NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
3.406 |
3.330 |
-0.076 |
-2.2% |
3.545 |
| High |
3.416 |
3.395 |
-0.021 |
-0.6% |
3.545 |
| Low |
3.373 |
3.321 |
-0.052 |
-1.5% |
3.373 |
| Close |
3.416 |
3.331 |
-0.085 |
-2.5% |
3.416 |
| Range |
0.043 |
0.074 |
0.031 |
72.1% |
0.172 |
| ATR |
0.069 |
0.070 |
0.002 |
2.8% |
0.000 |
| Volume |
963 |
1,441 |
478 |
49.6% |
6,065 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.571 |
3.525 |
3.372 |
|
| R3 |
3.497 |
3.451 |
3.351 |
|
| R2 |
3.423 |
3.423 |
3.345 |
|
| R1 |
3.377 |
3.377 |
3.338 |
3.400 |
| PP |
3.349 |
3.349 |
3.349 |
3.361 |
| S1 |
3.303 |
3.303 |
3.324 |
3.326 |
| S2 |
3.275 |
3.275 |
3.317 |
|
| S3 |
3.201 |
3.229 |
3.311 |
|
| S4 |
3.127 |
3.155 |
3.290 |
|
|
| 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 |
3.525 |
3.321 |
0.204 |
6.1% |
0.056 |
1.7% |
5% |
False |
True |
1,208 |
| 10 |
3.600 |
3.321 |
0.279 |
8.4% |
0.065 |
1.9% |
4% |
False |
True |
1,243 |
| 20 |
3.600 |
3.321 |
0.279 |
8.4% |
0.062 |
1.9% |
4% |
False |
True |
1,110 |
| 40 |
3.600 |
3.072 |
0.528 |
15.9% |
0.055 |
1.6% |
49% |
False |
False |
984 |
| 60 |
3.600 |
3.072 |
0.528 |
15.9% |
0.053 |
1.6% |
49% |
False |
False |
801 |
| 80 |
3.750 |
3.072 |
0.678 |
20.4% |
0.055 |
1.6% |
38% |
False |
False |
771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.710 |
|
2.618 |
3.589 |
|
1.618 |
3.515 |
|
1.000 |
3.469 |
|
0.618 |
3.441 |
|
HIGH |
3.395 |
|
0.618 |
3.367 |
|
0.500 |
3.358 |
|
0.382 |
3.349 |
|
LOW |
3.321 |
|
0.618 |
3.275 |
|
1.000 |
3.247 |
|
1.618 |
3.201 |
|
2.618 |
3.127 |
|
4.250 |
3.007 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.358 |
3.394 |
| PP |
3.349 |
3.373 |
| S1 |
3.340 |
3.352 |
|