NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.446 |
2.421 |
-0.025 |
-1.0% |
2.616 |
| High |
2.487 |
2.439 |
-0.048 |
-1.9% |
2.621 |
| Low |
2.397 |
2.263 |
-0.134 |
-5.6% |
2.313 |
| Close |
2.421 |
2.274 |
-0.147 |
-6.1% |
2.326 |
| Range |
0.090 |
0.176 |
0.086 |
95.6% |
0.308 |
| ATR |
0.117 |
0.121 |
0.004 |
3.6% |
0.000 |
| Volume |
130,474 |
174,232 |
43,758 |
33.5% |
604,267 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.853 |
2.740 |
2.371 |
|
| R3 |
2.677 |
2.564 |
2.322 |
|
| R2 |
2.501 |
2.501 |
2.306 |
|
| R1 |
2.388 |
2.388 |
2.290 |
2.357 |
| PP |
2.325 |
2.325 |
2.325 |
2.310 |
| S1 |
2.212 |
2.212 |
2.258 |
2.181 |
| S2 |
2.149 |
2.149 |
2.242 |
|
| S3 |
1.973 |
2.036 |
2.226 |
|
| S4 |
1.797 |
1.860 |
2.177 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.344 |
3.143 |
2.495 |
|
| R3 |
3.036 |
2.835 |
2.411 |
|
| R2 |
2.728 |
2.728 |
2.382 |
|
| R1 |
2.527 |
2.527 |
2.354 |
2.474 |
| PP |
2.420 |
2.420 |
2.420 |
2.393 |
| S1 |
2.219 |
2.219 |
2.298 |
2.166 |
| S2 |
2.112 |
2.112 |
2.270 |
|
| S3 |
1.804 |
1.911 |
2.241 |
|
| S4 |
1.496 |
1.603 |
2.157 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.487 |
2.263 |
0.224 |
9.9% |
0.117 |
5.1% |
5% |
False |
True |
139,342 |
| 10 |
2.809 |
2.263 |
0.546 |
24.0% |
0.123 |
5.4% |
2% |
False |
True |
134,992 |
| 20 |
2.838 |
2.263 |
0.575 |
25.3% |
0.127 |
5.6% |
2% |
False |
True |
105,493 |
| 40 |
2.838 |
2.096 |
0.742 |
32.6% |
0.111 |
4.9% |
24% |
False |
False |
82,524 |
| 60 |
2.838 |
2.096 |
0.742 |
32.6% |
0.100 |
4.4% |
24% |
False |
False |
66,577 |
| 80 |
3.104 |
2.096 |
1.008 |
44.3% |
0.100 |
4.4% |
18% |
False |
False |
55,123 |
| 100 |
3.128 |
2.096 |
1.032 |
45.4% |
0.109 |
4.8% |
17% |
False |
False |
48,191 |
| 120 |
3.496 |
2.096 |
1.400 |
61.6% |
0.105 |
4.6% |
13% |
False |
False |
41,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.187 |
|
2.618 |
2.900 |
|
1.618 |
2.724 |
|
1.000 |
2.615 |
|
0.618 |
2.548 |
|
HIGH |
2.439 |
|
0.618 |
2.372 |
|
0.500 |
2.351 |
|
0.382 |
2.330 |
|
LOW |
2.263 |
|
0.618 |
2.154 |
|
1.000 |
2.087 |
|
1.618 |
1.978 |
|
2.618 |
1.802 |
|
4.250 |
1.515 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.351 |
2.375 |
| PP |
2.325 |
2.341 |
| S1 |
2.300 |
2.308 |
|