NYMEX Natural Gas Future May 2013
Trading Metrics calculated at close of trading on 15-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
Open |
3.528 |
3.441 |
-0.087 |
-2.5% |
3.402 |
High |
3.528 |
3.509 |
-0.019 |
-0.5% |
3.562 |
Low |
3.452 |
3.441 |
-0.011 |
-0.3% |
3.398 |
Close |
3.463 |
3.502 |
0.039 |
1.1% |
3.525 |
Range |
0.076 |
0.068 |
-0.008 |
-10.5% |
0.164 |
ATR |
0.063 |
0.063 |
0.000 |
0.6% |
0.000 |
Volume |
1,018 |
1,051 |
33 |
3.2% |
4,631 |
|
Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.688 |
3.663 |
3.539 |
|
R3 |
3.620 |
3.595 |
3.521 |
|
R2 |
3.552 |
3.552 |
3.514 |
|
R1 |
3.527 |
3.527 |
3.508 |
3.540 |
PP |
3.484 |
3.484 |
3.484 |
3.490 |
S1 |
3.459 |
3.459 |
3.496 |
3.472 |
S2 |
3.416 |
3.416 |
3.490 |
|
S3 |
3.348 |
3.391 |
3.483 |
|
S4 |
3.280 |
3.323 |
3.465 |
|
|
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 |
3.441 |
0.121 |
3.5% |
0.061 |
1.7% |
50% |
False |
True |
1,107 |
10 |
3.562 |
3.329 |
0.233 |
6.7% |
0.061 |
1.7% |
74% |
False |
False |
982 |
20 |
3.562 |
3.072 |
0.490 |
14.0% |
0.058 |
1.7% |
88% |
False |
False |
923 |
40 |
3.562 |
3.072 |
0.490 |
14.0% |
0.049 |
1.4% |
88% |
False |
False |
794 |
60 |
3.750 |
3.072 |
0.678 |
19.4% |
0.053 |
1.5% |
63% |
False |
False |
764 |
80 |
3.750 |
3.072 |
0.678 |
19.4% |
0.059 |
1.7% |
63% |
False |
False |
774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.798 |
2.618 |
3.687 |
1.618 |
3.619 |
1.000 |
3.577 |
0.618 |
3.551 |
HIGH |
3.509 |
0.618 |
3.483 |
0.500 |
3.475 |
0.382 |
3.467 |
LOW |
3.441 |
0.618 |
3.399 |
1.000 |
3.373 |
1.618 |
3.331 |
2.618 |
3.263 |
4.250 |
3.152 |
|
|
Fisher Pivots for day following 15-May-2012 |
Pivot |
1 day |
3 day |
R1 |
3.493 |
3.502 |
PP |
3.484 |
3.502 |
S1 |
3.475 |
3.502 |
|