NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.865 |
2.895 |
0.030 |
1.0% |
2.747 |
| High |
2.931 |
2.935 |
0.004 |
0.1% |
2.976 |
| Low |
2.799 |
2.828 |
0.029 |
1.0% |
2.631 |
| Close |
2.913 |
2.933 |
0.020 |
0.7% |
2.962 |
| Range |
0.132 |
0.107 |
-0.025 |
-18.9% |
0.345 |
| ATR |
0.108 |
0.108 |
0.000 |
-0.1% |
0.000 |
| Volume |
35,037 |
37,052 |
2,015 |
5.8% |
162,888 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.220 |
3.183 |
2.992 |
|
| R3 |
3.113 |
3.076 |
2.962 |
|
| R2 |
3.006 |
3.006 |
2.953 |
|
| R1 |
2.969 |
2.969 |
2.943 |
2.988 |
| PP |
2.899 |
2.899 |
2.899 |
2.908 |
| S1 |
2.862 |
2.862 |
2.923 |
2.881 |
| S2 |
2.792 |
2.792 |
2.913 |
|
| S3 |
2.685 |
2.755 |
2.904 |
|
| S4 |
2.578 |
2.648 |
2.874 |
|
|
| 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 |
2.760 |
0.216 |
7.4% |
0.133 |
4.5% |
80% |
False |
False |
43,517 |
| 10 |
2.976 |
2.631 |
0.345 |
11.8% |
0.120 |
4.1% |
88% |
False |
False |
39,889 |
| 20 |
2.976 |
2.450 |
0.526 |
17.9% |
0.114 |
3.9% |
92% |
False |
False |
35,568 |
| 40 |
2.976 |
2.300 |
0.676 |
23.0% |
0.090 |
3.1% |
94% |
False |
False |
29,972 |
| 60 |
2.976 |
2.300 |
0.676 |
23.0% |
0.086 |
2.9% |
94% |
False |
False |
26,562 |
| 80 |
3.198 |
2.300 |
0.898 |
30.6% |
0.095 |
3.2% |
70% |
False |
False |
26,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.390 |
|
2.618 |
3.215 |
|
1.618 |
3.108 |
|
1.000 |
3.042 |
|
0.618 |
3.001 |
|
HIGH |
2.935 |
|
0.618 |
2.894 |
|
0.500 |
2.882 |
|
0.382 |
2.869 |
|
LOW |
2.828 |
|
0.618 |
2.762 |
|
1.000 |
2.721 |
|
1.618 |
2.655 |
|
2.618 |
2.548 |
|
4.250 |
2.373 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.916 |
2.914 |
| PP |
2.899 |
2.896 |
| S1 |
2.882 |
2.877 |
|