NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.952 |
2.865 |
-0.087 |
-2.9% |
2.747 |
| High |
2.955 |
2.931 |
-0.024 |
-0.8% |
2.976 |
| Low |
2.814 |
2.799 |
-0.015 |
-0.5% |
2.631 |
| Close |
2.831 |
2.913 |
0.082 |
2.9% |
2.962 |
| Range |
0.141 |
0.132 |
-0.009 |
-6.4% |
0.345 |
| ATR |
0.107 |
0.108 |
0.002 |
1.7% |
0.000 |
| Volume |
71,022 |
35,037 |
-35,985 |
-50.7% |
162,888 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.277 |
3.227 |
2.986 |
|
| R3 |
3.145 |
3.095 |
2.949 |
|
| R2 |
3.013 |
3.013 |
2.937 |
|
| R1 |
2.963 |
2.963 |
2.925 |
2.988 |
| PP |
2.881 |
2.881 |
2.881 |
2.894 |
| S1 |
2.831 |
2.831 |
2.901 |
2.856 |
| S2 |
2.749 |
2.749 |
2.889 |
|
| S3 |
2.617 |
2.699 |
2.877 |
|
| S4 |
2.485 |
2.567 |
2.840 |
|
|
| 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 |
2.728 |
0.248 |
8.5% |
0.141 |
4.8% |
75% |
False |
False |
40,696 |
| 10 |
2.976 |
2.631 |
0.345 |
11.8% |
0.118 |
4.0% |
82% |
False |
False |
40,362 |
| 20 |
2.976 |
2.366 |
0.610 |
20.9% |
0.115 |
3.9% |
90% |
False |
False |
35,022 |
| 40 |
2.976 |
2.300 |
0.676 |
23.2% |
0.089 |
3.0% |
91% |
False |
False |
29,404 |
| 60 |
2.985 |
2.300 |
0.685 |
23.5% |
0.086 |
2.9% |
89% |
False |
False |
26,346 |
| 80 |
3.210 |
2.300 |
0.910 |
31.2% |
0.096 |
3.3% |
67% |
False |
False |
26,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.492 |
|
2.618 |
3.277 |
|
1.618 |
3.145 |
|
1.000 |
3.063 |
|
0.618 |
3.013 |
|
HIGH |
2.931 |
|
0.618 |
2.881 |
|
0.500 |
2.865 |
|
0.382 |
2.849 |
|
LOW |
2.799 |
|
0.618 |
2.717 |
|
1.000 |
2.667 |
|
1.618 |
2.585 |
|
2.618 |
2.453 |
|
4.250 |
2.238 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.897 |
2.905 |
| PP |
2.881 |
2.896 |
| S1 |
2.865 |
2.888 |
|