NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
3.050 |
2.914 |
-0.136 |
-4.5% |
3.173 |
| High |
3.053 |
2.970 |
-0.083 |
-2.7% |
3.173 |
| Low |
2.950 |
2.859 |
-0.091 |
-3.1% |
2.950 |
| Close |
3.001 |
2.878 |
-0.123 |
-4.1% |
3.001 |
| Range |
0.103 |
0.111 |
0.008 |
7.8% |
0.223 |
| ATR |
0.096 |
0.099 |
0.003 |
3.4% |
0.000 |
| Volume |
18,136 |
13,435 |
-4,701 |
-25.9% |
86,536 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.235 |
3.168 |
2.939 |
|
| R3 |
3.124 |
3.057 |
2.909 |
|
| R2 |
3.013 |
3.013 |
2.898 |
|
| R1 |
2.946 |
2.946 |
2.888 |
2.924 |
| PP |
2.902 |
2.902 |
2.902 |
2.892 |
| S1 |
2.835 |
2.835 |
2.868 |
2.813 |
| S2 |
2.791 |
2.791 |
2.858 |
|
| S3 |
2.680 |
2.724 |
2.847 |
|
| S4 |
2.569 |
2.613 |
2.817 |
|
|
| 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 |
3.152 |
2.859 |
0.293 |
10.2% |
0.102 |
3.6% |
6% |
False |
True |
15,761 |
| 10 |
3.190 |
2.859 |
0.331 |
11.5% |
0.111 |
3.9% |
6% |
False |
True |
15,177 |
| 20 |
3.190 |
2.809 |
0.381 |
13.2% |
0.098 |
3.4% |
18% |
False |
False |
15,992 |
| 40 |
3.190 |
2.566 |
0.624 |
21.7% |
0.080 |
2.8% |
50% |
False |
False |
13,103 |
| 60 |
3.190 |
2.566 |
0.624 |
21.7% |
0.076 |
2.6% |
50% |
False |
False |
10,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.442 |
|
2.618 |
3.261 |
|
1.618 |
3.150 |
|
1.000 |
3.081 |
|
0.618 |
3.039 |
|
HIGH |
2.970 |
|
0.618 |
2.928 |
|
0.500 |
2.915 |
|
0.382 |
2.901 |
|
LOW |
2.859 |
|
0.618 |
2.790 |
|
1.000 |
2.748 |
|
1.618 |
2.679 |
|
2.618 |
2.568 |
|
4.250 |
2.387 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.915 |
2.995 |
| PP |
2.902 |
2.956 |
| S1 |
2.890 |
2.917 |
|