NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
3.464 |
3.406 |
-0.058 |
-1.7% |
3.545 |
| High |
3.466 |
3.416 |
-0.050 |
-1.4% |
3.545 |
| Low |
3.421 |
3.373 |
-0.048 |
-1.4% |
3.373 |
| Close |
3.435 |
3.416 |
-0.019 |
-0.6% |
3.416 |
| Range |
0.045 |
0.043 |
-0.002 |
-4.4% |
0.172 |
| ATR |
0.069 |
0.069 |
-0.001 |
-0.7% |
0.000 |
| Volume |
1,172 |
963 |
-209 |
-17.8% |
6,065 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.531 |
3.516 |
3.440 |
|
| R3 |
3.488 |
3.473 |
3.428 |
|
| R2 |
3.445 |
3.445 |
3.424 |
|
| R1 |
3.430 |
3.430 |
3.420 |
3.438 |
| PP |
3.402 |
3.402 |
3.402 |
3.405 |
| S1 |
3.387 |
3.387 |
3.412 |
3.395 |
| S2 |
3.359 |
3.359 |
3.408 |
|
| S3 |
3.316 |
3.344 |
3.404 |
|
| S4 |
3.273 |
3.301 |
3.392 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.961 |
3.860 |
3.511 |
|
| R3 |
3.789 |
3.688 |
3.463 |
|
| R2 |
3.617 |
3.617 |
3.448 |
|
| R1 |
3.516 |
3.516 |
3.432 |
3.481 |
| PP |
3.445 |
3.445 |
3.445 |
3.427 |
| S1 |
3.344 |
3.344 |
3.400 |
3.309 |
| S2 |
3.273 |
3.273 |
3.384 |
|
| S3 |
3.101 |
3.172 |
3.369 |
|
| S4 |
2.929 |
3.000 |
3.321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.545 |
3.373 |
0.172 |
5.0% |
0.056 |
1.6% |
25% |
False |
True |
1,213 |
| 10 |
3.600 |
3.373 |
0.227 |
6.6% |
0.065 |
1.9% |
19% |
False |
True |
1,201 |
| 20 |
3.600 |
3.259 |
0.341 |
10.0% |
0.063 |
1.9% |
46% |
False |
False |
1,065 |
| 40 |
3.600 |
3.072 |
0.528 |
15.5% |
0.054 |
1.6% |
65% |
False |
False |
972 |
| 60 |
3.600 |
3.072 |
0.528 |
15.5% |
0.052 |
1.5% |
65% |
False |
False |
785 |
| 80 |
3.750 |
3.072 |
0.678 |
19.8% |
0.056 |
1.6% |
51% |
False |
False |
759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.599 |
|
2.618 |
3.529 |
|
1.618 |
3.486 |
|
1.000 |
3.459 |
|
0.618 |
3.443 |
|
HIGH |
3.416 |
|
0.618 |
3.400 |
|
0.500 |
3.395 |
|
0.382 |
3.389 |
|
LOW |
3.373 |
|
0.618 |
3.346 |
|
1.000 |
3.330 |
|
1.618 |
3.303 |
|
2.618 |
3.260 |
|
4.250 |
3.190 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.409 |
3.435 |
| PP |
3.402 |
3.428 |
| S1 |
3.395 |
3.422 |
|