NYMEX Natural Gas Future November 2012
Trading Metrics calculated at close of trading on 22-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
Open |
3.173 |
3.086 |
-0.087 |
-2.7% |
3.020 |
High |
3.173 |
3.152 |
-0.021 |
-0.7% |
3.190 |
Low |
3.050 |
3.039 |
-0.011 |
-0.4% |
2.910 |
Close |
3.064 |
3.131 |
0.067 |
2.2% |
3.181 |
Range |
0.123 |
0.113 |
-0.010 |
-8.1% |
0.280 |
ATR |
0.094 |
0.096 |
0.001 |
1.4% |
0.000 |
Volume |
21,164 |
13,739 |
-7,425 |
-35.1% |
79,449 |
|
Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.446 |
3.402 |
3.193 |
|
R3 |
3.333 |
3.289 |
3.162 |
|
R2 |
3.220 |
3.220 |
3.152 |
|
R1 |
3.176 |
3.176 |
3.141 |
3.198 |
PP |
3.107 |
3.107 |
3.107 |
3.119 |
S1 |
3.063 |
3.063 |
3.121 |
3.085 |
S2 |
2.994 |
2.994 |
3.110 |
|
S3 |
2.881 |
2.950 |
3.100 |
|
S4 |
2.768 |
2.837 |
3.069 |
|
|
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 |
2.995 |
0.195 |
6.2% |
0.122 |
3.9% |
70% |
False |
False |
15,717 |
10 |
3.190 |
2.910 |
0.280 |
8.9% |
0.104 |
3.3% |
79% |
False |
False |
18,592 |
20 |
3.190 |
2.634 |
0.556 |
17.8% |
0.099 |
3.2% |
89% |
False |
False |
15,254 |
40 |
3.190 |
2.566 |
0.624 |
19.9% |
0.077 |
2.4% |
91% |
False |
False |
12,057 |
60 |
3.190 |
2.566 |
0.624 |
19.9% |
0.075 |
2.4% |
91% |
False |
False |
9,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.632 |
2.618 |
3.448 |
1.618 |
3.335 |
1.000 |
3.265 |
0.618 |
3.222 |
HIGH |
3.152 |
0.618 |
3.109 |
0.500 |
3.096 |
0.382 |
3.082 |
LOW |
3.039 |
0.618 |
2.969 |
1.000 |
2.926 |
1.618 |
2.856 |
2.618 |
2.743 |
4.250 |
2.559 |
|
|
Fisher Pivots for day following 22-May-2012 |
Pivot |
1 day |
3 day |
R1 |
3.119 |
3.126 |
PP |
3.107 |
3.120 |
S1 |
3.096 |
3.115 |
|