NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
3.401 |
3.458 |
0.057 |
1.7% |
3.356 |
| High |
3.479 |
3.468 |
-0.011 |
-0.3% |
3.479 |
| Low |
3.400 |
3.348 |
-0.052 |
-1.5% |
3.250 |
| Close |
3.469 |
3.356 |
-0.113 |
-3.3% |
3.469 |
| Range |
0.079 |
0.120 |
0.041 |
51.9% |
0.229 |
| ATR |
0.085 |
0.087 |
0.003 |
3.0% |
0.000 |
| Volume |
10,619 |
19,261 |
8,642 |
81.4% |
52,062 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.751 |
3.673 |
3.422 |
|
| R3 |
3.631 |
3.553 |
3.389 |
|
| R2 |
3.511 |
3.511 |
3.378 |
|
| R1 |
3.433 |
3.433 |
3.367 |
3.412 |
| PP |
3.391 |
3.391 |
3.391 |
3.380 |
| S1 |
3.313 |
3.313 |
3.345 |
3.292 |
| S2 |
3.271 |
3.271 |
3.334 |
|
| S3 |
3.151 |
3.193 |
3.323 |
|
| S4 |
3.031 |
3.073 |
3.290 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.086 |
4.007 |
3.595 |
|
| R3 |
3.857 |
3.778 |
3.532 |
|
| R2 |
3.628 |
3.628 |
3.511 |
|
| R1 |
3.549 |
3.549 |
3.490 |
3.589 |
| PP |
3.399 |
3.399 |
3.399 |
3.419 |
| S1 |
3.320 |
3.320 |
3.448 |
3.360 |
| S2 |
3.170 |
3.170 |
3.427 |
|
| S3 |
2.941 |
3.091 |
3.406 |
|
| S4 |
2.712 |
2.862 |
3.343 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.978 |
|
2.618 |
3.782 |
|
1.618 |
3.662 |
|
1.000 |
3.588 |
|
0.618 |
3.542 |
|
HIGH |
3.468 |
|
0.618 |
3.422 |
|
0.500 |
3.408 |
|
0.382 |
3.394 |
|
LOW |
3.348 |
|
0.618 |
3.274 |
|
1.000 |
3.228 |
|
1.618 |
3.154 |
|
2.618 |
3.034 |
|
4.250 |
2.838 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.408 |
3.407 |
| PP |
3.391 |
3.390 |
| S1 |
3.373 |
3.373 |
|