NYMEX Natural Gas Future November 2012
Trading Metrics calculated at close of trading on 18-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
Open |
3.120 |
3.091 |
-0.029 |
-0.9% |
3.020 |
High |
3.162 |
3.190 |
0.028 |
0.9% |
3.190 |
Low |
3.013 |
3.091 |
0.078 |
2.6% |
2.910 |
Close |
3.089 |
3.181 |
0.092 |
3.0% |
3.181 |
Range |
0.149 |
0.099 |
-0.050 |
-33.6% |
0.280 |
ATR |
0.091 |
0.091 |
0.001 |
0.8% |
0.000 |
Volume |
18,050 |
17,568 |
-482 |
-2.7% |
79,449 |
|
Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.451 |
3.415 |
3.235 |
|
R3 |
3.352 |
3.316 |
3.208 |
|
R2 |
3.253 |
3.253 |
3.199 |
|
R1 |
3.217 |
3.217 |
3.190 |
3.235 |
PP |
3.154 |
3.154 |
3.154 |
3.163 |
S1 |
3.118 |
3.118 |
3.172 |
3.136 |
S2 |
3.055 |
3.055 |
3.163 |
|
S3 |
2.956 |
3.019 |
3.154 |
|
S4 |
2.857 |
2.920 |
3.127 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.934 |
3.837 |
3.335 |
|
R3 |
3.654 |
3.557 |
3.258 |
|
R2 |
3.374 |
3.374 |
3.232 |
|
R1 |
3.277 |
3.277 |
3.207 |
3.326 |
PP |
3.094 |
3.094 |
3.094 |
3.118 |
S1 |
2.997 |
2.997 |
3.155 |
3.046 |
S2 |
2.814 |
2.814 |
3.130 |
|
S3 |
2.534 |
2.717 |
3.104 |
|
S4 |
2.254 |
2.437 |
3.027 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.190 |
2.910 |
0.280 |
8.8% |
0.116 |
3.6% |
97% |
True |
False |
15,889 |
10 |
3.190 |
2.851 |
0.339 |
10.7% |
0.101 |
3.2% |
97% |
True |
False |
17,107 |
20 |
3.190 |
2.566 |
0.624 |
19.6% |
0.092 |
2.9% |
99% |
True |
False |
14,572 |
40 |
3.190 |
2.566 |
0.624 |
19.6% |
0.073 |
2.3% |
99% |
True |
False |
11,356 |
60 |
3.333 |
2.566 |
0.767 |
24.1% |
0.075 |
2.3% |
80% |
False |
False |
9,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.611 |
2.618 |
3.449 |
1.618 |
3.350 |
1.000 |
3.289 |
0.618 |
3.251 |
HIGH |
3.190 |
0.618 |
3.152 |
0.500 |
3.141 |
0.382 |
3.129 |
LOW |
3.091 |
0.618 |
3.030 |
1.000 |
2.992 |
1.618 |
2.931 |
2.618 |
2.832 |
4.250 |
2.670 |
|
|
Fisher Pivots for day following 18-May-2012 |
Pivot |
1 day |
3 day |
R1 |
3.168 |
3.152 |
PP |
3.154 |
3.122 |
S1 |
3.141 |
3.093 |
|