NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.657 |
2.662 |
0.005 |
0.2% |
2.496 |
| High |
2.707 |
2.688 |
-0.019 |
-0.7% |
2.707 |
| Low |
2.629 |
2.585 |
-0.044 |
-1.7% |
2.486 |
| Close |
2.672 |
2.597 |
-0.075 |
-2.8% |
2.672 |
| Range |
0.078 |
0.103 |
0.025 |
32.1% |
0.221 |
| ATR |
0.092 |
0.093 |
0.001 |
0.8% |
0.000 |
| Volume |
39,954 |
53,275 |
13,321 |
33.3% |
184,550 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.932 |
2.868 |
2.654 |
|
| R3 |
2.829 |
2.765 |
2.625 |
|
| R2 |
2.726 |
2.726 |
2.616 |
|
| R1 |
2.662 |
2.662 |
2.606 |
2.643 |
| PP |
2.623 |
2.623 |
2.623 |
2.614 |
| S1 |
2.559 |
2.559 |
2.588 |
2.540 |
| S2 |
2.520 |
2.520 |
2.578 |
|
| S3 |
2.417 |
2.456 |
2.569 |
|
| S4 |
2.314 |
2.353 |
2.540 |
|
|
| 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 |
8.5% |
0.106 |
4.1% |
50% |
False |
False |
42,005 |
| 10 |
2.707 |
2.458 |
0.249 |
9.6% |
0.100 |
3.9% |
56% |
False |
False |
36,586 |
| 20 |
2.707 |
2.222 |
0.485 |
18.7% |
0.091 |
3.5% |
77% |
False |
False |
27,897 |
| 40 |
2.785 |
2.222 |
0.563 |
21.7% |
0.080 |
3.1% |
67% |
False |
False |
21,095 |
| 60 |
3.143 |
2.222 |
0.921 |
35.5% |
0.083 |
3.2% |
41% |
False |
False |
18,158 |
| 80 |
3.170 |
2.222 |
0.948 |
36.5% |
0.097 |
3.8% |
40% |
False |
False |
16,284 |
| 100 |
3.523 |
2.222 |
1.301 |
50.1% |
0.096 |
3.7% |
29% |
False |
False |
14,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.126 |
|
2.618 |
2.958 |
|
1.618 |
2.855 |
|
1.000 |
2.791 |
|
0.618 |
2.752 |
|
HIGH |
2.688 |
|
0.618 |
2.649 |
|
0.500 |
2.637 |
|
0.382 |
2.624 |
|
LOW |
2.585 |
|
0.618 |
2.521 |
|
1.000 |
2.482 |
|
1.618 |
2.418 |
|
2.618 |
2.315 |
|
4.250 |
2.147 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.637 |
2.646 |
| PP |
2.623 |
2.630 |
| S1 |
2.610 |
2.613 |
|