NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
3.402 |
3.403 |
0.001 |
0.0% |
3.288 |
| High |
3.433 |
3.494 |
0.061 |
1.8% |
3.423 |
| Low |
3.402 |
3.398 |
-0.004 |
-0.1% |
3.259 |
| Close |
3.421 |
3.463 |
0.042 |
1.2% |
3.367 |
| Range |
0.031 |
0.096 |
0.065 |
209.7% |
0.164 |
| ATR |
0.060 |
0.063 |
0.003 |
4.2% |
0.000 |
| Volume |
684 |
478 |
-206 |
-30.1% |
4,674 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.740 |
3.697 |
3.516 |
|
| R3 |
3.644 |
3.601 |
3.489 |
|
| R2 |
3.548 |
3.548 |
3.481 |
|
| R1 |
3.505 |
3.505 |
3.472 |
3.527 |
| PP |
3.452 |
3.452 |
3.452 |
3.462 |
| S1 |
3.409 |
3.409 |
3.454 |
3.431 |
| S2 |
3.356 |
3.356 |
3.445 |
|
| S3 |
3.260 |
3.313 |
3.437 |
|
| S4 |
3.164 |
3.217 |
3.410 |
|
|
| 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 |
3.494 |
3.329 |
0.165 |
4.8% |
0.060 |
1.7% |
81% |
True |
False |
857 |
| 10 |
3.494 |
3.155 |
0.339 |
9.8% |
0.066 |
1.9% |
91% |
True |
False |
917 |
| 20 |
3.494 |
3.072 |
0.422 |
12.2% |
0.052 |
1.5% |
93% |
True |
False |
876 |
| 40 |
3.526 |
3.072 |
0.454 |
13.1% |
0.050 |
1.4% |
86% |
False |
False |
708 |
| 60 |
3.750 |
3.072 |
0.678 |
19.6% |
0.051 |
1.5% |
58% |
False |
False |
707 |
| 80 |
3.750 |
3.072 |
0.678 |
19.6% |
0.060 |
1.7% |
58% |
False |
False |
731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.902 |
|
2.618 |
3.745 |
|
1.618 |
3.649 |
|
1.000 |
3.590 |
|
0.618 |
3.553 |
|
HIGH |
3.494 |
|
0.618 |
3.457 |
|
0.500 |
3.446 |
|
0.382 |
3.435 |
|
LOW |
3.398 |
|
0.618 |
3.339 |
|
1.000 |
3.302 |
|
1.618 |
3.243 |
|
2.618 |
3.147 |
|
4.250 |
2.990 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.457 |
3.452 |
| PP |
3.452 |
3.441 |
| S1 |
3.446 |
3.430 |
|