NYMEX Natural Gas Future November 2012
Trading Metrics calculated at close of trading on 16-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
Open |
2.915 |
3.005 |
0.090 |
3.1% |
2.862 |
High |
3.015 |
3.120 |
0.105 |
3.5% |
3.069 |
Low |
2.910 |
2.995 |
0.085 |
2.9% |
2.851 |
Close |
3.004 |
3.105 |
0.101 |
3.4% |
3.017 |
Range |
0.105 |
0.125 |
0.020 |
19.0% |
0.218 |
ATR |
0.083 |
0.086 |
0.003 |
3.6% |
0.000 |
Volume |
8,121 |
8,066 |
-55 |
-0.7% |
91,628 |
|
Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.448 |
3.402 |
3.174 |
|
R3 |
3.323 |
3.277 |
3.139 |
|
R2 |
3.198 |
3.198 |
3.128 |
|
R1 |
3.152 |
3.152 |
3.116 |
3.175 |
PP |
3.073 |
3.073 |
3.073 |
3.085 |
S1 |
3.027 |
3.027 |
3.094 |
3.050 |
S2 |
2.948 |
2.948 |
3.082 |
|
S3 |
2.823 |
2.902 |
3.071 |
|
S4 |
2.698 |
2.777 |
3.036 |
|
|
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 |
3.120 |
2.910 |
0.210 |
6.8% |
0.098 |
3.2% |
93% |
True |
False |
19,236 |
10 |
3.120 |
2.830 |
0.290 |
9.3% |
0.093 |
3.0% |
95% |
True |
False |
15,883 |
20 |
3.120 |
2.566 |
0.554 |
17.8% |
0.085 |
2.7% |
97% |
True |
False |
13,791 |
40 |
3.120 |
2.566 |
0.554 |
17.8% |
0.071 |
2.3% |
97% |
True |
False |
10,666 |
60 |
3.361 |
2.566 |
0.795 |
25.6% |
0.074 |
2.4% |
68% |
False |
False |
8,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.651 |
2.618 |
3.447 |
1.618 |
3.322 |
1.000 |
3.245 |
0.618 |
3.197 |
HIGH |
3.120 |
0.618 |
3.072 |
0.500 |
3.058 |
0.382 |
3.043 |
LOW |
2.995 |
0.618 |
2.918 |
1.000 |
2.870 |
1.618 |
2.793 |
2.618 |
2.668 |
4.250 |
2.464 |
|
|
Fisher Pivots for day following 16-May-2012 |
Pivot |
1 day |
3 day |
R1 |
3.089 |
3.075 |
PP |
3.073 |
3.045 |
S1 |
3.058 |
3.015 |
|