NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.652 |
2.607 |
-0.045 |
-1.7% |
2.952 |
| High |
2.675 |
2.677 |
0.002 |
0.1% |
2.955 |
| Low |
2.565 |
2.543 |
-0.022 |
-0.9% |
2.733 |
| Close |
2.585 |
2.612 |
0.027 |
1.0% |
2.789 |
| Range |
0.110 |
0.134 |
0.024 |
21.8% |
0.222 |
| ATR |
0.112 |
0.114 |
0.002 |
1.4% |
0.000 |
| Volume |
28,902 |
28,662 |
-240 |
-0.8% |
220,283 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.013 |
2.946 |
2.686 |
|
| R3 |
2.879 |
2.812 |
2.649 |
|
| R2 |
2.745 |
2.745 |
2.637 |
|
| R1 |
2.678 |
2.678 |
2.624 |
2.712 |
| PP |
2.611 |
2.611 |
2.611 |
2.627 |
| S1 |
2.544 |
2.544 |
2.600 |
2.578 |
| S2 |
2.477 |
2.477 |
2.587 |
|
| S3 |
2.343 |
2.410 |
2.575 |
|
| S4 |
2.209 |
2.276 |
2.538 |
|
|
| 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 |
2.543 |
0.397 |
15.2% |
0.120 |
4.6% |
17% |
False |
True |
32,213 |
| 10 |
2.976 |
2.543 |
0.433 |
16.6% |
0.127 |
4.8% |
16% |
False |
True |
37,865 |
| 20 |
2.976 |
2.543 |
0.433 |
16.6% |
0.116 |
4.4% |
16% |
False |
True |
35,527 |
| 40 |
2.976 |
2.300 |
0.676 |
25.9% |
0.095 |
3.6% |
46% |
False |
False |
31,080 |
| 60 |
2.976 |
2.300 |
0.676 |
25.9% |
0.089 |
3.4% |
46% |
False |
False |
27,654 |
| 80 |
3.198 |
2.300 |
0.898 |
34.4% |
0.093 |
3.6% |
35% |
False |
False |
26,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.247 |
|
2.618 |
3.028 |
|
1.618 |
2.894 |
|
1.000 |
2.811 |
|
0.618 |
2.760 |
|
HIGH |
2.677 |
|
0.618 |
2.626 |
|
0.500 |
2.610 |
|
0.382 |
2.594 |
|
LOW |
2.543 |
|
0.618 |
2.460 |
|
1.000 |
2.409 |
|
1.618 |
2.326 |
|
2.618 |
2.192 |
|
4.250 |
1.974 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.611 |
2.652 |
| PP |
2.611 |
2.639 |
| S1 |
2.610 |
2.625 |
|