NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.451 |
2.477 |
0.026 |
1.1% |
2.377 |
| High |
2.517 |
2.601 |
0.084 |
3.3% |
2.544 |
| Low |
2.446 |
2.431 |
-0.015 |
-0.6% |
2.332 |
| Close |
2.488 |
2.537 |
0.049 |
2.0% |
2.439 |
| Range |
0.071 |
0.170 |
0.099 |
139.4% |
0.212 |
| ATR |
0.091 |
0.096 |
0.006 |
6.2% |
0.000 |
| Volume |
32,623 |
27,931 |
-4,692 |
-14.4% |
158,887 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.033 |
2.955 |
2.631 |
|
| R3 |
2.863 |
2.785 |
2.584 |
|
| R2 |
2.693 |
2.693 |
2.568 |
|
| R1 |
2.615 |
2.615 |
2.553 |
2.654 |
| PP |
2.523 |
2.523 |
2.523 |
2.543 |
| S1 |
2.445 |
2.445 |
2.521 |
2.484 |
| S2 |
2.353 |
2.353 |
2.506 |
|
| S3 |
2.183 |
2.275 |
2.490 |
|
| S4 |
2.013 |
2.105 |
2.444 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.074 |
2.969 |
2.556 |
|
| R3 |
2.862 |
2.757 |
2.497 |
|
| R2 |
2.650 |
2.650 |
2.478 |
|
| R1 |
2.545 |
2.545 |
2.458 |
2.598 |
| PP |
2.438 |
2.438 |
2.438 |
2.465 |
| S1 |
2.333 |
2.333 |
2.420 |
2.386 |
| S2 |
2.226 |
2.226 |
2.400 |
|
| S3 |
2.014 |
2.121 |
2.381 |
|
| S4 |
1.802 |
1.909 |
2.322 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.601 |
2.409 |
0.192 |
7.6% |
0.119 |
4.7% |
67% |
True |
False |
33,749 |
| 10 |
2.601 |
2.242 |
0.359 |
14.2% |
0.119 |
4.7% |
82% |
True |
False |
30,368 |
| 20 |
2.601 |
2.175 |
0.426 |
16.8% |
0.088 |
3.5% |
85% |
True |
False |
28,059 |
| 40 |
2.759 |
2.175 |
0.584 |
23.0% |
0.084 |
3.3% |
62% |
False |
False |
21,610 |
| 60 |
3.137 |
2.175 |
0.962 |
37.9% |
0.086 |
3.4% |
38% |
False |
False |
18,060 |
| 80 |
3.148 |
2.175 |
0.973 |
38.4% |
0.100 |
4.0% |
37% |
False |
False |
16,664 |
| 100 |
3.530 |
2.175 |
1.355 |
53.4% |
0.097 |
3.8% |
27% |
False |
False |
14,004 |
| 120 |
3.927 |
2.175 |
1.752 |
69.1% |
0.094 |
3.7% |
21% |
False |
False |
12,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.324 |
|
2.618 |
3.046 |
|
1.618 |
2.876 |
|
1.000 |
2.771 |
|
0.618 |
2.706 |
|
HIGH |
2.601 |
|
0.618 |
2.536 |
|
0.500 |
2.516 |
|
0.382 |
2.496 |
|
LOW |
2.431 |
|
0.618 |
2.326 |
|
1.000 |
2.261 |
|
1.618 |
2.156 |
|
2.618 |
1.986 |
|
4.250 |
1.709 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.530 |
2.529 |
| PP |
2.523 |
2.520 |
| S1 |
2.516 |
2.512 |
|