NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
3.502 |
3.599 |
0.097 |
2.8% |
3.402 |
| High |
3.567 |
3.600 |
0.033 |
0.9% |
3.562 |
| Low |
3.502 |
3.495 |
-0.007 |
-0.2% |
3.398 |
| Close |
3.562 |
3.549 |
-0.013 |
-0.4% |
3.525 |
| Range |
0.065 |
0.105 |
0.040 |
61.5% |
0.164 |
| ATR |
0.064 |
0.067 |
0.003 |
4.7% |
0.000 |
| Volume |
769 |
1,709 |
940 |
122.2% |
4,631 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.863 |
3.811 |
3.607 |
|
| R3 |
3.758 |
3.706 |
3.578 |
|
| R2 |
3.653 |
3.653 |
3.568 |
|
| R1 |
3.601 |
3.601 |
3.559 |
3.575 |
| PP |
3.548 |
3.548 |
3.548 |
3.535 |
| S1 |
3.496 |
3.496 |
3.539 |
3.470 |
| S2 |
3.443 |
3.443 |
3.530 |
|
| S3 |
3.338 |
3.391 |
3.520 |
|
| S4 |
3.233 |
3.286 |
3.491 |
|
|
| 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 |
3.600 |
3.441 |
0.159 |
4.5% |
0.076 |
2.1% |
68% |
True |
False |
1,066 |
| 10 |
3.600 |
3.366 |
0.234 |
6.6% |
0.066 |
1.9% |
78% |
True |
False |
1,018 |
| 20 |
3.600 |
3.072 |
0.528 |
14.9% |
0.063 |
1.8% |
90% |
True |
False |
996 |
| 40 |
3.600 |
3.072 |
0.528 |
14.9% |
0.052 |
1.5% |
90% |
True |
False |
838 |
| 60 |
3.750 |
3.072 |
0.678 |
19.1% |
0.053 |
1.5% |
70% |
False |
False |
794 |
| 80 |
3.750 |
3.072 |
0.678 |
19.1% |
0.058 |
1.6% |
70% |
False |
False |
766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.046 |
|
2.618 |
3.875 |
|
1.618 |
3.770 |
|
1.000 |
3.705 |
|
0.618 |
3.665 |
|
HIGH |
3.600 |
|
0.618 |
3.560 |
|
0.500 |
3.548 |
|
0.382 |
3.535 |
|
LOW |
3.495 |
|
0.618 |
3.430 |
|
1.000 |
3.390 |
|
1.618 |
3.325 |
|
2.618 |
3.220 |
|
4.250 |
3.049 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.549 |
3.540 |
| PP |
3.548 |
3.530 |
| S1 |
3.548 |
3.521 |
|