NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
3.558 |
3.545 |
-0.013 |
-0.4% |
3.528 |
| High |
3.592 |
3.545 |
-0.047 |
-1.3% |
3.600 |
| Low |
3.536 |
3.469 |
-0.067 |
-1.9% |
3.441 |
| Close |
3.580 |
3.469 |
-0.111 |
-3.1% |
3.580 |
| Range |
0.056 |
0.076 |
0.020 |
35.7% |
0.159 |
| ATR |
0.066 |
0.069 |
0.003 |
4.9% |
0.000 |
| Volume |
1,398 |
1,466 |
68 |
4.9% |
5,945 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.722 |
3.672 |
3.511 |
|
| R3 |
3.646 |
3.596 |
3.490 |
|
| R2 |
3.570 |
3.570 |
3.483 |
|
| R1 |
3.520 |
3.520 |
3.476 |
3.507 |
| PP |
3.494 |
3.494 |
3.494 |
3.488 |
| S1 |
3.444 |
3.444 |
3.462 |
3.431 |
| S2 |
3.418 |
3.418 |
3.455 |
|
| S3 |
3.342 |
3.368 |
3.448 |
|
| S4 |
3.266 |
3.292 |
3.427 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.017 |
3.958 |
3.667 |
|
| R3 |
3.858 |
3.799 |
3.624 |
|
| R2 |
3.699 |
3.699 |
3.609 |
|
| R1 |
3.640 |
3.640 |
3.595 |
3.670 |
| PP |
3.540 |
3.540 |
3.540 |
3.555 |
| S1 |
3.481 |
3.481 |
3.565 |
3.511 |
| S2 |
3.381 |
3.381 |
3.551 |
|
| S3 |
3.222 |
3.322 |
3.536 |
|
| S4 |
3.063 |
3.163 |
3.493 |
|
|
| 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 |
4.6% |
0.074 |
2.1% |
18% |
False |
False |
1,278 |
| 10 |
3.600 |
3.398 |
0.202 |
5.8% |
0.070 |
2.0% |
35% |
False |
False |
1,135 |
| 20 |
3.600 |
3.124 |
0.476 |
13.7% |
0.066 |
1.9% |
72% |
False |
False |
1,054 |
| 40 |
3.600 |
3.072 |
0.528 |
15.2% |
0.053 |
1.5% |
75% |
False |
False |
893 |
| 60 |
3.693 |
3.072 |
0.621 |
17.9% |
0.054 |
1.6% |
64% |
False |
False |
822 |
| 80 |
3.750 |
3.072 |
0.678 |
19.5% |
0.057 |
1.7% |
59% |
False |
False |
728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.868 |
|
2.618 |
3.744 |
|
1.618 |
3.668 |
|
1.000 |
3.621 |
|
0.618 |
3.592 |
|
HIGH |
3.545 |
|
0.618 |
3.516 |
|
0.500 |
3.507 |
|
0.382 |
3.498 |
|
LOW |
3.469 |
|
0.618 |
3.422 |
|
1.000 |
3.393 |
|
1.618 |
3.346 |
|
2.618 |
3.270 |
|
4.250 |
3.146 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.507 |
3.535 |
| PP |
3.494 |
3.513 |
| S1 |
3.482 |
3.491 |
|