NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.852 |
2.952 |
0.100 |
3.5% |
2.747 |
| High |
2.976 |
2.955 |
-0.021 |
-0.7% |
2.976 |
| Low |
2.843 |
2.814 |
-0.029 |
-1.0% |
2.631 |
| Close |
2.962 |
2.831 |
-0.131 |
-4.4% |
2.962 |
| Range |
0.133 |
0.141 |
0.008 |
6.0% |
0.345 |
| ATR |
0.103 |
0.107 |
0.003 |
3.1% |
0.000 |
| Volume |
35,253 |
71,022 |
35,769 |
101.5% |
162,888 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.290 |
3.201 |
2.909 |
|
| R3 |
3.149 |
3.060 |
2.870 |
|
| R2 |
3.008 |
3.008 |
2.857 |
|
| R1 |
2.919 |
2.919 |
2.844 |
2.893 |
| PP |
2.867 |
2.867 |
2.867 |
2.854 |
| S1 |
2.778 |
2.778 |
2.818 |
2.752 |
| S2 |
2.726 |
2.726 |
2.805 |
|
| S3 |
2.585 |
2.637 |
2.792 |
|
| S4 |
2.444 |
2.496 |
2.753 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.891 |
3.772 |
3.152 |
|
| R3 |
3.546 |
3.427 |
3.057 |
|
| R2 |
3.201 |
3.201 |
3.025 |
|
| R1 |
3.082 |
3.082 |
2.994 |
3.142 |
| PP |
2.856 |
2.856 |
2.856 |
2.886 |
| S1 |
2.737 |
2.737 |
2.930 |
2.797 |
| S2 |
2.511 |
2.511 |
2.899 |
|
| S3 |
2.166 |
2.392 |
2.867 |
|
| S4 |
1.821 |
2.047 |
2.772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.976 |
2.631 |
0.345 |
12.2% |
0.139 |
4.9% |
58% |
False |
False |
37,985 |
| 10 |
2.976 |
2.582 |
0.394 |
13.9% |
0.120 |
4.2% |
63% |
False |
False |
39,386 |
| 20 |
2.976 |
2.366 |
0.610 |
21.5% |
0.110 |
3.9% |
76% |
False |
False |
35,628 |
| 40 |
2.976 |
2.300 |
0.676 |
23.9% |
0.087 |
3.1% |
79% |
False |
False |
28,883 |
| 60 |
3.104 |
2.300 |
0.804 |
28.4% |
0.086 |
3.0% |
66% |
False |
False |
26,009 |
| 80 |
3.210 |
2.300 |
0.910 |
32.1% |
0.096 |
3.4% |
58% |
False |
False |
26,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.554 |
|
2.618 |
3.324 |
|
1.618 |
3.183 |
|
1.000 |
3.096 |
|
0.618 |
3.042 |
|
HIGH |
2.955 |
|
0.618 |
2.901 |
|
0.500 |
2.885 |
|
0.382 |
2.868 |
|
LOW |
2.814 |
|
0.618 |
2.727 |
|
1.000 |
2.673 |
|
1.618 |
2.586 |
|
2.618 |
2.445 |
|
4.250 |
2.215 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.885 |
2.868 |
| PP |
2.867 |
2.856 |
| S1 |
2.849 |
2.843 |
|