NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.800 |
2.820 |
0.020 |
0.7% |
2.630 |
| High |
2.846 |
2.850 |
0.004 |
0.1% |
2.881 |
| Low |
2.730 |
2.735 |
0.005 |
0.2% |
2.524 |
| Close |
2.836 |
2.754 |
-0.082 |
-2.9% |
2.866 |
| Range |
0.116 |
0.115 |
-0.001 |
-0.9% |
0.357 |
| ATR |
0.114 |
0.114 |
0.000 |
0.0% |
0.000 |
| Volume |
31,945 |
34,882 |
2,937 |
9.2% |
208,769 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.125 |
3.054 |
2.817 |
|
| R3 |
3.010 |
2.939 |
2.786 |
|
| R2 |
2.895 |
2.895 |
2.775 |
|
| R1 |
2.824 |
2.824 |
2.765 |
2.802 |
| PP |
2.780 |
2.780 |
2.780 |
2.769 |
| S1 |
2.709 |
2.709 |
2.743 |
2.687 |
| S2 |
2.665 |
2.665 |
2.733 |
|
| S3 |
2.550 |
2.594 |
2.722 |
|
| S4 |
2.435 |
2.479 |
2.691 |
|
|
| 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 |
2.701 |
0.180 |
6.5% |
0.132 |
4.8% |
29% |
False |
False |
37,167 |
| 10 |
2.881 |
2.524 |
0.357 |
13.0% |
0.127 |
4.6% |
64% |
False |
False |
39,752 |
| 20 |
2.881 |
2.305 |
0.576 |
20.9% |
0.119 |
4.3% |
78% |
False |
False |
37,673 |
| 40 |
2.881 |
2.175 |
0.706 |
25.6% |
0.097 |
3.5% |
82% |
False |
False |
30,737 |
| 60 |
2.881 |
2.175 |
0.706 |
25.6% |
0.089 |
3.2% |
82% |
False |
False |
24,290 |
| 80 |
3.137 |
2.175 |
0.962 |
34.9% |
0.096 |
3.5% |
60% |
False |
False |
21,531 |
| 100 |
3.390 |
2.175 |
1.215 |
44.1% |
0.103 |
3.7% |
48% |
False |
False |
18,753 |
| 120 |
3.858 |
2.175 |
1.683 |
61.1% |
0.097 |
3.5% |
34% |
False |
False |
16,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.339 |
|
2.618 |
3.151 |
|
1.618 |
3.036 |
|
1.000 |
2.965 |
|
0.618 |
2.921 |
|
HIGH |
2.850 |
|
0.618 |
2.806 |
|
0.500 |
2.793 |
|
0.382 |
2.779 |
|
LOW |
2.735 |
|
0.618 |
2.664 |
|
1.000 |
2.620 |
|
1.618 |
2.549 |
|
2.618 |
2.434 |
|
4.250 |
2.246 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.793 |
2.776 |
| PP |
2.780 |
2.768 |
| S1 |
2.767 |
2.761 |
|