NYMEX Natural Gas Future November 2012
Trading Metrics calculated at close of trading on 25-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
Open |
3.119 |
3.050 |
-0.069 |
-2.2% |
3.173 |
High |
3.131 |
3.053 |
-0.078 |
-2.5% |
3.173 |
Low |
3.036 |
2.950 |
-0.086 |
-2.8% |
2.950 |
Close |
3.058 |
3.001 |
-0.057 |
-1.9% |
3.001 |
Range |
0.095 |
0.103 |
0.008 |
8.4% |
0.223 |
ATR |
0.095 |
0.096 |
0.001 |
1.0% |
0.000 |
Volume |
18,166 |
18,136 |
-30 |
-0.2% |
86,536 |
|
Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.310 |
3.259 |
3.058 |
|
R3 |
3.207 |
3.156 |
3.029 |
|
R2 |
3.104 |
3.104 |
3.020 |
|
R1 |
3.053 |
3.053 |
3.010 |
3.027 |
PP |
3.001 |
3.001 |
3.001 |
2.989 |
S1 |
2.950 |
2.950 |
2.992 |
2.924 |
S2 |
2.898 |
2.898 |
2.982 |
|
S3 |
2.795 |
2.847 |
2.973 |
|
S4 |
2.692 |
2.744 |
2.944 |
|
|
Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.710 |
3.579 |
3.124 |
|
R3 |
3.487 |
3.356 |
3.062 |
|
R2 |
3.264 |
3.264 |
3.042 |
|
R1 |
3.133 |
3.133 |
3.021 |
3.087 |
PP |
3.041 |
3.041 |
3.041 |
3.019 |
S1 |
2.910 |
2.910 |
2.981 |
2.864 |
S2 |
2.818 |
2.818 |
2.960 |
|
S3 |
2.595 |
2.687 |
2.940 |
|
S4 |
2.372 |
2.464 |
2.878 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.173 |
2.950 |
0.223 |
7.4% |
0.105 |
3.5% |
23% |
False |
True |
17,307 |
10 |
3.190 |
2.910 |
0.280 |
9.3% |
0.110 |
3.7% |
33% |
False |
False |
16,598 |
20 |
3.190 |
2.740 |
0.450 |
15.0% |
0.099 |
3.3% |
58% |
False |
False |
15,915 |
40 |
3.190 |
2.566 |
0.624 |
20.8% |
0.078 |
2.6% |
70% |
False |
False |
12,988 |
60 |
3.190 |
2.566 |
0.624 |
20.8% |
0.074 |
2.5% |
70% |
False |
False |
10,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.491 |
2.618 |
3.323 |
1.618 |
3.220 |
1.000 |
3.156 |
0.618 |
3.117 |
HIGH |
3.053 |
0.618 |
3.014 |
0.500 |
3.002 |
0.382 |
2.989 |
LOW |
2.950 |
0.618 |
2.886 |
1.000 |
2.847 |
1.618 |
2.783 |
2.618 |
2.680 |
4.250 |
2.512 |
|
|
Fisher Pivots for day following 25-May-2012 |
Pivot |
1 day |
3 day |
R1 |
3.002 |
3.046 |
PP |
3.001 |
3.031 |
S1 |
3.001 |
3.016 |
|