NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.918 |
2.852 |
-0.066 |
-2.3% |
2.952 |
| High |
2.940 |
2.860 |
-0.080 |
-2.7% |
2.955 |
| Low |
2.836 |
2.733 |
-0.103 |
-3.6% |
2.733 |
| Close |
2.856 |
2.789 |
-0.067 |
-2.3% |
2.789 |
| Range |
0.104 |
0.127 |
0.023 |
22.1% |
0.222 |
| ATR |
0.108 |
0.109 |
0.001 |
1.3% |
0.000 |
| Volume |
37,208 |
39,964 |
2,756 |
7.4% |
220,283 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.175 |
3.109 |
2.859 |
|
| R3 |
3.048 |
2.982 |
2.824 |
|
| R2 |
2.921 |
2.921 |
2.812 |
|
| R1 |
2.855 |
2.855 |
2.801 |
2.825 |
| PP |
2.794 |
2.794 |
2.794 |
2.779 |
| S1 |
2.728 |
2.728 |
2.777 |
2.698 |
| S2 |
2.667 |
2.667 |
2.766 |
|
| S3 |
2.540 |
2.601 |
2.754 |
|
| S4 |
2.413 |
2.474 |
2.719 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.492 |
3.362 |
2.911 |
|
| R3 |
3.270 |
3.140 |
2.850 |
|
| R2 |
3.048 |
3.048 |
2.830 |
|
| R1 |
2.918 |
2.918 |
2.809 |
2.872 |
| PP |
2.826 |
2.826 |
2.826 |
2.803 |
| S1 |
2.696 |
2.696 |
2.769 |
2.650 |
| S2 |
2.604 |
2.604 |
2.748 |
|
| S3 |
2.382 |
2.474 |
2.728 |
|
| S4 |
2.160 |
2.252 |
2.667 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.955 |
2.733 |
0.222 |
8.0% |
0.122 |
4.4% |
25% |
False |
True |
44,056 |
| 10 |
2.976 |
2.631 |
0.345 |
12.4% |
0.127 |
4.5% |
46% |
False |
False |
38,317 |
| 20 |
2.976 |
2.473 |
0.503 |
18.0% |
0.114 |
4.1% |
63% |
False |
False |
35,509 |
| 40 |
2.976 |
2.300 |
0.676 |
24.2% |
0.091 |
3.3% |
72% |
False |
False |
30,850 |
| 60 |
2.976 |
2.300 |
0.676 |
24.2% |
0.086 |
3.1% |
72% |
False |
False |
27,226 |
| 80 |
3.198 |
2.300 |
0.898 |
32.2% |
0.095 |
3.4% |
54% |
False |
False |
26,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.400 |
|
2.618 |
3.192 |
|
1.618 |
3.065 |
|
1.000 |
2.987 |
|
0.618 |
2.938 |
|
HIGH |
2.860 |
|
0.618 |
2.811 |
|
0.500 |
2.797 |
|
0.382 |
2.782 |
|
LOW |
2.733 |
|
0.618 |
2.655 |
|
1.000 |
2.606 |
|
1.618 |
2.528 |
|
2.618 |
2.401 |
|
4.250 |
2.193 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.797 |
2.837 |
| PP |
2.794 |
2.821 |
| S1 |
2.792 |
2.805 |
|