NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.648 |
2.747 |
0.099 |
3.7% |
2.451 |
| High |
2.765 |
2.805 |
0.040 |
1.4% |
2.671 |
| Low |
2.620 |
2.646 |
0.026 |
1.0% |
2.431 |
| Close |
2.744 |
2.730 |
-0.014 |
-0.5% |
2.641 |
| Range |
0.145 |
0.159 |
0.014 |
9.7% |
0.240 |
| ATR |
0.102 |
0.106 |
0.004 |
4.0% |
0.000 |
| Volume |
29,833 |
40,527 |
10,694 |
35.8% |
202,775 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.204 |
3.126 |
2.817 |
|
| R3 |
3.045 |
2.967 |
2.774 |
|
| R2 |
2.886 |
2.886 |
2.759 |
|
| R1 |
2.808 |
2.808 |
2.745 |
2.768 |
| PP |
2.727 |
2.727 |
2.727 |
2.707 |
| S1 |
2.649 |
2.649 |
2.715 |
2.609 |
| S2 |
2.568 |
2.568 |
2.701 |
|
| S3 |
2.409 |
2.490 |
2.686 |
|
| S4 |
2.250 |
2.331 |
2.643 |
|
|
| 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 |
2.805 |
2.524 |
0.281 |
10.3% |
0.122 |
4.5% |
73% |
True |
False |
42,337 |
| 10 |
2.805 |
2.423 |
0.382 |
14.0% |
0.116 |
4.3% |
80% |
True |
False |
40,984 |
| 20 |
2.805 |
2.175 |
0.630 |
23.1% |
0.109 |
4.0% |
88% |
True |
False |
35,070 |
| 40 |
2.805 |
2.175 |
0.630 |
23.1% |
0.089 |
3.3% |
88% |
True |
False |
27,304 |
| 60 |
3.134 |
2.175 |
0.959 |
35.1% |
0.088 |
3.2% |
58% |
False |
False |
21,787 |
| 80 |
3.148 |
2.175 |
0.973 |
35.6% |
0.097 |
3.6% |
57% |
False |
False |
19,847 |
| 100 |
3.491 |
2.175 |
1.316 |
48.2% |
0.100 |
3.7% |
42% |
False |
False |
16,998 |
| 120 |
3.927 |
2.175 |
1.752 |
64.2% |
0.096 |
3.5% |
32% |
False |
False |
14,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.481 |
|
2.618 |
3.221 |
|
1.618 |
3.062 |
|
1.000 |
2.964 |
|
0.618 |
2.903 |
|
HIGH |
2.805 |
|
0.618 |
2.744 |
|
0.500 |
2.726 |
|
0.382 |
2.707 |
|
LOW |
2.646 |
|
0.618 |
2.548 |
|
1.000 |
2.487 |
|
1.618 |
2.389 |
|
2.618 |
2.230 |
|
4.250 |
1.970 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.729 |
2.708 |
| PP |
2.727 |
2.686 |
| S1 |
2.726 |
2.665 |
|