NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
3.350 |
3.370 |
0.020 |
0.6% |
3.183 |
| High |
3.384 |
3.408 |
0.024 |
0.7% |
3.408 |
| Low |
3.320 |
3.325 |
0.005 |
0.2% |
3.183 |
| Close |
3.374 |
3.358 |
-0.016 |
-0.5% |
3.358 |
| Range |
0.064 |
0.083 |
0.019 |
29.7% |
0.225 |
| ATR |
0.077 |
0.077 |
0.000 |
0.6% |
0.000 |
| Volume |
12,880 |
16,882 |
4,002 |
31.1% |
51,139 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.613 |
3.568 |
3.404 |
|
| R3 |
3.530 |
3.485 |
3.381 |
|
| R2 |
3.447 |
3.447 |
3.373 |
|
| R1 |
3.402 |
3.402 |
3.366 |
3.383 |
| PP |
3.364 |
3.364 |
3.364 |
3.354 |
| S1 |
3.319 |
3.319 |
3.350 |
3.300 |
| S2 |
3.281 |
3.281 |
3.343 |
|
| S3 |
3.198 |
3.236 |
3.335 |
|
| S4 |
3.115 |
3.153 |
3.312 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.991 |
3.900 |
3.482 |
|
| R3 |
3.766 |
3.675 |
3.420 |
|
| R2 |
3.541 |
3.541 |
3.399 |
|
| R1 |
3.450 |
3.450 |
3.379 |
3.496 |
| PP |
3.316 |
3.316 |
3.316 |
3.339 |
| S1 |
3.225 |
3.225 |
3.337 |
3.271 |
| S2 |
3.091 |
3.091 |
3.317 |
|
| S3 |
2.866 |
3.000 |
3.296 |
|
| S4 |
2.641 |
2.775 |
3.234 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.761 |
|
2.618 |
3.625 |
|
1.618 |
3.542 |
|
1.000 |
3.491 |
|
0.618 |
3.459 |
|
HIGH |
3.408 |
|
0.618 |
3.376 |
|
0.500 |
3.367 |
|
0.382 |
3.357 |
|
LOW |
3.325 |
|
0.618 |
3.274 |
|
1.000 |
3.242 |
|
1.618 |
3.191 |
|
2.618 |
3.108 |
|
4.250 |
2.972 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.367 |
3.357 |
| PP |
3.364 |
3.355 |
| S1 |
3.361 |
3.354 |
|