NYMEX Natural Gas Future May 2013
Trading Metrics calculated at close of trading on 24-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
Open |
3.452 |
3.464 |
0.012 |
0.3% |
3.528 |
High |
3.496 |
3.466 |
-0.030 |
-0.9% |
3.600 |
Low |
3.450 |
3.421 |
-0.029 |
-0.8% |
3.441 |
Close |
3.493 |
3.435 |
-0.058 |
-1.7% |
3.580 |
Range |
0.046 |
0.045 |
-0.001 |
-2.2% |
0.159 |
ATR |
0.069 |
0.069 |
0.000 |
0.3% |
0.000 |
Volume |
977 |
1,172 |
195 |
20.0% |
5,945 |
|
Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.576 |
3.550 |
3.460 |
|
R3 |
3.531 |
3.505 |
3.447 |
|
R2 |
3.486 |
3.486 |
3.443 |
|
R1 |
3.460 |
3.460 |
3.439 |
3.451 |
PP |
3.441 |
3.441 |
3.441 |
3.436 |
S1 |
3.415 |
3.415 |
3.431 |
3.406 |
S2 |
3.396 |
3.396 |
3.427 |
|
S3 |
3.351 |
3.370 |
3.423 |
|
S4 |
3.306 |
3.325 |
3.410 |
|
|
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 |
3.592 |
3.421 |
0.171 |
5.0% |
0.059 |
1.7% |
8% |
False |
True |
1,300 |
10 |
3.600 |
3.421 |
0.179 |
5.2% |
0.067 |
2.0% |
8% |
False |
True |
1,183 |
20 |
3.600 |
3.238 |
0.362 |
10.5% |
0.064 |
1.9% |
54% |
False |
False |
1,074 |
40 |
3.600 |
3.072 |
0.528 |
15.4% |
0.055 |
1.6% |
69% |
False |
False |
963 |
60 |
3.600 |
3.072 |
0.528 |
15.4% |
0.052 |
1.5% |
69% |
False |
False |
771 |
80 |
3.750 |
3.072 |
0.678 |
19.7% |
0.056 |
1.6% |
54% |
False |
False |
751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.657 |
2.618 |
3.584 |
1.618 |
3.539 |
1.000 |
3.511 |
0.618 |
3.494 |
HIGH |
3.466 |
0.618 |
3.449 |
0.500 |
3.444 |
0.382 |
3.438 |
LOW |
3.421 |
0.618 |
3.393 |
1.000 |
3.376 |
1.618 |
3.348 |
2.618 |
3.303 |
4.250 |
3.230 |
|
|
Fisher Pivots for day following 24-May-2012 |
Pivot |
1 day |
3 day |
R1 |
3.444 |
3.473 |
PP |
3.441 |
3.460 |
S1 |
3.438 |
3.448 |
|