1.272 |
45.5% |
0.107 |
3.8% |
55% |
False |
False |
35,661 |
| 120 |
3.868 |
2.096 |
1.772 |
63.4% |
0.102 |
3.7% |
40% |
False |
False |
30,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.325 |
|
2.618 |
3.125 |
|
1.618 |
3.003 |
|
1.000 |
2.928 |
|
0.618 |
2.881 |
|
HIGH |
2.806 |
|
0.618 |
2.759 |
|
0.500 |
2.745 |
|
0.382 |
2.731 |
|
LOW |
2.684 |
|
0.618 |
2.609 |
|
1.000 |
2.562 |
|
1.618 |
2.487 |
|
2.618 |
2.365 |
|
4.250 |
2.166 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.779 |
2.776 |
| PP |
2.762 |
2.757 |
| S1 |
2.745 |
2.737 |
|