NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.895 |
2.918 |
0.023 |
0.8% |
2.747 |
| High |
2.935 |
2.940 |
0.005 |
0.2% |
2.976 |
| Low |
2.828 |
2.836 |
0.008 |
0.3% |
2.631 |
| Close |
2.933 |
2.856 |
-0.077 |
-2.6% |
2.962 |
| Range |
0.107 |
0.104 |
-0.003 |
-2.8% |
0.345 |
| ATR |
0.108 |
0.108 |
0.000 |
-0.3% |
0.000 |
| Volume |
37,052 |
37,208 |
156 |
0.4% |
162,888 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.189 |
3.127 |
2.913 |
|
| R3 |
3.085 |
3.023 |
2.885 |
|
| R2 |
2.981 |
2.981 |
2.875 |
|
| R1 |
2.919 |
2.919 |
2.866 |
2.898 |
| PP |
2.877 |
2.877 |
2.877 |
2.867 |
| S1 |
2.815 |
2.815 |
2.846 |
2.794 |
| S2 |
2.773 |
2.773 |
2.837 |
|
| S3 |
2.669 |
2.711 |
2.827 |
|
| S4 |
2.565 |
2.607 |
2.799 |
|
|
| 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 |
2.799 |
0.177 |
6.2% |
0.123 |
4.3% |
32% |
False |
False |
43,114 |
| 10 |
2.976 |
2.631 |
0.345 |
12.1% |
0.122 |
4.3% |
65% |
False |
False |
38,581 |
| 20 |
2.976 |
2.450 |
0.526 |
18.4% |
0.112 |
3.9% |
77% |
False |
False |
35,746 |
| 40 |
2.976 |
2.300 |
0.676 |
23.7% |
0.091 |
3.2% |
82% |
False |
False |
30,304 |
| 60 |
2.976 |
2.300 |
0.676 |
23.7% |
0.086 |
3.0% |
82% |
False |
False |
26,934 |
| 80 |
3.198 |
2.300 |
0.898 |
31.4% |
0.094 |
3.3% |
62% |
False |
False |
26,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.382 |
|
2.618 |
3.212 |
|
1.618 |
3.108 |
|
1.000 |
3.044 |
|
0.618 |
3.004 |
|
HIGH |
2.940 |
|
0.618 |
2.900 |
|
0.500 |
2.888 |
|
0.382 |
2.876 |
|
LOW |
2.836 |
|
0.618 |
2.772 |
|
1.000 |
2.732 |
|
1.618 |
2.668 |
|
2.618 |
2.564 |
|
4.250 |
2.394 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.888 |
2.870 |
| PP |
2.877 |
2.865 |
| S1 |
2.867 |
2.861 |
|