NYMEX Natural Gas Future May 2013
Trading Metrics calculated at close of trading on 16-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
Open |
3.441 |
3.502 |
0.061 |
1.8% |
3.402 |
High |
3.509 |
3.567 |
0.058 |
1.7% |
3.562 |
Low |
3.441 |
3.502 |
0.061 |
1.8% |
3.398 |
Close |
3.502 |
3.562 |
0.060 |
1.7% |
3.525 |
Range |
0.068 |
0.065 |
-0.003 |
-4.4% |
0.164 |
ATR |
0.063 |
0.064 |
0.000 |
0.2% |
0.000 |
Volume |
1,051 |
769 |
-282 |
-26.8% |
4,631 |
|
Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.739 |
3.715 |
3.598 |
|
R3 |
3.674 |
3.650 |
3.580 |
|
R2 |
3.609 |
3.609 |
3.574 |
|
R1 |
3.585 |
3.585 |
3.568 |
3.597 |
PP |
3.544 |
3.544 |
3.544 |
3.550 |
S1 |
3.520 |
3.520 |
3.556 |
3.532 |
S2 |
3.479 |
3.479 |
3.550 |
|
S3 |
3.414 |
3.455 |
3.544 |
|
S4 |
3.349 |
3.390 |
3.526 |
|
|
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 |
3.567 |
3.441 |
0.126 |
3.5% |
0.065 |
1.8% |
96% |
True |
False |
901 |
10 |
3.567 |
3.366 |
0.201 |
5.6% |
0.059 |
1.7% |
98% |
True |
False |
984 |
20 |
3.567 |
3.072 |
0.495 |
13.9% |
0.061 |
1.7% |
99% |
True |
False |
928 |
40 |
3.567 |
3.072 |
0.495 |
13.9% |
0.050 |
1.4% |
99% |
True |
False |
804 |
60 |
3.750 |
3.072 |
0.678 |
19.0% |
0.053 |
1.5% |
72% |
False |
False |
769 |
80 |
3.750 |
3.072 |
0.678 |
19.0% |
0.059 |
1.6% |
72% |
False |
False |
778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.843 |
2.618 |
3.737 |
1.618 |
3.672 |
1.000 |
3.632 |
0.618 |
3.607 |
HIGH |
3.567 |
0.618 |
3.542 |
0.500 |
3.535 |
0.382 |
3.527 |
LOW |
3.502 |
0.618 |
3.462 |
1.000 |
3.437 |
1.618 |
3.397 |
2.618 |
3.332 |
4.250 |
3.226 |
|
|
Fisher Pivots for day following 16-May-2012 |
Pivot |
1 day |
3 day |
R1 |
3.553 |
3.543 |
PP |
3.544 |
3.523 |
S1 |
3.535 |
3.504 |
|