NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
3.599 |
3.558 |
-0.041 |
-1.1% |
3.528 |
| High |
3.600 |
3.592 |
-0.008 |
-0.2% |
3.600 |
| Low |
3.495 |
3.536 |
0.041 |
1.2% |
3.441 |
| Close |
3.549 |
3.580 |
0.031 |
0.9% |
3.580 |
| Range |
0.105 |
0.056 |
-0.049 |
-46.7% |
0.159 |
| ATR |
0.067 |
0.066 |
-0.001 |
-1.1% |
0.000 |
| Volume |
1,709 |
1,398 |
-311 |
-18.2% |
5,945 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.737 |
3.715 |
3.611 |
|
| R3 |
3.681 |
3.659 |
3.595 |
|
| R2 |
3.625 |
3.625 |
3.590 |
|
| R1 |
3.603 |
3.603 |
3.585 |
3.614 |
| PP |
3.569 |
3.569 |
3.569 |
3.575 |
| S1 |
3.547 |
3.547 |
3.575 |
3.558 |
| S2 |
3.513 |
3.513 |
3.570 |
|
| S3 |
3.457 |
3.491 |
3.565 |
|
| S4 |
3.401 |
3.435 |
3.549 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.017 |
3.958 |
3.667 |
|
| R3 |
3.858 |
3.799 |
3.624 |
|
| R2 |
3.699 |
3.699 |
3.609 |
|
| R1 |
3.640 |
3.640 |
3.595 |
3.670 |
| PP |
3.540 |
3.540 |
3.540 |
3.555 |
| S1 |
3.481 |
3.481 |
3.565 |
3.511 |
| S2 |
3.381 |
3.381 |
3.551 |
|
| S3 |
3.222 |
3.322 |
3.536 |
|
| S4 |
3.063 |
3.163 |
3.493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.600 |
3.441 |
0.159 |
4.4% |
0.074 |
2.1% |
87% |
False |
False |
1,189 |
| 10 |
3.600 |
3.398 |
0.202 |
5.6% |
0.066 |
1.8% |
90% |
False |
False |
1,057 |
| 20 |
3.600 |
3.072 |
0.528 |
14.7% |
0.065 |
1.8% |
96% |
False |
False |
1,023 |
| 40 |
3.600 |
3.072 |
0.528 |
14.7% |
0.052 |
1.5% |
96% |
False |
False |
866 |
| 60 |
3.750 |
3.072 |
0.678 |
18.9% |
0.054 |
1.5% |
75% |
False |
False |
811 |
| 80 |
3.750 |
3.072 |
0.678 |
18.9% |
0.058 |
1.6% |
75% |
False |
False |
730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.830 |
|
2.618 |
3.739 |
|
1.618 |
3.683 |
|
1.000 |
3.648 |
|
0.618 |
3.627 |
|
HIGH |
3.592 |
|
0.618 |
3.571 |
|
0.500 |
3.564 |
|
0.382 |
3.557 |
|
LOW |
3.536 |
|
0.618 |
3.501 |
|
1.000 |
3.480 |
|
1.618 |
3.445 |
|
2.618 |
3.389 |
|
4.250 |
3.298 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.575 |
3.569 |
| PP |
3.569 |
3.558 |
| S1 |
3.564 |
3.548 |
|