NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.852 |
2.720 |
-0.132 |
-4.6% |
2.952 |
| High |
2.860 |
2.761 |
-0.099 |
-3.5% |
2.955 |
| Low |
2.733 |
2.638 |
-0.095 |
-3.5% |
2.733 |
| Close |
2.789 |
2.657 |
-0.132 |
-4.7% |
2.789 |
| Range |
0.127 |
0.123 |
-0.004 |
-3.1% |
0.222 |
| ATR |
0.109 |
0.112 |
0.003 |
2.7% |
0.000 |
| Volume |
39,964 |
26,333 |
-13,631 |
-34.1% |
220,283 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.054 |
2.979 |
2.725 |
|
| R3 |
2.931 |
2.856 |
2.691 |
|
| R2 |
2.808 |
2.808 |
2.680 |
|
| R1 |
2.733 |
2.733 |
2.668 |
2.709 |
| PP |
2.685 |
2.685 |
2.685 |
2.674 |
| S1 |
2.610 |
2.610 |
2.646 |
2.586 |
| S2 |
2.562 |
2.562 |
2.634 |
|
| S3 |
2.439 |
2.487 |
2.623 |
|
| S4 |
2.316 |
2.364 |
2.589 |
|
|
| 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 |
2.940 |
2.638 |
0.302 |
11.4% |
0.119 |
4.5% |
6% |
False |
True |
35,118 |
| 10 |
2.976 |
2.631 |
0.345 |
13.0% |
0.129 |
4.8% |
8% |
False |
False |
36,552 |
| 20 |
2.976 |
2.550 |
0.426 |
16.0% |
0.113 |
4.2% |
25% |
False |
False |
35,791 |
| 40 |
2.976 |
2.300 |
0.676 |
25.4% |
0.093 |
3.5% |
53% |
False |
False |
30,902 |
| 60 |
2.976 |
2.300 |
0.676 |
25.4% |
0.087 |
3.3% |
53% |
False |
False |
27,283 |
| 80 |
3.198 |
2.300 |
0.898 |
33.8% |
0.093 |
3.5% |
40% |
False |
False |
26,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.284 |
|
2.618 |
3.083 |
|
1.618 |
2.960 |
|
1.000 |
2.884 |
|
0.618 |
2.837 |
|
HIGH |
2.761 |
|
0.618 |
2.714 |
|
0.500 |
2.700 |
|
0.382 |
2.685 |
|
LOW |
2.638 |
|
0.618 |
2.562 |
|
1.000 |
2.515 |
|
1.618 |
2.439 |
|
2.618 |
2.316 |
|
4.250 |
2.115 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.700 |
2.789 |
| PP |
2.685 |
2.745 |
| S1 |
2.671 |
2.701 |
|