NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
3.041 |
3.020 |
-0.021 |
-0.7% |
2.862 |
| High |
3.069 |
3.033 |
-0.036 |
-1.2% |
3.069 |
| Low |
2.986 |
2.931 |
-0.055 |
-1.8% |
2.851 |
| Close |
3.017 |
2.947 |
-0.070 |
-2.3% |
3.017 |
| Range |
0.083 |
0.102 |
0.019 |
22.9% |
0.218 |
| ATR |
0.080 |
0.082 |
0.002 |
2.0% |
0.000 |
| Volume |
26,098 |
27,644 |
1,546 |
5.9% |
91,628 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.276 |
3.214 |
3.003 |
|
| R3 |
3.174 |
3.112 |
2.975 |
|
| R2 |
3.072 |
3.072 |
2.966 |
|
| R1 |
3.010 |
3.010 |
2.956 |
2.990 |
| PP |
2.970 |
2.970 |
2.970 |
2.961 |
| S1 |
2.908 |
2.908 |
2.938 |
2.888 |
| S2 |
2.868 |
2.868 |
2.928 |
|
| S3 |
2.766 |
2.806 |
2.919 |
|
| S4 |
2.664 |
2.704 |
2.891 |
|
|
| 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 |
2.856 |
0.213 |
7.2% |
0.095 |
3.2% |
43% |
False |
False |
22,338 |
| 10 |
3.069 |
2.809 |
0.260 |
8.8% |
0.084 |
2.9% |
53% |
False |
False |
16,807 |
| 20 |
3.069 |
2.566 |
0.503 |
17.1% |
0.077 |
2.6% |
76% |
False |
False |
13,686 |
| 40 |
3.069 |
2.566 |
0.503 |
17.1% |
0.068 |
2.3% |
76% |
False |
False |
10,487 |
| 60 |
3.364 |
2.566 |
0.798 |
27.1% |
0.073 |
2.5% |
48% |
False |
False |
8,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.467 |
|
2.618 |
3.300 |
|
1.618 |
3.198 |
|
1.000 |
3.135 |
|
0.618 |
3.096 |
|
HIGH |
3.033 |
|
0.618 |
2.994 |
|
0.500 |
2.982 |
|
0.382 |
2.970 |
|
LOW |
2.931 |
|
0.618 |
2.868 |
|
1.000 |
2.829 |
|
1.618 |
2.766 |
|
2.618 |
2.664 |
|
4.250 |
2.498 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.982 |
3.000 |
| PP |
2.970 |
2.982 |
| S1 |
2.959 |
2.965 |
|