NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2.642 |
2.547 |
-0.095 |
-3.6% |
2.722 |
| High |
2.654 |
2.560 |
-0.094 |
-3.5% |
2.750 |
| Low |
2.523 |
2.399 |
-0.124 |
-4.9% |
2.523 |
| Close |
2.550 |
2.429 |
-0.121 |
-4.7% |
2.550 |
| Range |
0.131 |
0.161 |
0.030 |
22.9% |
0.227 |
| ATR |
0.123 |
0.126 |
0.003 |
2.2% |
0.000 |
| Volume |
81,903 |
12,194 |
-69,709 |
-85.1% |
606,055 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.946 |
2.848 |
2.518 |
|
| R3 |
2.785 |
2.687 |
2.473 |
|
| R2 |
2.624 |
2.624 |
2.459 |
|
| R1 |
2.526 |
2.526 |
2.444 |
2.495 |
| PP |
2.463 |
2.463 |
2.463 |
2.447 |
| S1 |
2.365 |
2.365 |
2.414 |
2.334 |
| S2 |
2.302 |
2.302 |
2.399 |
|
| S3 |
2.141 |
2.204 |
2.385 |
|
| S4 |
1.980 |
2.043 |
2.340 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.289 |
3.146 |
2.675 |
|
| R3 |
3.062 |
2.919 |
2.612 |
|
| R2 |
2.835 |
2.835 |
2.592 |
|
| R1 |
2.692 |
2.692 |
2.571 |
2.650 |
| PP |
2.608 |
2.608 |
2.608 |
2.587 |
| S1 |
2.465 |
2.465 |
2.529 |
2.423 |
| S2 |
2.381 |
2.381 |
2.508 |
|
| S3 |
2.154 |
2.238 |
2.488 |
|
| S4 |
1.927 |
2.011 |
2.425 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.750 |
2.399 |
0.351 |
14.5% |
0.139 |
5.7% |
9% |
False |
True |
97,930 |
| 10 |
2.759 |
2.387 |
0.372 |
15.3% |
0.146 |
6.0% |
11% |
False |
False |
119,706 |
| 20 |
2.759 |
2.236 |
0.523 |
21.5% |
0.130 |
5.4% |
37% |
False |
False |
128,628 |
| 40 |
2.759 |
1.982 |
0.777 |
32.0% |
0.107 |
4.4% |
58% |
False |
False |
105,033 |
| 60 |
2.759 |
1.982 |
0.777 |
32.0% |
0.099 |
4.1% |
58% |
False |
False |
79,934 |
| 80 |
3.040 |
1.982 |
1.058 |
43.6% |
0.102 |
4.2% |
42% |
False |
False |
66,581 |
| 100 |
3.309 |
1.982 |
1.327 |
54.6% |
0.111 |
4.6% |
34% |
False |
False |
57,434 |
| 120 |
3.686 |
1.982 |
1.704 |
70.2% |
0.106 |
4.4% |
26% |
False |
False |
48,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.244 |
|
2.618 |
2.981 |
|
1.618 |
2.820 |
|
1.000 |
2.721 |
|
0.618 |
2.659 |
|
HIGH |
2.560 |
|
0.618 |
2.498 |
|
0.500 |
2.480 |
|
0.382 |
2.461 |
|
LOW |
2.399 |
|
0.618 |
2.300 |
|
1.000 |
2.238 |
|
1.618 |
2.139 |
|
2.618 |
1.978 |
|
4.250 |
1.715 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.480 |
2.575 |
| PP |
2.463 |
2.526 |
| S1 |
2.446 |
2.478 |
|