NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.809 |
2.885 |
0.076 |
2.7% |
2.662 |
| High |
2.912 |
2.889 |
-0.023 |
-0.8% |
2.912 |
| Low |
2.777 |
2.748 |
-0.029 |
-1.0% |
2.571 |
| Close |
2.896 |
2.766 |
-0.130 |
-4.5% |
2.896 |
| Range |
0.135 |
0.141 |
0.006 |
4.4% |
0.341 |
| ATR |
0.105 |
0.109 |
0.003 |
2.9% |
0.000 |
| Volume |
27,297 |
43,406 |
16,109 |
59.0% |
154,383 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.224 |
3.136 |
2.844 |
|
| R3 |
3.083 |
2.995 |
2.805 |
|
| R2 |
2.942 |
2.942 |
2.792 |
|
| R1 |
2.854 |
2.854 |
2.779 |
2.828 |
| PP |
2.801 |
2.801 |
2.801 |
2.788 |
| S1 |
2.713 |
2.713 |
2.753 |
2.687 |
| S2 |
2.660 |
2.660 |
2.740 |
|
| S3 |
2.519 |
2.572 |
2.727 |
|
| S4 |
2.378 |
2.431 |
2.688 |
|
|
| 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 |
12.3% |
0.138 |
5.0% |
57% |
False |
False |
28,902 |
| 10 |
2.912 |
2.486 |
0.426 |
15.4% |
0.122 |
4.4% |
66% |
False |
False |
35,454 |
| 20 |
2.912 |
2.279 |
0.633 |
22.9% |
0.113 |
4.1% |
77% |
False |
False |
31,519 |
| 40 |
2.912 |
2.222 |
0.690 |
24.9% |
0.088 |
3.2% |
79% |
False |
False |
23,788 |
| 60 |
3.048 |
2.222 |
0.826 |
29.9% |
0.084 |
3.0% |
66% |
False |
False |
19,488 |
| 80 |
3.167 |
2.222 |
0.945 |
34.2% |
0.094 |
3.4% |
58% |
False |
False |
17,462 |
| 100 |
3.453 |
2.222 |
1.231 |
44.5% |
0.100 |
3.6% |
44% |
False |
False |
15,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.488 |
|
2.618 |
3.258 |
|
1.618 |
3.117 |
|
1.000 |
3.030 |
|
0.618 |
2.976 |
|
HIGH |
2.889 |
|
0.618 |
2.835 |
|
0.500 |
2.819 |
|
0.382 |
2.802 |
|
LOW |
2.748 |
|
0.618 |
2.661 |
|
1.000 |
2.607 |
|
1.618 |
2.520 |
|
2.618 |
2.379 |
|
4.250 |
2.149 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.819 |
2.797 |
| PP |
2.801 |
2.787 |
| S1 |
2.784 |
2.776 |
|