NYMEX Natural Gas Future January 2013
| 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 |
3.557 |
3.601 |
0.044 |
1.2% |
3.486 |
| High |
3.620 |
3.607 |
-0.013 |
-0.4% |
3.620 |
| Low |
3.545 |
3.489 |
-0.056 |
-1.6% |
3.411 |
| Close |
3.609 |
3.495 |
-0.114 |
-3.2% |
3.609 |
| Range |
0.075 |
0.118 |
0.043 |
57.3% |
0.209 |
| ATR |
0.082 |
0.084 |
0.003 |
3.4% |
0.000 |
| Volume |
15,829 |
32,917 |
17,088 |
108.0% |
65,124 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.884 |
3.808 |
3.560 |
|
| R3 |
3.766 |
3.690 |
3.527 |
|
| R2 |
3.648 |
3.648 |
3.517 |
|
| R1 |
3.572 |
3.572 |
3.506 |
3.551 |
| PP |
3.530 |
3.530 |
3.530 |
3.520 |
| S1 |
3.454 |
3.454 |
3.484 |
3.433 |
| S2 |
3.412 |
3.412 |
3.473 |
|
| S3 |
3.294 |
3.336 |
3.463 |
|
| S4 |
3.176 |
3.218 |
3.430 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.174 |
4.100 |
3.724 |
|
| R3 |
3.965 |
3.891 |
3.666 |
|
| R2 |
3.756 |
3.756 |
3.647 |
|
| R1 |
3.682 |
3.682 |
3.628 |
3.719 |
| PP |
3.547 |
3.547 |
3.547 |
3.565 |
| S1 |
3.473 |
3.473 |
3.590 |
3.510 |
| S2 |
3.338 |
3.338 |
3.571 |
|
| S3 |
3.129 |
3.264 |
3.552 |
|
| S4 |
2.920 |
3.055 |
3.494 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.109 |
|
2.618 |
3.916 |
|
1.618 |
3.798 |
|
1.000 |
3.725 |
|
0.618 |
3.680 |
|
HIGH |
3.607 |
|
0.618 |
3.562 |
|
0.500 |
3.548 |
|
0.382 |
3.534 |
|
LOW |
3.489 |
|
0.618 |
3.416 |
|
1.000 |
3.371 |
|
1.618 |
3.298 |
|
2.618 |
3.180 |
|
4.250 |
2.988 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.548 |
3.555 |
| PP |
3.530 |
3.535 |
| S1 |
3.513 |
3.515 |
|