NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.751 |
2.747 |
-0.004 |
-0.1% |
2.578 |
| High |
2.793 |
2.767 |
-0.026 |
-0.9% |
2.793 |
| Low |
2.711 |
2.664 |
-0.047 |
-1.7% |
2.577 |
| Close |
2.751 |
2.675 |
-0.076 |
-2.8% |
2.751 |
| Range |
0.082 |
0.103 |
0.021 |
25.6% |
0.216 |
| ATR |
0.090 |
0.091 |
0.001 |
1.0% |
0.000 |
| Volume |
42,606 |
43,982 |
1,376 |
3.2% |
182,683 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.011 |
2.946 |
2.732 |
|
| R3 |
2.908 |
2.843 |
2.703 |
|
| R2 |
2.805 |
2.805 |
2.694 |
|
| R1 |
2.740 |
2.740 |
2.684 |
2.721 |
| PP |
2.702 |
2.702 |
2.702 |
2.693 |
| S1 |
2.637 |
2.637 |
2.666 |
2.618 |
| S2 |
2.599 |
2.599 |
2.656 |
|
| S3 |
2.496 |
2.534 |
2.647 |
|
| S4 |
2.393 |
2.431 |
2.618 |
|
|
| 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 |
2.582 |
0.211 |
7.9% |
0.101 |
3.8% |
44% |
False |
False |
40,786 |
| 10 |
2.793 |
2.550 |
0.243 |
9.1% |
0.097 |
3.6% |
51% |
False |
False |
35,030 |
| 20 |
2.793 |
2.300 |
0.493 |
18.4% |
0.088 |
3.3% |
76% |
False |
False |
31,492 |
| 40 |
2.852 |
2.300 |
0.552 |
20.6% |
0.080 |
3.0% |
68% |
False |
False |
26,152 |
| 60 |
3.198 |
2.300 |
0.898 |
33.6% |
0.085 |
3.2% |
42% |
False |
False |
24,951 |
| 80 |
3.210 |
2.300 |
0.910 |
34.0% |
0.099 |
3.7% |
41% |
False |
False |
25,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.205 |
|
2.618 |
3.037 |
|
1.618 |
2.934 |
|
1.000 |
2.870 |
|
0.618 |
2.831 |
|
HIGH |
2.767 |
|
0.618 |
2.728 |
|
0.500 |
2.716 |
|
0.382 |
2.703 |
|
LOW |
2.664 |
|
0.618 |
2.600 |
|
1.000 |
2.561 |
|
1.618 |
2.497 |
|
2.618 |
2.394 |
|
4.250 |
2.226 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.716 |
2.729 |
| PP |
2.702 |
2.711 |
| S1 |
2.689 |
2.693 |
|