NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.421 |
2.276 |
-0.145 |
-6.0% |
2.330 |
| High |
2.439 |
2.323 |
-0.116 |
-4.8% |
2.487 |
| Low |
2.263 |
2.231 |
-0.032 |
-1.4% |
2.231 |
| Close |
2.274 |
2.299 |
0.025 |
1.1% |
2.299 |
| Range |
0.176 |
0.092 |
-0.084 |
-47.7% |
0.256 |
| ATR |
0.121 |
0.119 |
-0.002 |
-1.7% |
0.000 |
| Volume |
174,232 |
132,892 |
-41,340 |
-23.7% |
686,988 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.560 |
2.522 |
2.350 |
|
| R3 |
2.468 |
2.430 |
2.324 |
|
| R2 |
2.376 |
2.376 |
2.316 |
|
| R1 |
2.338 |
2.338 |
2.307 |
2.357 |
| PP |
2.284 |
2.284 |
2.284 |
2.294 |
| S1 |
2.246 |
2.246 |
2.291 |
2.265 |
| S2 |
2.192 |
2.192 |
2.282 |
|
| S3 |
2.100 |
2.154 |
2.274 |
|
| S4 |
2.008 |
2.062 |
2.248 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.107 |
2.959 |
2.440 |
|
| R3 |
2.851 |
2.703 |
2.369 |
|
| R2 |
2.595 |
2.595 |
2.346 |
|
| R1 |
2.447 |
2.447 |
2.322 |
2.393 |
| PP |
2.339 |
2.339 |
2.339 |
2.312 |
| S1 |
2.191 |
2.191 |
2.276 |
2.137 |
| S2 |
2.083 |
2.083 |
2.252 |
|
| S3 |
1.827 |
1.935 |
2.229 |
|
| S4 |
1.571 |
1.679 |
2.158 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.487 |
2.231 |
0.256 |
11.1% |
0.115 |
5.0% |
27% |
False |
True |
137,397 |
| 10 |
2.716 |
2.231 |
0.485 |
21.1% |
0.120 |
5.2% |
14% |
False |
True |
140,156 |
| 20 |
2.838 |
2.231 |
0.607 |
26.4% |
0.126 |
5.5% |
11% |
False |
True |
108,357 |
| 40 |
2.838 |
2.096 |
0.742 |
32.3% |
0.112 |
4.9% |
27% |
False |
False |
83,799 |
| 60 |
2.838 |
2.096 |
0.742 |
32.3% |
0.100 |
4.4% |
27% |
False |
False |
68,384 |
| 80 |
3.104 |
2.096 |
1.008 |
43.8% |
0.100 |
4.4% |
20% |
False |
False |
56,456 |
| 100 |
3.128 |
2.096 |
1.032 |
44.9% |
0.108 |
4.7% |
20% |
False |
False |
49,366 |
| 120 |
3.496 |
2.096 |
1.400 |
60.9% |
0.106 |
4.6% |
15% |
False |
False |
42,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.714 |
|
2.618 |
2.564 |
|
1.618 |
2.472 |
|
1.000 |
2.415 |
|
0.618 |
2.380 |
|
HIGH |
2.323 |
|
0.618 |
2.288 |
|
0.500 |
2.277 |
|
0.382 |
2.266 |
|
LOW |
2.231 |
|
0.618 |
2.174 |
|
1.000 |
2.139 |
|
1.618 |
2.082 |
|
2.618 |
1.990 |
|
4.250 |
1.840 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.292 |
2.359 |
| PP |
2.284 |
2.339 |
| S1 |
2.277 |
2.319 |
|