NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.980 |
3.015 |
0.035 |
1.2% |
2.759 |
| High |
3.034 |
3.054 |
0.020 |
0.7% |
2.930 |
| Low |
2.965 |
2.979 |
0.014 |
0.5% |
2.740 |
| Close |
3.017 |
3.033 |
0.016 |
0.5% |
2.840 |
| Range |
0.069 |
0.075 |
0.006 |
8.7% |
0.190 |
| ATR |
0.080 |
0.080 |
0.000 |
-0.5% |
0.000 |
| Volume |
19,221 |
26,254 |
7,033 |
36.6% |
60,695 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.247 |
3.215 |
3.074 |
|
| R3 |
3.172 |
3.140 |
3.054 |
|
| R2 |
3.097 |
3.097 |
3.047 |
|
| R1 |
3.065 |
3.065 |
3.040 |
3.081 |
| PP |
3.022 |
3.022 |
3.022 |
3.030 |
| S1 |
2.990 |
2.990 |
3.026 |
3.006 |
| S2 |
2.947 |
2.947 |
3.019 |
|
| S3 |
2.872 |
2.915 |
3.012 |
|
| S4 |
2.797 |
2.840 |
2.992 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.407 |
3.313 |
2.945 |
|
| R3 |
3.217 |
3.123 |
2.892 |
|
| R2 |
3.027 |
3.027 |
2.875 |
|
| R1 |
2.933 |
2.933 |
2.857 |
2.980 |
| PP |
2.837 |
2.837 |
2.837 |
2.860 |
| S1 |
2.743 |
2.743 |
2.823 |
2.790 |
| S2 |
2.647 |
2.647 |
2.805 |
|
| S3 |
2.457 |
2.553 |
2.788 |
|
| S4 |
2.267 |
2.363 |
2.736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.054 |
2.830 |
0.224 |
7.4% |
0.090 |
3.0% |
91% |
True |
False |
15,792 |
| 10 |
3.054 |
2.717 |
0.337 |
11.1% |
0.085 |
2.8% |
94% |
True |
False |
14,548 |
| 20 |
3.054 |
2.566 |
0.488 |
16.1% |
0.071 |
2.3% |
96% |
True |
False |
12,165 |
| 40 |
3.065 |
2.566 |
0.499 |
16.5% |
0.066 |
2.2% |
94% |
False |
False |
9,425 |
| 60 |
3.364 |
2.566 |
0.798 |
26.3% |
0.074 |
2.4% |
59% |
False |
False |
8,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.373 |
|
2.618 |
3.250 |
|
1.618 |
3.175 |
|
1.000 |
3.129 |
|
0.618 |
3.100 |
|
HIGH |
3.054 |
|
0.618 |
3.025 |
|
0.500 |
3.017 |
|
0.382 |
3.008 |
|
LOW |
2.979 |
|
0.618 |
2.933 |
|
1.000 |
2.904 |
|
1.618 |
2.858 |
|
2.618 |
2.783 |
|
4.250 |
2.660 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.028 |
3.007 |
| PP |
3.022 |
2.981 |
| S1 |
3.017 |
2.955 |
|