NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
3.545 |
3.455 |
-0.090 |
-2.5% |
3.528 |
| High |
3.545 |
3.525 |
-0.020 |
-0.6% |
3.600 |
| Low |
3.469 |
3.455 |
-0.014 |
-0.4% |
3.441 |
| Close |
3.469 |
3.516 |
0.047 |
1.4% |
3.580 |
| Range |
0.076 |
0.070 |
-0.006 |
-7.9% |
0.159 |
| ATR |
0.069 |
0.069 |
0.000 |
0.1% |
0.000 |
| Volume |
1,466 |
1,487 |
21 |
1.4% |
5,945 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.709 |
3.682 |
3.555 |
|
| R3 |
3.639 |
3.612 |
3.535 |
|
| R2 |
3.569 |
3.569 |
3.529 |
|
| R1 |
3.542 |
3.542 |
3.522 |
3.556 |
| PP |
3.499 |
3.499 |
3.499 |
3.505 |
| S1 |
3.472 |
3.472 |
3.510 |
3.486 |
| S2 |
3.429 |
3.429 |
3.503 |
|
| S3 |
3.359 |
3.402 |
3.497 |
|
| S4 |
3.289 |
3.332 |
3.478 |
|
|
| 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 |
3.455 |
0.145 |
4.1% |
0.074 |
2.1% |
42% |
False |
True |
1,365 |
| 10 |
3.600 |
3.441 |
0.159 |
4.5% |
0.068 |
1.9% |
47% |
False |
False |
1,236 |
| 20 |
3.600 |
3.155 |
0.445 |
12.7% |
0.067 |
1.9% |
81% |
False |
False |
1,077 |
| 40 |
3.600 |
3.072 |
0.528 |
15.0% |
0.054 |
1.5% |
84% |
False |
False |
928 |
| 60 |
3.600 |
3.072 |
0.528 |
15.0% |
0.053 |
1.5% |
84% |
False |
False |
771 |
| 80 |
3.750 |
3.072 |
0.678 |
19.3% |
0.057 |
1.6% |
65% |
False |
False |
731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.823 |
|
2.618 |
3.708 |
|
1.618 |
3.638 |
|
1.000 |
3.595 |
|
0.618 |
3.568 |
|
HIGH |
3.525 |
|
0.618 |
3.498 |
|
0.500 |
3.490 |
|
0.382 |
3.482 |
|
LOW |
3.455 |
|
0.618 |
3.412 |
|
1.000 |
3.385 |
|
1.618 |
3.342 |
|
2.618 |
3.272 |
|
4.250 |
3.158 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.507 |
3.524 |
| PP |
3.499 |
3.521 |
| S1 |
3.490 |
3.519 |
|