NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.862 |
2.764 |
-0.098 |
-3.4% |
2.630 |
| High |
2.866 |
2.841 |
-0.025 |
-0.9% |
2.881 |
| Low |
2.717 |
2.701 |
-0.016 |
-0.6% |
2.524 |
| Close |
2.734 |
2.817 |
0.083 |
3.0% |
2.866 |
| Range |
0.149 |
0.140 |
-0.009 |
-6.0% |
0.357 |
| ATR |
0.112 |
0.114 |
0.002 |
1.8% |
0.000 |
| Volume |
47,015 |
34,294 |
-12,721 |
-27.1% |
208,769 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.206 |
3.152 |
2.894 |
|
| R3 |
3.066 |
3.012 |
2.856 |
|
| R2 |
2.926 |
2.926 |
2.843 |
|
| R1 |
2.872 |
2.872 |
2.830 |
2.899 |
| PP |
2.786 |
2.786 |
2.786 |
2.800 |
| S1 |
2.732 |
2.732 |
2.804 |
2.759 |
| S2 |
2.646 |
2.646 |
2.791 |
|
| S3 |
2.506 |
2.592 |
2.779 |
|
| S4 |
2.366 |
2.452 |
2.740 |
|
|
| 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 |
2.620 |
0.261 |
9.3% |
0.147 |
5.2% |
75% |
False |
False |
37,873 |
| 10 |
2.881 |
2.524 |
0.357 |
12.7% |
0.124 |
4.4% |
82% |
False |
False |
43,229 |
| 20 |
2.881 |
2.242 |
0.639 |
22.7% |
0.122 |
4.3% |
90% |
False |
False |
36,799 |
| 40 |
2.881 |
2.175 |
0.706 |
25.1% |
0.094 |
3.3% |
91% |
False |
False |
29,593 |
| 60 |
2.921 |
2.175 |
0.746 |
26.5% |
0.089 |
3.2% |
86% |
False |
False |
23,442 |
| 80 |
3.148 |
2.175 |
0.973 |
34.5% |
0.097 |
3.4% |
66% |
False |
False |
20,905 |
| 100 |
3.393 |
2.175 |
1.218 |
43.2% |
0.102 |
3.6% |
53% |
False |
False |
18,142 |
| 120 |
3.893 |
2.175 |
1.718 |
61.0% |
0.097 |
3.4% |
37% |
False |
False |
15,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.436 |
|
2.618 |
3.208 |
|
1.618 |
3.068 |
|
1.000 |
2.981 |
|
0.618 |
2.928 |
|
HIGH |
2.841 |
|
0.618 |
2.788 |
|
0.500 |
2.771 |
|
0.382 |
2.754 |
|
LOW |
2.701 |
|
0.618 |
2.614 |
|
1.000 |
2.561 |
|
1.618 |
2.474 |
|
2.618 |
2.334 |
|
4.250 |
2.106 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.802 |
2.808 |
| PP |
2.786 |
2.800 |
| S1 |
2.771 |
2.791 |
|