NYMEX Natural Gas Future September 2012
Trading Metrics calculated at close of trading on 24-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
Open |
2.833 |
2.856 |
0.023 |
0.8% |
2.662 |
High |
2.875 |
2.873 |
-0.002 |
-0.1% |
2.912 |
Low |
2.762 |
2.769 |
0.007 |
0.3% |
2.571 |
Close |
2.869 |
2.790 |
-0.079 |
-2.8% |
2.896 |
Range |
0.113 |
0.104 |
-0.009 |
-8.0% |
0.341 |
ATR |
0.111 |
0.111 |
-0.001 |
-0.5% |
0.000 |
Volume |
34,906 |
29,598 |
-5,308 |
-15.2% |
154,383 |
|
Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.123 |
3.060 |
2.847 |
|
R3 |
3.019 |
2.956 |
2.819 |
|
R2 |
2.915 |
2.915 |
2.809 |
|
R1 |
2.852 |
2.852 |
2.800 |
2.832 |
PP |
2.811 |
2.811 |
2.811 |
2.800 |
S1 |
2.748 |
2.748 |
2.780 |
2.728 |
S2 |
2.707 |
2.707 |
2.771 |
|
S3 |
2.603 |
2.644 |
2.761 |
|
S4 |
2.499 |
2.540 |
2.733 |
|
|
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 |
2.730 |
0.182 |
6.5% |
0.127 |
4.6% |
33% |
False |
False |
31,964 |
10 |
2.912 |
2.571 |
0.341 |
12.2% |
0.123 |
4.4% |
64% |
False |
False |
32,686 |
20 |
2.912 |
2.352 |
0.560 |
20.1% |
0.114 |
4.1% |
78% |
False |
False |
32,517 |
40 |
2.912 |
2.222 |
0.690 |
24.7% |
0.093 |
3.3% |
82% |
False |
False |
25,367 |
60 |
2.912 |
2.222 |
0.690 |
24.7% |
0.085 |
3.0% |
82% |
False |
False |
20,555 |
80 |
3.143 |
2.222 |
0.921 |
33.0% |
0.092 |
3.3% |
62% |
False |
False |
18,333 |
100 |
3.401 |
2.222 |
1.179 |
42.3% |
0.101 |
3.6% |
48% |
False |
False |
16,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.315 |
2.618 |
3.145 |
1.618 |
3.041 |
1.000 |
2.977 |
0.618 |
2.937 |
HIGH |
2.873 |
0.618 |
2.833 |
0.500 |
2.821 |
0.382 |
2.809 |
LOW |
2.769 |
0.618 |
2.705 |
1.000 |
2.665 |
1.618 |
2.601 |
2.618 |
2.497 |
4.250 |
2.327 |
|
|
Fisher Pivots for day following 24-May-2012 |
Pivot |
1 day |
3 day |
R1 |
2.821 |
2.803 |
PP |
2.811 |
2.798 |
S1 |
2.800 |
2.794 |
|