NYMEX Natural Gas Future November 2012
Trading Metrics calculated at close of trading on 30-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
Open |
2.914 |
2.874 |
-0.040 |
-1.4% |
3.173 |
High |
2.970 |
2.881 |
-0.089 |
-3.0% |
3.173 |
Low |
2.859 |
2.791 |
-0.068 |
-2.4% |
2.950 |
Close |
2.878 |
2.814 |
-0.064 |
-2.2% |
3.001 |
Range |
0.111 |
0.090 |
-0.021 |
-18.9% |
0.223 |
ATR |
0.099 |
0.099 |
-0.001 |
-0.7% |
0.000 |
Volume |
13,435 |
14,329 |
894 |
6.7% |
86,536 |
|
Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.099 |
3.046 |
2.864 |
|
R3 |
3.009 |
2.956 |
2.839 |
|
R2 |
2.919 |
2.919 |
2.831 |
|
R1 |
2.866 |
2.866 |
2.822 |
2.848 |
PP |
2.829 |
2.829 |
2.829 |
2.819 |
S1 |
2.776 |
2.776 |
2.806 |
2.758 |
S2 |
2.739 |
2.739 |
2.798 |
|
S3 |
2.649 |
2.686 |
2.789 |
|
S4 |
2.559 |
2.596 |
2.765 |
|
|
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 |
3.141 |
2.791 |
0.350 |
12.4% |
0.098 |
3.5% |
7% |
False |
True |
15,879 |
10 |
3.190 |
2.791 |
0.399 |
14.2% |
0.110 |
3.9% |
6% |
False |
True |
15,798 |
20 |
3.190 |
2.791 |
0.399 |
14.2% |
0.099 |
3.5% |
6% |
False |
True |
16,128 |
40 |
3.190 |
2.566 |
0.624 |
22.2% |
0.080 |
2.9% |
40% |
False |
False |
13,223 |
60 |
3.190 |
2.566 |
0.624 |
22.2% |
0.076 |
2.7% |
40% |
False |
False |
10,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.264 |
2.618 |
3.117 |
1.618 |
3.027 |
1.000 |
2.971 |
0.618 |
2.937 |
HIGH |
2.881 |
0.618 |
2.847 |
0.500 |
2.836 |
0.382 |
2.825 |
LOW |
2.791 |
0.618 |
2.735 |
1.000 |
2.701 |
1.618 |
2.645 |
2.618 |
2.555 |
4.250 |
2.409 |
|
|
Fisher Pivots for day following 30-May-2012 |
Pivot |
1 day |
3 day |
R1 |
2.836 |
2.922 |
PP |
2.829 |
2.886 |
S1 |
2.821 |
2.850 |
|