NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
3.331 |
3.258 |
-0.073 |
-2.2% |
3.545 |
| High |
3.331 |
3.382 |
0.051 |
1.5% |
3.545 |
| Low |
3.268 |
3.257 |
-0.011 |
-0.3% |
3.373 |
| Close |
3.273 |
3.328 |
0.055 |
1.7% |
3.416 |
| Range |
0.063 |
0.125 |
0.062 |
98.4% |
0.172 |
| ATR |
0.070 |
0.074 |
0.004 |
5.6% |
0.000 |
| Volume |
1,243 |
1,263 |
20 |
1.6% |
6,065 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.697 |
3.638 |
3.397 |
|
| R3 |
3.572 |
3.513 |
3.362 |
|
| R2 |
3.447 |
3.447 |
3.351 |
|
| R1 |
3.388 |
3.388 |
3.339 |
3.418 |
| PP |
3.322 |
3.322 |
3.322 |
3.337 |
| S1 |
3.263 |
3.263 |
3.317 |
3.293 |
| S2 |
3.197 |
3.197 |
3.305 |
|
| S3 |
3.072 |
3.138 |
3.294 |
|
| S4 |
2.947 |
3.013 |
3.259 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.961 |
3.860 |
3.511 |
|
| R3 |
3.789 |
3.688 |
3.463 |
|
| R2 |
3.617 |
3.617 |
3.448 |
|
| R1 |
3.516 |
3.516 |
3.432 |
3.481 |
| PP |
3.445 |
3.445 |
3.445 |
3.427 |
| S1 |
3.344 |
3.344 |
3.400 |
3.309 |
| S2 |
3.273 |
3.273 |
3.384 |
|
| S3 |
3.101 |
3.172 |
3.369 |
|
| S4 |
2.929 |
3.000 |
3.321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.466 |
3.257 |
0.209 |
6.3% |
0.070 |
2.1% |
34% |
False |
True |
1,216 |
| 10 |
3.600 |
3.257 |
0.343 |
10.3% |
0.070 |
2.1% |
21% |
False |
True |
1,311 |
| 20 |
3.600 |
3.257 |
0.343 |
10.3% |
0.065 |
1.9% |
21% |
False |
True |
1,148 |
| 40 |
3.600 |
3.072 |
0.528 |
15.9% |
0.057 |
1.7% |
48% |
False |
False |
1,001 |
| 60 |
3.600 |
3.072 |
0.528 |
15.9% |
0.055 |
1.6% |
48% |
False |
False |
827 |
| 80 |
3.750 |
3.072 |
0.678 |
20.4% |
0.055 |
1.7% |
38% |
False |
False |
793 |
| 100 |
3.851 |
3.072 |
0.779 |
23.4% |
0.061 |
1.8% |
33% |
False |
False |
790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.913 |
|
2.618 |
3.709 |
|
1.618 |
3.584 |
|
1.000 |
3.507 |
|
0.618 |
3.459 |
|
HIGH |
3.382 |
|
0.618 |
3.334 |
|
0.500 |
3.320 |
|
0.382 |
3.305 |
|
LOW |
3.257 |
|
0.618 |
3.180 |
|
1.000 |
3.132 |
|
1.618 |
3.055 |
|
2.618 |
2.930 |
|
4.250 |
2.726 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.325 |
3.327 |
| PP |
3.322 |
3.327 |
| S1 |
3.320 |
3.326 |
|