NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.747 |
2.773 |
0.026 |
0.9% |
2.630 |
| High |
2.805 |
2.881 |
0.076 |
2.7% |
2.881 |
| Low |
2.646 |
2.740 |
0.094 |
3.6% |
2.524 |
| Close |
2.730 |
2.866 |
0.136 |
5.0% |
2.866 |
| Range |
0.159 |
0.141 |
-0.018 |
-11.3% |
0.357 |
| ATR |
0.106 |
0.109 |
0.003 |
3.0% |
0.000 |
| Volume |
40,527 |
37,700 |
-2,827 |
-7.0% |
208,769 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.252 |
3.200 |
2.944 |
|
| R3 |
3.111 |
3.059 |
2.905 |
|
| R2 |
2.970 |
2.970 |
2.892 |
|
| R1 |
2.918 |
2.918 |
2.879 |
2.944 |
| PP |
2.829 |
2.829 |
2.829 |
2.842 |
| S1 |
2.777 |
2.777 |
2.853 |
2.803 |
| S2 |
2.688 |
2.688 |
2.840 |
|
| S3 |
2.547 |
2.636 |
2.827 |
|
| S4 |
2.406 |
2.495 |
2.788 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.828 |
3.704 |
3.062 |
|
| R3 |
3.471 |
3.347 |
2.964 |
|
| R2 |
3.114 |
3.114 |
2.931 |
|
| R1 |
2.990 |
2.990 |
2.899 |
3.052 |
| PP |
2.757 |
2.757 |
2.757 |
2.788 |
| S1 |
2.633 |
2.633 |
2.833 |
2.695 |
| S2 |
2.400 |
2.400 |
2.801 |
|
| S3 |
2.043 |
2.276 |
2.768 |
|
| S4 |
1.686 |
1.919 |
2.670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.881 |
2.524 |
0.357 |
12.5% |
0.135 |
4.7% |
96% |
True |
False |
41,753 |
| 10 |
2.881 |
2.431 |
0.450 |
15.7% |
0.119 |
4.2% |
97% |
True |
False |
41,154 |
| 20 |
2.881 |
2.195 |
0.686 |
23.9% |
0.114 |
4.0% |
98% |
True |
False |
35,635 |
| 40 |
2.881 |
2.175 |
0.706 |
24.6% |
0.090 |
3.1% |
98% |
True |
False |
28,032 |
| 60 |
3.097 |
2.175 |
0.922 |
32.2% |
0.088 |
3.1% |
75% |
False |
False |
22,307 |
| 80 |
3.148 |
2.175 |
0.973 |
33.9% |
0.098 |
3.4% |
71% |
False |
False |
20,176 |
| 100 |
3.491 |
2.175 |
1.316 |
45.9% |
0.101 |
3.5% |
53% |
False |
False |
17,353 |
| 120 |
3.927 |
2.175 |
1.752 |
61.1% |
0.096 |
3.4% |
39% |
False |
False |
14,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.480 |
|
2.618 |
3.250 |
|
1.618 |
3.109 |
|
1.000 |
3.022 |
|
0.618 |
2.968 |
|
HIGH |
2.881 |
|
0.618 |
2.827 |
|
0.500 |
2.811 |
|
0.382 |
2.794 |
|
LOW |
2.740 |
|
0.618 |
2.653 |
|
1.000 |
2.599 |
|
1.618 |
2.512 |
|
2.618 |
2.371 |
|
4.250 |
2.141 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.848 |
2.828 |
| PP |
2.829 |
2.789 |
| S1 |
2.811 |
2.751 |
|