NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.665 |
2.745 |
0.080 |
3.0% |
2.578 |
| High |
2.755 |
2.871 |
0.116 |
4.2% |
2.793 |
| Low |
2.631 |
2.728 |
0.097 |
3.7% |
2.577 |
| Close |
2.735 |
2.852 |
0.117 |
4.3% |
2.751 |
| Range |
0.124 |
0.143 |
0.019 |
15.3% |
0.216 |
| ATR |
0.093 |
0.097 |
0.004 |
3.8% |
0.000 |
| Volume |
21,483 |
22,947 |
1,464 |
6.8% |
182,683 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.246 |
3.192 |
2.931 |
|
| R3 |
3.103 |
3.049 |
2.891 |
|
| R2 |
2.960 |
2.960 |
2.878 |
|
| R1 |
2.906 |
2.906 |
2.865 |
2.933 |
| PP |
2.817 |
2.817 |
2.817 |
2.831 |
| S1 |
2.763 |
2.763 |
2.839 |
2.790 |
| S2 |
2.674 |
2.674 |
2.826 |
|
| S3 |
2.531 |
2.620 |
2.813 |
|
| S4 |
2.388 |
2.477 |
2.773 |
|
|
| 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 |
2.871 |
2.631 |
0.240 |
8.4% |
0.107 |
3.8% |
92% |
True |
False |
36,262 |
| 10 |
2.871 |
2.565 |
0.306 |
10.7% |
0.105 |
3.7% |
94% |
True |
False |
33,189 |
| 20 |
2.871 |
2.300 |
0.571 |
20.0% |
0.098 |
3.4% |
97% |
True |
False |
31,721 |
| 40 |
2.871 |
2.300 |
0.571 |
20.0% |
0.082 |
2.9% |
97% |
True |
False |
26,547 |
| 60 |
3.198 |
2.300 |
0.898 |
31.5% |
0.085 |
3.0% |
61% |
False |
False |
24,558 |
| 80 |
3.210 |
2.300 |
0.910 |
31.9% |
0.097 |
3.4% |
61% |
False |
False |
25,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.479 |
|
2.618 |
3.245 |
|
1.618 |
3.102 |
|
1.000 |
3.014 |
|
0.618 |
2.959 |
|
HIGH |
2.871 |
|
0.618 |
2.816 |
|
0.500 |
2.800 |
|
0.382 |
2.783 |
|
LOW |
2.728 |
|
0.618 |
2.640 |
|
1.000 |
2.585 |
|
1.618 |
2.497 |
|
2.618 |
2.354 |
|
4.250 |
2.120 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.835 |
2.818 |
| PP |
2.817 |
2.785 |
| S1 |
2.800 |
2.751 |
|