NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.885 |
2.798 |
-0.087 |
-3.0% |
2.662 |
| High |
2.889 |
2.872 |
-0.017 |
-0.6% |
2.912 |
| Low |
2.748 |
2.730 |
-0.018 |
-0.7% |
2.571 |
| Close |
2.766 |
2.849 |
0.083 |
3.0% |
2.896 |
| Range |
0.141 |
0.142 |
0.001 |
0.7% |
0.341 |
| ATR |
0.109 |
0.111 |
0.002 |
2.2% |
0.000 |
| Volume |
43,406 |
24,613 |
-18,793 |
-43.3% |
154,383 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.243 |
3.188 |
2.927 |
|
| R3 |
3.101 |
3.046 |
2.888 |
|
| R2 |
2.959 |
2.959 |
2.875 |
|
| R1 |
2.904 |
2.904 |
2.862 |
2.932 |
| PP |
2.817 |
2.817 |
2.817 |
2.831 |
| S1 |
2.762 |
2.762 |
2.836 |
2.790 |
| S2 |
2.675 |
2.675 |
2.823 |
|
| S3 |
2.533 |
2.620 |
2.810 |
|
| S4 |
2.391 |
2.478 |
2.771 |
|
|
| 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 |
2.652 |
0.260 |
9.1% |
0.145 |
5.1% |
76% |
False |
False |
28,628 |
| 10 |
2.912 |
2.571 |
0.341 |
12.0% |
0.120 |
4.2% |
82% |
False |
False |
35,071 |
| 20 |
2.912 |
2.279 |
0.633 |
22.2% |
0.117 |
4.1% |
90% |
False |
False |
30,966 |
| 40 |
2.912 |
2.222 |
0.690 |
24.2% |
0.090 |
3.1% |
91% |
False |
False |
24,269 |
| 60 |
2.912 |
2.222 |
0.690 |
24.2% |
0.084 |
3.0% |
91% |
False |
False |
19,757 |
| 80 |
3.167 |
2.222 |
0.945 |
33.2% |
0.094 |
3.3% |
66% |
False |
False |
17,670 |
| 100 |
3.410 |
2.222 |
1.188 |
41.7% |
0.100 |
3.5% |
53% |
False |
False |
15,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.476 |
|
2.618 |
3.244 |
|
1.618 |
3.102 |
|
1.000 |
3.014 |
|
0.618 |
2.960 |
|
HIGH |
2.872 |
|
0.618 |
2.818 |
|
0.500 |
2.801 |
|
0.382 |
2.784 |
|
LOW |
2.730 |
|
0.618 |
2.642 |
|
1.000 |
2.588 |
|
1.618 |
2.500 |
|
2.618 |
2.358 |
|
4.250 |
2.127 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.833 |
2.840 |
| PP |
2.817 |
2.830 |
| S1 |
2.801 |
2.821 |
|