NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
3.418 |
3.402 |
-0.016 |
-0.5% |
3.288 |
| High |
3.423 |
3.433 |
0.010 |
0.3% |
3.423 |
| Low |
3.366 |
3.402 |
0.036 |
1.1% |
3.259 |
| Close |
3.367 |
3.421 |
0.054 |
1.6% |
3.367 |
| Range |
0.057 |
0.031 |
-0.026 |
-45.6% |
0.164 |
| ATR |
0.060 |
0.060 |
0.000 |
0.7% |
0.000 |
| Volume |
1,010 |
684 |
-326 |
-32.3% |
4,674 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.512 |
3.497 |
3.438 |
|
| R3 |
3.481 |
3.466 |
3.430 |
|
| R2 |
3.450 |
3.450 |
3.427 |
|
| R1 |
3.435 |
3.435 |
3.424 |
3.443 |
| PP |
3.419 |
3.419 |
3.419 |
3.422 |
| S1 |
3.404 |
3.404 |
3.418 |
3.412 |
| S2 |
3.388 |
3.388 |
3.415 |
|
| S3 |
3.357 |
3.373 |
3.412 |
|
| S4 |
3.326 |
3.342 |
3.404 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.842 |
3.768 |
3.457 |
|
| R3 |
3.678 |
3.604 |
3.412 |
|
| R2 |
3.514 |
3.514 |
3.397 |
|
| R1 |
3.440 |
3.440 |
3.382 |
3.477 |
| PP |
3.350 |
3.350 |
3.350 |
3.368 |
| S1 |
3.276 |
3.276 |
3.352 |
3.313 |
| S2 |
3.186 |
3.186 |
3.337 |
|
| S3 |
3.022 |
3.112 |
3.322 |
|
| S4 |
2.858 |
2.948 |
3.277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.433 |
3.329 |
0.104 |
3.0% |
0.051 |
1.5% |
88% |
True |
False |
963 |
| 10 |
3.433 |
3.124 |
0.309 |
9.0% |
0.062 |
1.8% |
96% |
True |
False |
972 |
| 20 |
3.433 |
3.072 |
0.361 |
10.6% |
0.049 |
1.4% |
97% |
True |
False |
872 |
| 40 |
3.526 |
3.072 |
0.454 |
13.3% |
0.049 |
1.4% |
77% |
False |
False |
702 |
| 60 |
3.750 |
3.072 |
0.678 |
19.8% |
0.051 |
1.5% |
51% |
False |
False |
708 |
| 80 |
3.750 |
3.072 |
0.678 |
19.8% |
0.059 |
1.7% |
51% |
False |
False |
730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.565 |
|
2.618 |
3.514 |
|
1.618 |
3.483 |
|
1.000 |
3.464 |
|
0.618 |
3.452 |
|
HIGH |
3.433 |
|
0.618 |
3.421 |
|
0.500 |
3.418 |
|
0.382 |
3.414 |
|
LOW |
3.402 |
|
0.618 |
3.383 |
|
1.000 |
3.371 |
|
1.618 |
3.352 |
|
2.618 |
3.321 |
|
4.250 |
3.270 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.420 |
3.414 |
| PP |
3.419 |
3.407 |
| S1 |
3.418 |
3.400 |
|