NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.631 |
2.702 |
0.071 |
2.7% |
2.515 |
| High |
2.733 |
2.775 |
0.042 |
1.5% |
2.675 |
| Low |
2.582 |
2.691 |
0.109 |
4.2% |
2.473 |
| Close |
2.678 |
2.745 |
0.067 |
2.5% |
2.578 |
| Range |
0.151 |
0.084 |
-0.067 |
-44.4% |
0.202 |
| ATR |
0.091 |
0.091 |
0.000 |
0.5% |
0.000 |
| Volume |
25,270 |
41,780 |
16,510 |
65.3% |
144,344 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.989 |
2.951 |
2.791 |
|
| R3 |
2.905 |
2.867 |
2.768 |
|
| R2 |
2.821 |
2.821 |
2.760 |
|
| R1 |
2.783 |
2.783 |
2.753 |
2.802 |
| PP |
2.737 |
2.737 |
2.737 |
2.747 |
| S1 |
2.699 |
2.699 |
2.737 |
2.718 |
| S2 |
2.653 |
2.653 |
2.730 |
|
| S3 |
2.569 |
2.615 |
2.722 |
|
| S4 |
2.485 |
2.531 |
2.699 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.181 |
3.082 |
2.689 |
|
| R3 |
2.979 |
2.880 |
2.634 |
|
| R2 |
2.777 |
2.777 |
2.615 |
|
| R1 |
2.678 |
2.678 |
2.597 |
2.728 |
| PP |
2.575 |
2.575 |
2.575 |
2.600 |
| S1 |
2.476 |
2.476 |
2.559 |
2.526 |
| S2 |
2.373 |
2.373 |
2.541 |
|
| S3 |
2.171 |
2.274 |
2.522 |
|
| S4 |
1.969 |
2.072 |
2.467 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.775 |
2.565 |
0.210 |
7.7% |
0.102 |
3.7% |
86% |
True |
False |
30,117 |
| 10 |
2.775 |
2.450 |
0.325 |
11.8% |
0.107 |
3.9% |
91% |
True |
False |
31,247 |
| 20 |
2.775 |
2.300 |
0.475 |
17.3% |
0.083 |
3.0% |
94% |
True |
False |
28,843 |
| 40 |
2.852 |
2.300 |
0.552 |
20.1% |
0.079 |
2.9% |
81% |
False |
False |
24,643 |
| 60 |
3.198 |
2.300 |
0.898 |
32.7% |
0.085 |
3.1% |
50% |
False |
False |
24,101 |
| 80 |
3.210 |
2.300 |
0.910 |
33.2% |
0.101 |
3.7% |
49% |
False |
False |
24,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.132 |
|
2.618 |
2.995 |
|
1.618 |
2.911 |
|
1.000 |
2.859 |
|
0.618 |
2.827 |
|
HIGH |
2.775 |
|
0.618 |
2.743 |
|
0.500 |
2.733 |
|
0.382 |
2.723 |
|
LOW |
2.691 |
|
0.618 |
2.639 |
|
1.000 |
2.607 |
|
1.618 |
2.555 |
|
2.618 |
2.471 |
|
4.250 |
2.334 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.741 |
2.722 |
| PP |
2.737 |
2.699 |
| S1 |
2.733 |
2.676 |
|