NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.702 |
2.598 |
-0.104 |
-3.8% |
2.885 |
| High |
2.704 |
2.601 |
-0.103 |
-3.8% |
2.889 |
| Low |
2.565 |
2.489 |
-0.076 |
-3.0% |
2.663 |
| Close |
2.584 |
2.512 |
-0.072 |
-2.8% |
2.718 |
| Range |
0.139 |
0.112 |
-0.027 |
-19.4% |
0.226 |
| ATR |
0.115 |
0.115 |
0.000 |
-0.2% |
0.000 |
| Volume |
28,491 |
32,543 |
4,052 |
14.2% |
170,732 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.870 |
2.803 |
2.574 |
|
| R3 |
2.758 |
2.691 |
2.543 |
|
| R2 |
2.646 |
2.646 |
2.533 |
|
| R1 |
2.579 |
2.579 |
2.522 |
2.557 |
| PP |
2.534 |
2.534 |
2.534 |
2.523 |
| S1 |
2.467 |
2.467 |
2.502 |
2.445 |
| S2 |
2.422 |
2.422 |
2.491 |
|
| S3 |
2.310 |
2.355 |
2.481 |
|
| S4 |
2.198 |
2.243 |
2.450 |
|
|
| 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 |
2.489 |
0.386 |
15.4% |
0.119 |
4.7% |
6% |
False |
True |
32,749 |
| 10 |
2.912 |
2.489 |
0.423 |
16.8% |
0.132 |
5.3% |
5% |
False |
True |
30,689 |
| 20 |
2.912 |
2.458 |
0.454 |
18.1% |
0.118 |
4.7% |
12% |
False |
False |
33,834 |
| 40 |
2.912 |
2.222 |
0.690 |
27.5% |
0.095 |
3.8% |
42% |
False |
False |
26,608 |
| 60 |
2.912 |
2.222 |
0.690 |
27.5% |
0.088 |
3.5% |
42% |
False |
False |
21,704 |
| 80 |
3.143 |
2.222 |
0.921 |
36.7% |
0.092 |
3.7% |
31% |
False |
False |
19,086 |
| 100 |
3.356 |
2.222 |
1.134 |
45.1% |
0.101 |
4.0% |
26% |
False |
False |
17,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.077 |
|
2.618 |
2.894 |
|
1.618 |
2.782 |
|
1.000 |
2.713 |
|
0.618 |
2.670 |
|
HIGH |
2.601 |
|
0.618 |
2.558 |
|
0.500 |
2.545 |
|
0.382 |
2.532 |
|
LOW |
2.489 |
|
0.618 |
2.420 |
|
1.000 |
2.377 |
|
1.618 |
2.308 |
|
2.618 |
2.196 |
|
4.250 |
2.013 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.545 |
2.640 |
| PP |
2.534 |
2.597 |
| S1 |
2.523 |
2.555 |
|