NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
3.403 |
3.495 |
0.092 |
2.7% |
3.288 |
| High |
3.494 |
3.524 |
0.030 |
0.9% |
3.423 |
| Low |
3.398 |
3.481 |
0.083 |
2.4% |
3.259 |
| Close |
3.463 |
3.524 |
0.061 |
1.8% |
3.367 |
| Range |
0.096 |
0.043 |
-0.053 |
-55.2% |
0.164 |
| ATR |
0.063 |
0.063 |
0.000 |
-0.2% |
0.000 |
| Volume |
478 |
1,798 |
1,320 |
276.2% |
4,674 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.639 |
3.624 |
3.548 |
|
| R3 |
3.596 |
3.581 |
3.536 |
|
| R2 |
3.553 |
3.553 |
3.532 |
|
| R1 |
3.538 |
3.538 |
3.528 |
3.546 |
| PP |
3.510 |
3.510 |
3.510 |
3.513 |
| S1 |
3.495 |
3.495 |
3.520 |
3.503 |
| S2 |
3.467 |
3.467 |
3.516 |
|
| S3 |
3.424 |
3.452 |
3.512 |
|
| S4 |
3.381 |
3.409 |
3.500 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.842 |
3.768 |
3.457 |
|
| R3 |
3.678 |
3.604 |
3.412 |
|
| R2 |
3.514 |
3.514 |
3.397 |
|
| R1 |
3.440 |
3.440 |
3.382 |
3.477 |
| PP |
3.350 |
3.350 |
3.350 |
3.368 |
| S1 |
3.276 |
3.276 |
3.352 |
3.313 |
| S2 |
3.186 |
3.186 |
3.337 |
|
| S3 |
3.022 |
3.112 |
3.322 |
|
| S4 |
2.858 |
2.948 |
3.277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.524 |
3.366 |
0.158 |
4.5% |
0.053 |
1.5% |
100% |
True |
False |
1,067 |
| 10 |
3.524 |
3.216 |
0.308 |
8.7% |
0.064 |
1.8% |
100% |
True |
False |
1,005 |
| 20 |
3.524 |
3.072 |
0.452 |
12.8% |
0.051 |
1.5% |
100% |
True |
False |
915 |
| 40 |
3.526 |
3.072 |
0.454 |
12.9% |
0.048 |
1.4% |
100% |
False |
False |
743 |
| 60 |
3.750 |
3.072 |
0.678 |
19.2% |
0.051 |
1.5% |
67% |
False |
False |
732 |
| 80 |
3.750 |
3.072 |
0.678 |
19.2% |
0.060 |
1.7% |
67% |
False |
False |
749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.707 |
|
2.618 |
3.637 |
|
1.618 |
3.594 |
|
1.000 |
3.567 |
|
0.618 |
3.551 |
|
HIGH |
3.524 |
|
0.618 |
3.508 |
|
0.500 |
3.503 |
|
0.382 |
3.497 |
|
LOW |
3.481 |
|
0.618 |
3.454 |
|
1.000 |
3.438 |
|
1.618 |
3.411 |
|
2.618 |
3.368 |
|
4.250 |
3.298 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.517 |
3.503 |
| PP |
3.510 |
3.482 |
| S1 |
3.503 |
3.461 |
|