NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.525 |
2.621 |
0.096 |
3.8% |
2.420 |
| High |
2.647 |
2.690 |
0.043 |
1.6% |
2.587 |
| Low |
2.486 |
2.599 |
0.113 |
4.5% |
2.379 |
| Close |
2.585 |
2.654 |
0.069 |
2.7% |
2.490 |
| Range |
0.161 |
0.091 |
-0.070 |
-43.5% |
0.208 |
| ATR |
0.093 |
0.094 |
0.001 |
1.0% |
0.000 |
| Volume |
28,440 |
40,631 |
12,191 |
42.9% |
146,402 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.921 |
2.878 |
2.704 |
|
| R3 |
2.830 |
2.787 |
2.679 |
|
| R2 |
2.739 |
2.739 |
2.671 |
|
| R1 |
2.696 |
2.696 |
2.662 |
2.718 |
| PP |
2.648 |
2.648 |
2.648 |
2.658 |
| S1 |
2.605 |
2.605 |
2.646 |
2.627 |
| S2 |
2.557 |
2.557 |
2.637 |
|
| S3 |
2.466 |
2.514 |
2.629 |
|
| S4 |
2.375 |
2.423 |
2.604 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.109 |
3.008 |
2.604 |
|
| R3 |
2.901 |
2.800 |
2.547 |
|
| R2 |
2.693 |
2.693 |
2.528 |
|
| R1 |
2.592 |
2.592 |
2.509 |
2.643 |
| PP |
2.485 |
2.485 |
2.485 |
2.511 |
| S1 |
2.384 |
2.384 |
2.471 |
2.435 |
| S2 |
2.277 |
2.277 |
2.452 |
|
| S3 |
2.069 |
2.176 |
2.433 |
|
| S4 |
1.861 |
1.968 |
2.376 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.690 |
2.475 |
0.215 |
8.1% |
0.107 |
4.0% |
83% |
True |
False |
33,300 |
| 10 |
2.690 |
2.352 |
0.338 |
12.7% |
0.111 |
4.2% |
89% |
True |
False |
29,274 |
| 20 |
2.690 |
2.222 |
0.468 |
17.6% |
0.085 |
3.2% |
92% |
True |
False |
24,480 |
| 40 |
2.785 |
2.222 |
0.563 |
21.2% |
0.079 |
3.0% |
77% |
False |
False |
18,586 |
| 60 |
3.143 |
2.222 |
0.921 |
34.7% |
0.084 |
3.2% |
47% |
False |
False |
16,305 |
| 80 |
3.170 |
2.222 |
0.948 |
35.7% |
0.098 |
3.7% |
46% |
False |
False |
14,868 |
| 100 |
3.523 |
2.222 |
1.301 |
49.0% |
0.095 |
3.6% |
33% |
False |
False |
12,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.077 |
|
2.618 |
2.928 |
|
1.618 |
2.837 |
|
1.000 |
2.781 |
|
0.618 |
2.746 |
|
HIGH |
2.690 |
|
0.618 |
2.655 |
|
0.500 |
2.645 |
|
0.382 |
2.634 |
|
LOW |
2.599 |
|
0.618 |
2.543 |
|
1.000 |
2.508 |
|
1.618 |
2.452 |
|
2.618 |
2.361 |
|
4.250 |
2.212 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.651 |
2.632 |
| PP |
2.648 |
2.610 |
| S1 |
2.645 |
2.588 |
|