NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.753 |
2.667 |
-0.086 |
-3.1% |
2.862 |
| High |
2.758 |
2.668 |
-0.090 |
-3.3% |
2.866 |
| Low |
2.628 |
2.522 |
-0.106 |
-4.0% |
2.628 |
| Close |
2.678 |
2.540 |
-0.138 |
-5.2% |
2.678 |
| Range |
0.130 |
0.146 |
0.016 |
12.3% |
0.238 |
| ATR |
0.116 |
0.118 |
0.003 |
2.5% |
0.000 |
| Volume |
36,213 |
31,736 |
-4,477 |
-12.4% |
184,349 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.015 |
2.923 |
2.620 |
|
| R3 |
2.869 |
2.777 |
2.580 |
|
| R2 |
2.723 |
2.723 |
2.567 |
|
| R1 |
2.631 |
2.631 |
2.553 |
2.604 |
| PP |
2.577 |
2.577 |
2.577 |
2.563 |
| S1 |
2.485 |
2.485 |
2.527 |
2.458 |
| S2 |
2.431 |
2.431 |
2.513 |
|
| S3 |
2.285 |
2.339 |
2.500 |
|
| S4 |
2.139 |
2.193 |
2.460 |
|
|
| 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 |
2.850 |
2.522 |
0.328 |
12.9% |
0.129 |
5.1% |
5% |
False |
True |
33,814 |
| 10 |
2.881 |
2.522 |
0.359 |
14.1% |
0.136 |
5.4% |
5% |
False |
True |
35,968 |
| 20 |
2.881 |
2.409 |
0.472 |
18.6% |
0.121 |
4.8% |
28% |
False |
False |
38,266 |
| 40 |
2.881 |
2.175 |
0.706 |
27.8% |
0.099 |
3.9% |
52% |
False |
False |
31,700 |
| 60 |
2.881 |
2.175 |
0.706 |
27.8% |
0.091 |
3.6% |
52% |
False |
False |
25,075 |
| 80 |
3.137 |
2.175 |
0.962 |
37.9% |
0.096 |
3.8% |
38% |
False |
False |
21,986 |
| 100 |
3.345 |
2.175 |
1.170 |
46.1% |
0.104 |
4.1% |
31% |
False |
False |
19,377 |
| 120 |
3.755 |
2.175 |
1.580 |
62.2% |
0.098 |
3.9% |
23% |
False |
False |
16,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.289 |
|
2.618 |
3.050 |
|
1.618 |
2.904 |
|
1.000 |
2.814 |
|
0.618 |
2.758 |
|
HIGH |
2.668 |
|
0.618 |
2.612 |
|
0.500 |
2.595 |
|
0.382 |
2.578 |
|
LOW |
2.522 |
|
0.618 |
2.432 |
|
1.000 |
2.376 |
|
1.618 |
2.286 |
|
2.618 |
2.140 |
|
4.250 |
1.902 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.595 |
2.686 |
| PP |
2.577 |
2.637 |
| S1 |
2.558 |
2.589 |
|