NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
3.455 |
3.452 |
-0.003 |
-0.1% |
3.528 |
| High |
3.525 |
3.496 |
-0.029 |
-0.8% |
3.600 |
| Low |
3.455 |
3.450 |
-0.005 |
-0.1% |
3.441 |
| Close |
3.516 |
3.493 |
-0.023 |
-0.7% |
3.580 |
| Range |
0.070 |
0.046 |
-0.024 |
-34.3% |
0.159 |
| ATR |
0.069 |
0.069 |
0.000 |
-0.3% |
0.000 |
| Volume |
1,487 |
977 |
-510 |
-34.3% |
5,945 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.618 |
3.601 |
3.518 |
|
| R3 |
3.572 |
3.555 |
3.506 |
|
| R2 |
3.526 |
3.526 |
3.501 |
|
| R1 |
3.509 |
3.509 |
3.497 |
3.518 |
| PP |
3.480 |
3.480 |
3.480 |
3.484 |
| S1 |
3.463 |
3.463 |
3.489 |
3.472 |
| S2 |
3.434 |
3.434 |
3.485 |
|
| S3 |
3.388 |
3.417 |
3.480 |
|
| S4 |
3.342 |
3.371 |
3.468 |
|
|
| 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 |
3.450 |
0.150 |
4.3% |
0.071 |
2.0% |
29% |
False |
True |
1,407 |
| 10 |
3.600 |
3.441 |
0.159 |
4.6% |
0.068 |
1.9% |
33% |
False |
False |
1,154 |
| 20 |
3.600 |
3.216 |
0.384 |
11.0% |
0.066 |
1.9% |
72% |
False |
False |
1,080 |
| 40 |
3.600 |
3.072 |
0.528 |
15.1% |
0.055 |
1.6% |
80% |
False |
False |
944 |
| 60 |
3.600 |
3.072 |
0.528 |
15.1% |
0.053 |
1.5% |
80% |
False |
False |
759 |
| 80 |
3.750 |
3.072 |
0.678 |
19.4% |
0.056 |
1.6% |
62% |
False |
False |
737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.692 |
|
2.618 |
3.616 |
|
1.618 |
3.570 |
|
1.000 |
3.542 |
|
0.618 |
3.524 |
|
HIGH |
3.496 |
|
0.618 |
3.478 |
|
0.500 |
3.473 |
|
0.382 |
3.468 |
|
LOW |
3.450 |
|
0.618 |
3.422 |
|
1.000 |
3.404 |
|
1.618 |
3.376 |
|
2.618 |
3.330 |
|
4.250 |
3.255 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.486 |
3.498 |
| PP |
3.480 |
3.496 |
| S1 |
3.473 |
3.495 |
|