NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.638 |
2.657 |
0.019 |
0.7% |
2.496 |
| High |
2.700 |
2.707 |
0.007 |
0.3% |
2.707 |
| Low |
2.605 |
2.629 |
0.024 |
0.9% |
2.486 |
| Close |
2.667 |
2.672 |
0.005 |
0.2% |
2.672 |
| Range |
0.095 |
0.078 |
-0.017 |
-17.9% |
0.221 |
| ATR |
0.094 |
0.092 |
-0.001 |
-1.2% |
0.000 |
| Volume |
47,729 |
39,954 |
-7,775 |
-16.3% |
184,550 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.903 |
2.866 |
2.715 |
|
| R3 |
2.825 |
2.788 |
2.693 |
|
| R2 |
2.747 |
2.747 |
2.686 |
|
| R1 |
2.710 |
2.710 |
2.679 |
2.729 |
| PP |
2.669 |
2.669 |
2.669 |
2.679 |
| S1 |
2.632 |
2.632 |
2.665 |
2.651 |
| S2 |
2.591 |
2.591 |
2.658 |
|
| S3 |
2.513 |
2.554 |
2.651 |
|
| S4 |
2.435 |
2.476 |
2.629 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.285 |
3.199 |
2.794 |
|
| R3 |
3.064 |
2.978 |
2.733 |
|
| R2 |
2.843 |
2.843 |
2.713 |
|
| R1 |
2.757 |
2.757 |
2.692 |
2.800 |
| PP |
2.622 |
2.622 |
2.622 |
2.643 |
| S1 |
2.536 |
2.536 |
2.652 |
2.579 |
| S2 |
2.401 |
2.401 |
2.631 |
|
| S3 |
2.180 |
2.315 |
2.611 |
|
| S4 |
1.959 |
2.094 |
2.550 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.707 |
2.486 |
0.221 |
8.3% |
0.099 |
3.7% |
84% |
True |
False |
36,910 |
| 10 |
2.707 |
2.379 |
0.328 |
12.3% |
0.106 |
4.0% |
89% |
True |
False |
33,095 |
| 20 |
2.707 |
2.222 |
0.485 |
18.2% |
0.088 |
3.3% |
93% |
True |
False |
26,702 |
| 40 |
2.785 |
2.222 |
0.563 |
21.1% |
0.078 |
2.9% |
80% |
False |
False |
20,077 |
| 60 |
3.143 |
2.222 |
0.921 |
34.5% |
0.083 |
3.1% |
49% |
False |
False |
17,429 |
| 80 |
3.170 |
2.222 |
0.948 |
35.5% |
0.097 |
3.6% |
47% |
False |
False |
15,715 |
| 100 |
3.523 |
2.222 |
1.301 |
48.7% |
0.096 |
3.6% |
35% |
False |
False |
13,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.039 |
|
2.618 |
2.911 |
|
1.618 |
2.833 |
|
1.000 |
2.785 |
|
0.618 |
2.755 |
|
HIGH |
2.707 |
|
0.618 |
2.677 |
|
0.500 |
2.668 |
|
0.382 |
2.659 |
|
LOW |
2.629 |
|
0.618 |
2.581 |
|
1.000 |
2.551 |
|
1.618 |
2.503 |
|
2.618 |
2.425 |
|
4.250 |
2.298 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.671 |
2.666 |
| PP |
2.669 |
2.659 |
| S1 |
2.668 |
2.653 |
|