NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.800 |
2.809 |
0.009 |
0.3% |
2.662 |
| High |
2.841 |
2.912 |
0.071 |
2.5% |
2.912 |
| Low |
2.682 |
2.777 |
0.095 |
3.5% |
2.571 |
| Close |
2.765 |
2.896 |
0.131 |
4.7% |
2.896 |
| Range |
0.159 |
0.135 |
-0.024 |
-15.1% |
0.341 |
| ATR |
0.102 |
0.105 |
0.003 |
3.1% |
0.000 |
| Volume |
27,623 |
27,297 |
-326 |
-1.2% |
154,383 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.267 |
3.216 |
2.970 |
|
| R3 |
3.132 |
3.081 |
2.933 |
|
| R2 |
2.997 |
2.997 |
2.921 |
|
| R1 |
2.946 |
2.946 |
2.908 |
2.972 |
| PP |
2.862 |
2.862 |
2.862 |
2.874 |
| S1 |
2.811 |
2.811 |
2.884 |
2.837 |
| S2 |
2.727 |
2.727 |
2.871 |
|
| S3 |
2.592 |
2.676 |
2.859 |
|
| S4 |
2.457 |
2.541 |
2.822 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.816 |
3.697 |
3.084 |
|
| R3 |
3.475 |
3.356 |
2.990 |
|
| R2 |
3.134 |
3.134 |
2.959 |
|
| R1 |
3.015 |
3.015 |
2.927 |
3.075 |
| PP |
2.793 |
2.793 |
2.793 |
2.823 |
| S1 |
2.674 |
2.674 |
2.865 |
2.734 |
| S2 |
2.452 |
2.452 |
2.833 |
|
| S3 |
2.111 |
2.333 |
2.802 |
|
| S4 |
1.770 |
1.992 |
2.708 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.912 |
2.571 |
0.341 |
11.8% |
0.130 |
4.5% |
95% |
True |
False |
30,876 |
| 10 |
2.912 |
2.486 |
0.426 |
14.7% |
0.115 |
4.0% |
96% |
True |
False |
33,893 |
| 20 |
2.912 |
2.233 |
0.679 |
23.4% |
0.110 |
3.8% |
98% |
True |
False |
29,993 |
| 40 |
2.912 |
2.222 |
0.690 |
23.8% |
0.086 |
3.0% |
98% |
True |
False |
22,981 |
| 60 |
3.106 |
2.222 |
0.884 |
30.5% |
0.084 |
2.9% |
76% |
False |
False |
18,975 |
| 80 |
3.170 |
2.222 |
0.948 |
32.7% |
0.095 |
3.3% |
71% |
False |
False |
17,021 |
| 100 |
3.495 |
2.222 |
1.273 |
44.0% |
0.099 |
3.4% |
53% |
False |
False |
14,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.486 |
|
2.618 |
3.265 |
|
1.618 |
3.130 |
|
1.000 |
3.047 |
|
0.618 |
2.995 |
|
HIGH |
2.912 |
|
0.618 |
2.860 |
|
0.500 |
2.845 |
|
0.382 |
2.829 |
|
LOW |
2.777 |
|
0.618 |
2.694 |
|
1.000 |
2.642 |
|
1.618 |
2.559 |
|
2.618 |
2.424 |
|
4.250 |
2.203 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.879 |
2.858 |
| PP |
2.862 |
2.820 |
| S1 |
2.845 |
2.782 |
|