NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.768 |
2.784 |
0.016 |
0.6% |
2.572 |
| High |
2.806 |
2.809 |
0.003 |
0.1% |
2.838 |
| Low |
2.684 |
2.691 |
0.007 |
0.3% |
2.458 |
| Close |
2.796 |
2.709 |
-0.087 |
-3.1% |
2.822 |
| Range |
0.122 |
0.118 |
-0.004 |
-3.3% |
0.380 |
| ATR |
0.120 |
0.119 |
0.000 |
-0.1% |
0.000 |
| Volume |
94,108 |
81,259 |
-12,849 |
-13.7% |
357,839 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.090 |
3.018 |
2.774 |
|
| R3 |
2.972 |
2.900 |
2.741 |
|
| R2 |
2.854 |
2.854 |
2.731 |
|
| R1 |
2.782 |
2.782 |
2.720 |
2.759 |
| PP |
2.736 |
2.736 |
2.736 |
2.725 |
| S1 |
2.664 |
2.664 |
2.698 |
2.641 |
| S2 |
2.618 |
2.618 |
2.687 |
|
| S3 |
2.500 |
2.546 |
2.677 |
|
| S4 |
2.382 |
2.428 |
2.644 |
|
|
| 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 |
2.652 |
0.186 |
6.9% |
0.138 |
5.1% |
31% |
False |
False |
85,068 |
| 10 |
2.838 |
2.458 |
0.380 |
14.0% |
0.133 |
4.9% |
66% |
False |
False |
76,559 |
| 20 |
2.838 |
2.224 |
0.614 |
22.7% |
0.126 |
4.6% |
79% |
False |
False |
67,950 |
| 40 |
2.838 |
2.096 |
0.742 |
27.4% |
0.102 |
3.8% |
83% |
False |
False |
61,805 |
| 60 |
2.838 |
2.096 |
0.742 |
27.4% |
0.094 |
3.5% |
83% |
False |
False |
49,032 |
| 80 |
3.104 |
2.096 |
1.008 |
37.2% |
0.100 |
3.7% |
61% |
False |
False |
42,003 |
| 100 |
3.368 |
2.096 |
1.272 |
47.0% |
0.108 |
4.0% |
48% |
False |
False |
36,434 |
| 120 |
3.830 |
2.096 |
1.734 |
64.0% |
0.102 |
3.8% |
35% |
False |
False |
31,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.311 |
|
2.618 |
3.118 |
|
1.618 |
3.000 |
|
1.000 |
2.927 |
|
0.618 |
2.882 |
|
HIGH |
2.809 |
|
0.618 |
2.764 |
|
0.500 |
2.750 |
|
0.382 |
2.736 |
|
LOW |
2.691 |
|
0.618 |
2.618 |
|
1.000 |
2.573 |
|
1.618 |
2.500 |
|
2.618 |
2.382 |
|
4.250 |
2.190 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.750 |
2.731 |
| PP |
2.736 |
2.723 |
| S1 |
2.723 |
2.716 |
|