NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.791 |
2.702 |
-0.089 |
-3.2% |
2.885 |
| High |
2.791 |
2.704 |
-0.087 |
-3.1% |
2.889 |
| Low |
2.663 |
2.565 |
-0.098 |
-3.7% |
2.663 |
| Close |
2.718 |
2.584 |
-0.134 |
-4.9% |
2.718 |
| Range |
0.128 |
0.139 |
0.011 |
8.6% |
0.226 |
| ATR |
0.112 |
0.115 |
0.003 |
2.6% |
0.000 |
| Volume |
38,209 |
28,491 |
-9,718 |
-25.4% |
170,732 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.035 |
2.948 |
2.660 |
|
| R3 |
2.896 |
2.809 |
2.622 |
|
| R2 |
2.757 |
2.757 |
2.609 |
|
| R1 |
2.670 |
2.670 |
2.597 |
2.644 |
| PP |
2.618 |
2.618 |
2.618 |
2.605 |
| S1 |
2.531 |
2.531 |
2.571 |
2.505 |
| S2 |
2.479 |
2.479 |
2.559 |
|
| S3 |
2.340 |
2.392 |
2.546 |
|
| S4 |
2.201 |
2.253 |
2.508 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.435 |
3.302 |
2.842 |
|
| R3 |
3.209 |
3.076 |
2.780 |
|
| R2 |
2.983 |
2.983 |
2.759 |
|
| R1 |
2.850 |
2.850 |
2.739 |
2.804 |
| PP |
2.757 |
2.757 |
2.757 |
2.733 |
| S1 |
2.624 |
2.624 |
2.697 |
2.578 |
| S2 |
2.531 |
2.531 |
2.677 |
|
| S3 |
2.305 |
2.398 |
2.656 |
|
| S4 |
2.079 |
2.172 |
2.594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.875 |
2.565 |
0.310 |
12.0% |
0.125 |
4.8% |
6% |
False |
True |
31,163 |
| 10 |
2.912 |
2.565 |
0.347 |
13.4% |
0.131 |
5.1% |
5% |
False |
True |
30,033 |
| 20 |
2.912 |
2.458 |
0.454 |
17.6% |
0.116 |
4.5% |
28% |
False |
False |
33,309 |
| 40 |
2.912 |
2.222 |
0.690 |
26.7% |
0.095 |
3.7% |
52% |
False |
False |
26,216 |
| 60 |
2.912 |
2.222 |
0.690 |
26.7% |
0.087 |
3.4% |
52% |
False |
False |
21,292 |
| 80 |
3.143 |
2.222 |
0.921 |
35.6% |
0.092 |
3.6% |
39% |
False |
False |
18,876 |
| 100 |
3.401 |
2.222 |
1.179 |
45.6% |
0.101 |
3.9% |
31% |
False |
False |
16,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.295 |
|
2.618 |
3.068 |
|
1.618 |
2.929 |
|
1.000 |
2.843 |
|
0.618 |
2.790 |
|
HIGH |
2.704 |
|
0.618 |
2.651 |
|
0.500 |
2.635 |
|
0.382 |
2.618 |
|
LOW |
2.565 |
|
0.618 |
2.479 |
|
1.000 |
2.426 |
|
1.618 |
2.340 |
|
2.618 |
2.201 |
|
4.250 |
1.974 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.635 |
2.719 |
| PP |
2.618 |
2.674 |
| S1 |
2.601 |
2.629 |
|