NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
3.409 |
3.373 |
-0.036 |
-1.1% |
3.076 |
| High |
3.409 |
3.408 |
-0.001 |
0.0% |
3.298 |
| Low |
3.329 |
3.370 |
0.041 |
1.2% |
3.072 |
| Close |
3.330 |
3.404 |
0.074 |
2.2% |
3.287 |
| Range |
0.080 |
0.038 |
-0.042 |
-52.5% |
0.226 |
| ATR |
0.059 |
0.060 |
0.001 |
2.4% |
0.000 |
| Volume |
745 |
1,368 |
623 |
83.6% |
5,211 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.508 |
3.494 |
3.425 |
|
| R3 |
3.470 |
3.456 |
3.414 |
|
| R2 |
3.432 |
3.432 |
3.411 |
|
| R1 |
3.418 |
3.418 |
3.407 |
3.425 |
| PP |
3.394 |
3.394 |
3.394 |
3.398 |
| S1 |
3.380 |
3.380 |
3.401 |
3.387 |
| S2 |
3.356 |
3.356 |
3.397 |
|
| S3 |
3.318 |
3.342 |
3.394 |
|
| S4 |
3.280 |
3.304 |
3.383 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.897 |
3.818 |
3.411 |
|
| R3 |
3.671 |
3.592 |
3.349 |
|
| R2 |
3.445 |
3.445 |
3.328 |
|
| R1 |
3.366 |
3.366 |
3.308 |
3.406 |
| PP |
3.219 |
3.219 |
3.219 |
3.239 |
| S1 |
3.140 |
3.140 |
3.266 |
3.180 |
| S2 |
2.993 |
2.993 |
3.246 |
|
| S3 |
2.767 |
2.914 |
3.225 |
|
| S4 |
2.541 |
2.688 |
3.163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.409 |
3.238 |
0.171 |
5.0% |
0.065 |
1.9% |
97% |
False |
False |
958 |
| 10 |
3.409 |
3.072 |
0.337 |
9.9% |
0.060 |
1.8% |
99% |
False |
False |
974 |
| 20 |
3.409 |
3.072 |
0.337 |
9.9% |
0.050 |
1.5% |
99% |
False |
False |
868 |
| 40 |
3.526 |
3.072 |
0.454 |
13.3% |
0.050 |
1.5% |
73% |
False |
False |
683 |
| 60 |
3.750 |
3.072 |
0.678 |
19.9% |
0.051 |
1.5% |
49% |
False |
False |
688 |
| 80 |
3.851 |
3.072 |
0.779 |
22.9% |
0.060 |
1.8% |
43% |
False |
False |
716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.570 |
|
2.618 |
3.507 |
|
1.618 |
3.469 |
|
1.000 |
3.446 |
|
0.618 |
3.431 |
|
HIGH |
3.408 |
|
0.618 |
3.393 |
|
0.500 |
3.389 |
|
0.382 |
3.385 |
|
LOW |
3.370 |
|
0.618 |
3.347 |
|
1.000 |
3.332 |
|
1.618 |
3.309 |
|
2.618 |
3.271 |
|
4.250 |
3.209 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.399 |
3.392 |
| PP |
3.394 |
3.381 |
| S1 |
3.389 |
3.369 |
|