NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
3.550 |
3.528 |
-0.022 |
-0.6% |
3.402 |
| High |
3.562 |
3.528 |
-0.034 |
-1.0% |
3.562 |
| Low |
3.496 |
3.452 |
-0.044 |
-1.3% |
3.398 |
| Close |
3.525 |
3.463 |
-0.062 |
-1.8% |
3.525 |
| Range |
0.066 |
0.076 |
0.010 |
15.2% |
0.164 |
| ATR |
0.062 |
0.063 |
0.001 |
1.6% |
0.000 |
| Volume |
784 |
1,018 |
234 |
29.8% |
4,631 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.709 |
3.662 |
3.505 |
|
| R3 |
3.633 |
3.586 |
3.484 |
|
| R2 |
3.557 |
3.557 |
3.477 |
|
| R1 |
3.510 |
3.510 |
3.470 |
3.496 |
| PP |
3.481 |
3.481 |
3.481 |
3.474 |
| S1 |
3.434 |
3.434 |
3.456 |
3.420 |
| S2 |
3.405 |
3.405 |
3.449 |
|
| S3 |
3.329 |
3.358 |
3.442 |
|
| S4 |
3.253 |
3.282 |
3.421 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.987 |
3.920 |
3.615 |
|
| R3 |
3.823 |
3.756 |
3.570 |
|
| R2 |
3.659 |
3.659 |
3.555 |
|
| R1 |
3.592 |
3.592 |
3.540 |
3.626 |
| PP |
3.495 |
3.495 |
3.495 |
3.512 |
| S1 |
3.428 |
3.428 |
3.510 |
3.462 |
| S2 |
3.331 |
3.331 |
3.495 |
|
| S3 |
3.167 |
3.264 |
3.480 |
|
| S4 |
3.003 |
3.100 |
3.435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.562 |
3.398 |
0.164 |
4.7% |
0.066 |
1.9% |
40% |
False |
False |
993 |
| 10 |
3.562 |
3.329 |
0.233 |
6.7% |
0.059 |
1.7% |
58% |
False |
False |
978 |
| 20 |
3.562 |
3.072 |
0.490 |
14.1% |
0.056 |
1.6% |
80% |
False |
False |
910 |
| 40 |
3.562 |
3.072 |
0.490 |
14.1% |
0.049 |
1.4% |
80% |
False |
False |
775 |
| 60 |
3.750 |
3.072 |
0.678 |
19.6% |
0.052 |
1.5% |
58% |
False |
False |
762 |
| 80 |
3.750 |
3.072 |
0.678 |
19.6% |
0.059 |
1.7% |
58% |
False |
False |
769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.851 |
|
2.618 |
3.727 |
|
1.618 |
3.651 |
|
1.000 |
3.604 |
|
0.618 |
3.575 |
|
HIGH |
3.528 |
|
0.618 |
3.499 |
|
0.500 |
3.490 |
|
0.382 |
3.481 |
|
LOW |
3.452 |
|
0.618 |
3.405 |
|
1.000 |
3.376 |
|
1.618 |
3.329 |
|
2.618 |
3.253 |
|
4.250 |
3.129 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.490 |
3.507 |
| PP |
3.481 |
3.492 |
| S1 |
3.472 |
3.478 |
|