NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.615 |
2.630 |
0.015 |
0.6% |
2.451 |
| High |
2.671 |
2.657 |
-0.014 |
-0.5% |
2.671 |
| Low |
2.594 |
2.550 |
-0.044 |
-1.7% |
2.431 |
| Close |
2.641 |
2.562 |
-0.079 |
-3.0% |
2.641 |
| Range |
0.077 |
0.107 |
0.030 |
39.0% |
0.240 |
| ATR |
0.096 |
0.097 |
0.001 |
0.8% |
0.000 |
| Volume |
40,616 |
65,171 |
24,555 |
60.5% |
202,775 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.911 |
2.843 |
2.621 |
|
| R3 |
2.804 |
2.736 |
2.591 |
|
| R2 |
2.697 |
2.697 |
2.582 |
|
| R1 |
2.629 |
2.629 |
2.572 |
2.610 |
| PP |
2.590 |
2.590 |
2.590 |
2.580 |
| S1 |
2.522 |
2.522 |
2.552 |
2.503 |
| S2 |
2.483 |
2.483 |
2.542 |
|
| S3 |
2.376 |
2.415 |
2.533 |
|
| S4 |
2.269 |
2.308 |
2.503 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.301 |
3.211 |
2.773 |
|
| R3 |
3.061 |
2.971 |
2.707 |
|
| R2 |
2.821 |
2.821 |
2.685 |
|
| R1 |
2.731 |
2.731 |
2.663 |
2.776 |
| PP |
2.581 |
2.581 |
2.581 |
2.604 |
| S1 |
2.491 |
2.491 |
2.619 |
2.536 |
| S2 |
2.341 |
2.341 |
2.597 |
|
| S3 |
2.101 |
2.251 |
2.575 |
|
| S4 |
1.861 |
2.011 |
2.509 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.671 |
2.431 |
0.240 |
9.4% |
0.111 |
4.3% |
55% |
False |
False |
47,064 |
| 10 |
2.671 |
2.409 |
0.262 |
10.2% |
0.105 |
4.1% |
58% |
False |
False |
40,563 |
| 20 |
2.671 |
2.175 |
0.496 |
19.4% |
0.095 |
3.7% |
78% |
False |
False |
32,857 |
| 40 |
2.759 |
2.175 |
0.584 |
22.8% |
0.084 |
3.3% |
66% |
False |
False |
25,357 |
| 60 |
3.137 |
2.175 |
0.962 |
37.5% |
0.087 |
3.4% |
40% |
False |
False |
20,561 |
| 80 |
3.148 |
2.175 |
0.973 |
38.0% |
0.100 |
3.9% |
40% |
False |
False |
18,892 |
| 100 |
3.522 |
2.175 |
1.347 |
52.6% |
0.098 |
3.8% |
29% |
False |
False |
16,016 |
| 120 |
3.927 |
2.175 |
1.752 |
68.4% |
0.095 |
3.7% |
22% |
False |
False |
13,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.112 |
|
2.618 |
2.937 |
|
1.618 |
2.830 |
|
1.000 |
2.764 |
|
0.618 |
2.723 |
|
HIGH |
2.657 |
|
0.618 |
2.616 |
|
0.500 |
2.604 |
|
0.382 |
2.591 |
|
LOW |
2.550 |
|
0.618 |
2.484 |
|
1.000 |
2.443 |
|
1.618 |
2.377 |
|
2.618 |
2.270 |
|
4.250 |
2.095 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.604 |
2.611 |
| PP |
2.590 |
2.594 |
| S1 |
2.576 |
2.578 |
|