NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.820 |
2.753 |
-0.067 |
-2.4% |
2.862 |
| High |
2.850 |
2.758 |
-0.092 |
-3.2% |
2.866 |
| Low |
2.735 |
2.628 |
-0.107 |
-3.9% |
2.628 |
| Close |
2.754 |
2.678 |
-0.076 |
-2.8% |
2.678 |
| Range |
0.115 |
0.130 |
0.015 |
13.0% |
0.238 |
| ATR |
0.114 |
0.116 |
0.001 |
1.0% |
0.000 |
| Volume |
34,882 |
36,213 |
1,331 |
3.8% |
184,349 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.078 |
3.008 |
2.750 |
|
| R3 |
2.948 |
2.878 |
2.714 |
|
| R2 |
2.818 |
2.818 |
2.702 |
|
| R1 |
2.748 |
2.748 |
2.690 |
2.718 |
| PP |
2.688 |
2.688 |
2.688 |
2.673 |
| S1 |
2.618 |
2.618 |
2.666 |
2.588 |
| S2 |
2.558 |
2.558 |
2.654 |
|
| S3 |
2.428 |
2.488 |
2.642 |
|
| S4 |
2.298 |
2.358 |
2.607 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.438 |
3.296 |
2.809 |
|
| R3 |
3.200 |
3.058 |
2.743 |
|
| R2 |
2.962 |
2.962 |
2.722 |
|
| R1 |
2.820 |
2.820 |
2.700 |
2.772 |
| PP |
2.724 |
2.724 |
2.724 |
2.700 |
| S1 |
2.582 |
2.582 |
2.656 |
2.534 |
| S2 |
2.486 |
2.486 |
2.634 |
|
| S3 |
2.248 |
2.344 |
2.613 |
|
| S4 |
2.010 |
2.106 |
2.547 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.866 |
2.628 |
0.238 |
8.9% |
0.130 |
4.9% |
21% |
False |
True |
36,869 |
| 10 |
2.881 |
2.524 |
0.357 |
13.3% |
0.132 |
4.9% |
43% |
False |
False |
39,311 |
| 20 |
2.881 |
2.332 |
0.549 |
20.5% |
0.121 |
4.5% |
63% |
False |
False |
37,739 |
| 40 |
2.881 |
2.175 |
0.706 |
26.4% |
0.097 |
3.6% |
71% |
False |
False |
31,300 |
| 60 |
2.881 |
2.175 |
0.706 |
26.4% |
0.090 |
3.3% |
71% |
False |
False |
24,712 |
| 80 |
3.137 |
2.175 |
0.962 |
35.9% |
0.097 |
3.6% |
52% |
False |
False |
21,838 |
| 100 |
3.390 |
2.175 |
1.215 |
45.4% |
0.103 |
3.9% |
41% |
False |
False |
19,086 |
| 120 |
3.794 |
2.175 |
1.619 |
60.5% |
0.098 |
3.7% |
31% |
False |
False |
16,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.311 |
|
2.618 |
3.098 |
|
1.618 |
2.968 |
|
1.000 |
2.888 |
|
0.618 |
2.838 |
|
HIGH |
2.758 |
|
0.618 |
2.708 |
|
0.500 |
2.693 |
|
0.382 |
2.678 |
|
LOW |
2.628 |
|
0.618 |
2.548 |
|
1.000 |
2.498 |
|
1.618 |
2.418 |
|
2.618 |
2.288 |
|
4.250 |
2.076 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.693 |
2.739 |
| PP |
2.688 |
2.719 |
| S1 |
2.683 |
2.698 |
|