NYMEX Natural Gas Future November 2012
| 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 |
3.091 |
3.173 |
0.082 |
2.7% |
3.020 |
| High |
3.190 |
3.173 |
-0.017 |
-0.5% |
3.190 |
| Low |
3.091 |
3.050 |
-0.041 |
-1.3% |
2.910 |
| Close |
3.181 |
3.064 |
-0.117 |
-3.7% |
3.181 |
| Range |
0.099 |
0.123 |
0.024 |
24.2% |
0.280 |
| ATR |
0.091 |
0.094 |
0.003 |
3.1% |
0.000 |
| Volume |
17,568 |
21,164 |
3,596 |
20.5% |
79,449 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.465 |
3.387 |
3.132 |
|
| R3 |
3.342 |
3.264 |
3.098 |
|
| R2 |
3.219 |
3.219 |
3.087 |
|
| R1 |
3.141 |
3.141 |
3.075 |
3.119 |
| PP |
3.096 |
3.096 |
3.096 |
3.084 |
| S1 |
3.018 |
3.018 |
3.053 |
2.996 |
| S2 |
2.973 |
2.973 |
3.041 |
|
| S3 |
2.850 |
2.895 |
3.030 |
|
| S4 |
2.727 |
2.772 |
2.996 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.934 |
3.837 |
3.335 |
|
| R3 |
3.654 |
3.557 |
3.258 |
|
| R2 |
3.374 |
3.374 |
3.232 |
|
| R1 |
3.277 |
3.277 |
3.207 |
3.326 |
| PP |
3.094 |
3.094 |
3.094 |
3.118 |
| S1 |
2.997 |
2.997 |
3.155 |
3.046 |
| S2 |
2.814 |
2.814 |
3.130 |
|
| S3 |
2.534 |
2.717 |
3.104 |
|
| S4 |
2.254 |
2.437 |
3.027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.190 |
2.910 |
0.280 |
9.1% |
0.120 |
3.9% |
55% |
False |
False |
14,593 |
| 10 |
3.190 |
2.856 |
0.334 |
10.9% |
0.108 |
3.5% |
62% |
False |
False |
18,466 |
| 20 |
3.190 |
2.622 |
0.568 |
18.5% |
0.095 |
3.1% |
78% |
False |
False |
15,258 |
| 40 |
3.190 |
2.566 |
0.624 |
20.4% |
0.075 |
2.5% |
80% |
False |
False |
11,794 |
| 60 |
3.270 |
2.566 |
0.704 |
23.0% |
0.075 |
2.4% |
71% |
False |
False |
9,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.696 |
|
2.618 |
3.495 |
|
1.618 |
3.372 |
|
1.000 |
3.296 |
|
0.618 |
3.249 |
|
HIGH |
3.173 |
|
0.618 |
3.126 |
|
0.500 |
3.112 |
|
0.382 |
3.097 |
|
LOW |
3.050 |
|
0.618 |
2.974 |
|
1.000 |
2.927 |
|
1.618 |
2.851 |
|
2.618 |
2.728 |
|
4.250 |
2.527 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.112 |
3.102 |
| PP |
3.096 |
3.089 |
| S1 |
3.080 |
3.077 |
|