NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
3.550 |
3.550 |
0.000 |
0.0% |
3.402 |
| High |
3.550 |
3.562 |
0.012 |
0.3% |
3.562 |
| Low |
3.499 |
3.496 |
-0.003 |
-0.1% |
3.398 |
| Close |
3.536 |
3.525 |
-0.011 |
-0.3% |
3.525 |
| Range |
0.051 |
0.066 |
0.015 |
29.4% |
0.164 |
| ATR |
0.062 |
0.062 |
0.000 |
0.5% |
0.000 |
| Volume |
887 |
784 |
-103 |
-11.6% |
4,631 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.726 |
3.691 |
3.561 |
|
| R3 |
3.660 |
3.625 |
3.543 |
|
| R2 |
3.594 |
3.594 |
3.537 |
|
| R1 |
3.559 |
3.559 |
3.531 |
3.544 |
| PP |
3.528 |
3.528 |
3.528 |
3.520 |
| S1 |
3.493 |
3.493 |
3.519 |
3.478 |
| S2 |
3.462 |
3.462 |
3.513 |
|
| S3 |
3.396 |
3.427 |
3.507 |
|
| S4 |
3.330 |
3.361 |
3.489 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.987 |
3.920 |
3.615 |
|
| R3 |
3.823 |
3.756 |
3.570 |
|
| R2 |
3.659 |
3.659 |
3.555 |
|
| R1 |
3.592 |
3.592 |
3.540 |
3.626 |
| PP |
3.495 |
3.495 |
3.495 |
3.512 |
| S1 |
3.428 |
3.428 |
3.510 |
3.462 |
| S2 |
3.331 |
3.331 |
3.495 |
|
| S3 |
3.167 |
3.264 |
3.480 |
|
| S4 |
3.003 |
3.100 |
3.435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.562 |
3.398 |
0.164 |
4.7% |
0.057 |
1.6% |
77% |
True |
False |
926 |
| 10 |
3.562 |
3.259 |
0.303 |
8.6% |
0.062 |
1.8% |
88% |
True |
False |
930 |
| 20 |
3.562 |
3.072 |
0.490 |
13.9% |
0.054 |
1.5% |
92% |
True |
False |
885 |
| 40 |
3.562 |
3.072 |
0.490 |
13.9% |
0.048 |
1.4% |
92% |
True |
False |
761 |
| 60 |
3.750 |
3.072 |
0.678 |
19.2% |
0.052 |
1.5% |
67% |
False |
False |
749 |
| 80 |
3.750 |
3.072 |
0.678 |
19.2% |
0.060 |
1.7% |
67% |
False |
False |
760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.843 |
|
2.618 |
3.735 |
|
1.618 |
3.669 |
|
1.000 |
3.628 |
|
0.618 |
3.603 |
|
HIGH |
3.562 |
|
0.618 |
3.537 |
|
0.500 |
3.529 |
|
0.382 |
3.521 |
|
LOW |
3.496 |
|
0.618 |
3.455 |
|
1.000 |
3.430 |
|
1.618 |
3.389 |
|
2.618 |
3.323 |
|
4.250 |
3.216 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.529 |
3.524 |
| PP |
3.528 |
3.523 |
| S1 |
3.526 |
3.522 |
|