NYMEX Natural Gas Future November 2012
Trading Metrics calculated at close of trading on 11-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
Open |
3.015 |
3.041 |
0.026 |
0.9% |
2.862 |
High |
3.054 |
3.069 |
0.015 |
0.5% |
3.069 |
Low |
2.979 |
2.986 |
0.007 |
0.2% |
2.851 |
Close |
3.033 |
3.017 |
-0.016 |
-0.5% |
3.017 |
Range |
0.075 |
0.083 |
0.008 |
10.7% |
0.218 |
ATR |
0.080 |
0.080 |
0.000 |
0.3% |
0.000 |
Volume |
26,254 |
26,098 |
-156 |
-0.6% |
91,628 |
|
Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.273 |
3.228 |
3.063 |
|
R3 |
3.190 |
3.145 |
3.040 |
|
R2 |
3.107 |
3.107 |
3.032 |
|
R1 |
3.062 |
3.062 |
3.025 |
3.043 |
PP |
3.024 |
3.024 |
3.024 |
3.015 |
S1 |
2.979 |
2.979 |
3.009 |
2.960 |
S2 |
2.941 |
2.941 |
3.002 |
|
S3 |
2.858 |
2.896 |
2.994 |
|
S4 |
2.775 |
2.813 |
2.971 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.633 |
3.543 |
3.137 |
|
R3 |
3.415 |
3.325 |
3.077 |
|
R2 |
3.197 |
3.197 |
3.057 |
|
R1 |
3.107 |
3.107 |
3.037 |
3.152 |
PP |
2.979 |
2.979 |
2.979 |
3.002 |
S1 |
2.889 |
2.889 |
2.997 |
2.934 |
S2 |
2.761 |
2.761 |
2.977 |
|
S3 |
2.543 |
2.671 |
2.957 |
|
S4 |
2.325 |
2.453 |
2.897 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.069 |
2.851 |
0.218 |
7.2% |
0.087 |
2.9% |
76% |
True |
False |
18,325 |
10 |
3.069 |
2.740 |
0.329 |
10.9% |
0.087 |
2.9% |
84% |
True |
False |
15,232 |
20 |
3.069 |
2.566 |
0.503 |
16.7% |
0.073 |
2.4% |
90% |
True |
False |
12,840 |
40 |
3.069 |
2.566 |
0.503 |
16.7% |
0.067 |
2.2% |
90% |
True |
False |
9,946 |
60 |
3.364 |
2.566 |
0.798 |
26.5% |
0.073 |
2.4% |
57% |
False |
False |
8,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.422 |
2.618 |
3.286 |
1.618 |
3.203 |
1.000 |
3.152 |
0.618 |
3.120 |
HIGH |
3.069 |
0.618 |
3.037 |
0.500 |
3.028 |
0.382 |
3.018 |
LOW |
2.986 |
0.618 |
2.935 |
1.000 |
2.903 |
1.618 |
2.852 |
2.618 |
2.769 |
4.250 |
2.633 |
|
|
Fisher Pivots for day following 11-May-2012 |
Pivot |
1 day |
3 day |
R1 |
3.028 |
3.017 |
PP |
3.024 |
3.017 |
S1 |
3.021 |
3.017 |
|