NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.874 |
2.791 |
-0.083 |
-2.9% |
3.173 |
| High |
2.881 |
2.910 |
0.029 |
1.0% |
3.173 |
| Low |
2.791 |
2.784 |
-0.007 |
-0.3% |
2.950 |
| Close |
2.814 |
2.851 |
0.037 |
1.3% |
3.001 |
| Range |
0.090 |
0.126 |
0.036 |
40.0% |
0.223 |
| ATR |
0.099 |
0.101 |
0.002 |
2.0% |
0.000 |
| Volume |
14,329 |
17,858 |
3,529 |
24.6% |
86,536 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.226 |
3.165 |
2.920 |
|
| R3 |
3.100 |
3.039 |
2.886 |
|
| R2 |
2.974 |
2.974 |
2.874 |
|
| R1 |
2.913 |
2.913 |
2.863 |
2.944 |
| PP |
2.848 |
2.848 |
2.848 |
2.864 |
| S1 |
2.787 |
2.787 |
2.839 |
2.818 |
| S2 |
2.722 |
2.722 |
2.828 |
|
| S3 |
2.596 |
2.661 |
2.816 |
|
| S4 |
2.470 |
2.535 |
2.782 |
|
|
| 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 |
3.131 |
2.784 |
0.347 |
12.2% |
0.105 |
3.7% |
19% |
False |
True |
16,384 |
| 10 |
3.190 |
2.784 |
0.406 |
14.2% |
0.110 |
3.9% |
17% |
False |
True |
16,777 |
| 20 |
3.190 |
2.784 |
0.406 |
14.2% |
0.102 |
3.6% |
17% |
False |
True |
16,330 |
| 40 |
3.190 |
2.566 |
0.624 |
21.9% |
0.082 |
2.9% |
46% |
False |
False |
13,433 |
| 60 |
3.190 |
2.566 |
0.624 |
21.9% |
0.077 |
2.7% |
46% |
False |
False |
11,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.446 |
|
2.618 |
3.240 |
|
1.618 |
3.114 |
|
1.000 |
3.036 |
|
0.618 |
2.988 |
|
HIGH |
2.910 |
|
0.618 |
2.862 |
|
0.500 |
2.847 |
|
0.382 |
2.832 |
|
LOW |
2.784 |
|
0.618 |
2.706 |
|
1.000 |
2.658 |
|
1.618 |
2.580 |
|
2.618 |
2.454 |
|
4.250 |
2.249 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.850 |
2.877 |
| PP |
2.848 |
2.868 |
| S1 |
2.847 |
2.860 |
|