NYMEX Natural Gas Future December 2012
| 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 |
3.388 |
3.386 |
-0.002 |
-0.1% |
3.356 |
| High |
3.405 |
3.398 |
-0.007 |
-0.2% |
3.479 |
| Low |
3.337 |
3.310 |
-0.027 |
-0.8% |
3.250 |
| Close |
3.398 |
3.326 |
-0.072 |
-2.1% |
3.469 |
| Range |
0.068 |
0.088 |
0.020 |
29.4% |
0.229 |
| ATR |
0.087 |
0.088 |
0.000 |
0.0% |
0.000 |
| Volume |
11,096 |
9,536 |
-1,560 |
-14.1% |
52,062 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.609 |
3.555 |
3.374 |
|
| R3 |
3.521 |
3.467 |
3.350 |
|
| R2 |
3.433 |
3.433 |
3.342 |
|
| R1 |
3.379 |
3.379 |
3.334 |
3.362 |
| PP |
3.345 |
3.345 |
3.345 |
3.336 |
| S1 |
3.291 |
3.291 |
3.318 |
3.274 |
| S2 |
3.257 |
3.257 |
3.310 |
|
| S3 |
3.169 |
3.203 |
3.302 |
|
| S4 |
3.081 |
3.115 |
3.278 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.086 |
4.007 |
3.595 |
|
| R3 |
3.857 |
3.778 |
3.532 |
|
| R2 |
3.628 |
3.628 |
3.511 |
|
| R1 |
3.549 |
3.549 |
3.490 |
3.589 |
| PP |
3.399 |
3.399 |
3.399 |
3.419 |
| S1 |
3.320 |
3.320 |
3.448 |
3.360 |
| S2 |
3.170 |
3.170 |
3.427 |
|
| S3 |
2.941 |
3.091 |
3.406 |
|
| S4 |
2.712 |
2.862 |
3.343 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.772 |
|
2.618 |
3.628 |
|
1.618 |
3.540 |
|
1.000 |
3.486 |
|
0.618 |
3.452 |
|
HIGH |
3.398 |
|
0.618 |
3.364 |
|
0.500 |
3.354 |
|
0.382 |
3.344 |
|
LOW |
3.310 |
|
0.618 |
3.256 |
|
1.000 |
3.222 |
|
1.618 |
3.168 |
|
2.618 |
3.080 |
|
4.250 |
2.936 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.354 |
3.372 |
| PP |
3.345 |
3.356 |
| S1 |
3.335 |
3.341 |
|