NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.728 |
2.751 |
0.023 |
0.8% |
2.578 |
| High |
2.782 |
2.793 |
0.011 |
0.4% |
2.793 |
| Low |
2.699 |
2.711 |
0.012 |
0.4% |
2.577 |
| Close |
2.757 |
2.751 |
-0.006 |
-0.2% |
2.751 |
| Range |
0.083 |
0.082 |
-0.001 |
-1.2% |
0.216 |
| ATR |
0.091 |
0.090 |
-0.001 |
-0.7% |
0.000 |
| Volume |
50,294 |
42,606 |
-7,688 |
-15.3% |
182,683 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.998 |
2.956 |
2.796 |
|
| R3 |
2.916 |
2.874 |
2.774 |
|
| R2 |
2.834 |
2.834 |
2.766 |
|
| R1 |
2.792 |
2.792 |
2.759 |
2.792 |
| PP |
2.752 |
2.752 |
2.752 |
2.752 |
| S1 |
2.710 |
2.710 |
2.743 |
2.710 |
| S2 |
2.670 |
2.670 |
2.736 |
|
| S3 |
2.588 |
2.628 |
2.728 |
|
| S4 |
2.506 |
2.546 |
2.706 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.355 |
3.269 |
2.870 |
|
| R3 |
3.139 |
3.053 |
2.810 |
|
| R2 |
2.923 |
2.923 |
2.791 |
|
| R1 |
2.837 |
2.837 |
2.771 |
2.880 |
| PP |
2.707 |
2.707 |
2.707 |
2.729 |
| S1 |
2.621 |
2.621 |
2.731 |
2.664 |
| S2 |
2.491 |
2.491 |
2.711 |
|
| S3 |
2.275 |
2.405 |
2.692 |
|
| S4 |
2.059 |
2.189 |
2.632 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.793 |
2.577 |
0.216 |
7.9% |
0.095 |
3.5% |
81% |
True |
False |
36,536 |
| 10 |
2.793 |
2.473 |
0.320 |
11.6% |
0.102 |
3.7% |
87% |
True |
False |
32,702 |
| 20 |
2.793 |
2.300 |
0.493 |
17.9% |
0.085 |
3.1% |
91% |
True |
False |
30,587 |
| 40 |
2.852 |
2.300 |
0.552 |
20.1% |
0.078 |
2.9% |
82% |
False |
False |
25,713 |
| 60 |
3.198 |
2.300 |
0.898 |
32.6% |
0.084 |
3.1% |
50% |
False |
False |
24,606 |
| 80 |
3.210 |
2.300 |
0.910 |
33.1% |
0.100 |
3.6% |
50% |
False |
False |
25,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.142 |
|
2.618 |
3.008 |
|
1.618 |
2.926 |
|
1.000 |
2.875 |
|
0.618 |
2.844 |
|
HIGH |
2.793 |
|
0.618 |
2.762 |
|
0.500 |
2.752 |
|
0.382 |
2.742 |
|
LOW |
2.711 |
|
0.618 |
2.660 |
|
1.000 |
2.629 |
|
1.618 |
2.578 |
|
2.618 |
2.496 |
|
4.250 |
2.363 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.752 |
2.748 |
| PP |
2.752 |
2.745 |
| S1 |
2.751 |
2.742 |
|