NYMEX Natural Gas Future November 2012
Trading Metrics calculated at close of trading on 15-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
Open |
3.020 |
2.915 |
-0.105 |
-3.5% |
2.862 |
High |
3.033 |
3.015 |
-0.018 |
-0.6% |
3.069 |
Low |
2.931 |
2.910 |
-0.021 |
-0.7% |
2.851 |
Close |
2.947 |
3.004 |
0.057 |
1.9% |
3.017 |
Range |
0.102 |
0.105 |
0.003 |
2.9% |
0.218 |
ATR |
0.082 |
0.083 |
0.002 |
2.1% |
0.000 |
Volume |
27,644 |
8,121 |
-19,523 |
-70.6% |
91,628 |
|
Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.291 |
3.253 |
3.062 |
|
R3 |
3.186 |
3.148 |
3.033 |
|
R2 |
3.081 |
3.081 |
3.023 |
|
R1 |
3.043 |
3.043 |
3.014 |
3.062 |
PP |
2.976 |
2.976 |
2.976 |
2.986 |
S1 |
2.938 |
2.938 |
2.994 |
2.957 |
S2 |
2.871 |
2.871 |
2.985 |
|
S3 |
2.766 |
2.833 |
2.975 |
|
S4 |
2.661 |
2.728 |
2.946 |
|
|
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 |
2.910 |
0.159 |
5.3% |
0.087 |
2.9% |
59% |
False |
True |
21,467 |
10 |
3.069 |
2.809 |
0.260 |
8.7% |
0.089 |
3.0% |
75% |
False |
False |
16,458 |
20 |
3.069 |
2.566 |
0.503 |
16.7% |
0.080 |
2.7% |
87% |
False |
False |
13,767 |
40 |
3.069 |
2.566 |
0.503 |
16.7% |
0.069 |
2.3% |
87% |
False |
False |
10,571 |
60 |
3.361 |
2.566 |
0.795 |
26.5% |
0.073 |
2.4% |
55% |
False |
False |
8,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.461 |
2.618 |
3.290 |
1.618 |
3.185 |
1.000 |
3.120 |
0.618 |
3.080 |
HIGH |
3.015 |
0.618 |
2.975 |
0.500 |
2.963 |
0.382 |
2.950 |
LOW |
2.910 |
0.618 |
2.845 |
1.000 |
2.805 |
1.618 |
2.740 |
2.618 |
2.635 |
4.250 |
2.464 |
|
|
Fisher Pivots for day following 15-May-2012 |
Pivot |
1 day |
3 day |
R1 |
2.990 |
2.999 |
PP |
2.976 |
2.994 |
S1 |
2.963 |
2.990 |
|