NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.667 |
2.526 |
-0.141 |
-5.3% |
2.862 |
| High |
2.668 |
2.562 |
-0.106 |
-4.0% |
2.866 |
| Low |
2.522 |
2.446 |
-0.076 |
-3.0% |
2.628 |
| Close |
2.540 |
2.471 |
-0.069 |
-2.7% |
2.678 |
| Range |
0.146 |
0.116 |
-0.030 |
-20.5% |
0.238 |
| ATR |
0.118 |
0.118 |
0.000 |
-0.1% |
0.000 |
| Volume |
31,736 |
38,854 |
7,118 |
22.4% |
184,349 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.841 |
2.772 |
2.535 |
|
| R3 |
2.725 |
2.656 |
2.503 |
|
| R2 |
2.609 |
2.609 |
2.492 |
|
| R1 |
2.540 |
2.540 |
2.482 |
2.517 |
| PP |
2.493 |
2.493 |
2.493 |
2.481 |
| S1 |
2.424 |
2.424 |
2.460 |
2.401 |
| S2 |
2.377 |
2.377 |
2.450 |
|
| S3 |
2.261 |
2.308 |
2.439 |
|
| S4 |
2.145 |
2.192 |
2.407 |
|
|
| 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 |
2.446 |
0.404 |
16.3% |
0.125 |
5.0% |
6% |
False |
True |
34,726 |
| 10 |
2.881 |
2.446 |
0.435 |
17.6% |
0.136 |
5.5% |
6% |
False |
True |
36,299 |
| 20 |
2.881 |
2.409 |
0.472 |
19.1% |
0.123 |
5.0% |
13% |
False |
False |
38,733 |
| 40 |
2.881 |
2.175 |
0.706 |
28.6% |
0.100 |
4.0% |
42% |
False |
False |
32,127 |
| 60 |
2.881 |
2.175 |
0.706 |
28.6% |
0.092 |
3.7% |
42% |
False |
False |
25,567 |
| 80 |
3.137 |
2.175 |
0.962 |
38.9% |
0.096 |
3.9% |
31% |
False |
False |
22,248 |
| 100 |
3.343 |
2.175 |
1.168 |
47.3% |
0.104 |
4.2% |
25% |
False |
False |
19,727 |
| 120 |
3.755 |
2.175 |
1.580 |
63.9% |
0.099 |
4.0% |
19% |
False |
False |
16,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.055 |
|
2.618 |
2.866 |
|
1.618 |
2.750 |
|
1.000 |
2.678 |
|
0.618 |
2.634 |
|
HIGH |
2.562 |
|
0.618 |
2.518 |
|
0.500 |
2.504 |
|
0.382 |
2.490 |
|
LOW |
2.446 |
|
0.618 |
2.374 |
|
1.000 |
2.330 |
|
1.618 |
2.258 |
|
2.618 |
2.142 |
|
4.250 |
1.953 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.504 |
2.602 |
| PP |
2.493 |
2.558 |
| S1 |
2.482 |
2.515 |
|