NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.499 |
2.461 |
-0.038 |
-1.5% |
2.667 |
| High |
2.553 |
2.463 |
-0.090 |
-3.5% |
2.668 |
| Low |
2.428 |
2.374 |
-0.054 |
-2.2% |
2.374 |
| Close |
2.481 |
2.387 |
-0.094 |
-3.8% |
2.387 |
| Range |
0.125 |
0.089 |
-0.036 |
-28.8% |
0.294 |
| ATR |
0.119 |
0.118 |
-0.001 |
-0.7% |
0.000 |
| Volume |
36,680 |
53,145 |
16,465 |
44.9% |
160,415 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.675 |
2.620 |
2.436 |
|
| R3 |
2.586 |
2.531 |
2.411 |
|
| R2 |
2.497 |
2.497 |
2.403 |
|
| R1 |
2.442 |
2.442 |
2.395 |
2.425 |
| PP |
2.408 |
2.408 |
2.408 |
2.400 |
| S1 |
2.353 |
2.353 |
2.379 |
2.336 |
| S2 |
2.319 |
2.319 |
2.371 |
|
| S3 |
2.230 |
2.264 |
2.363 |
|
| S4 |
2.141 |
2.175 |
2.338 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.358 |
3.167 |
2.549 |
|
| R3 |
3.064 |
2.873 |
2.468 |
|
| R2 |
2.770 |
2.770 |
2.441 |
|
| R1 |
2.579 |
2.579 |
2.414 |
2.528 |
| PP |
2.476 |
2.476 |
2.476 |
2.451 |
| S1 |
2.285 |
2.285 |
2.360 |
2.234 |
| S2 |
2.182 |
2.182 |
2.333 |
|
| S3 |
1.888 |
1.991 |
2.306 |
|
| S4 |
1.594 |
1.697 |
2.225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.758 |
2.374 |
0.384 |
16.1% |
0.121 |
5.1% |
3% |
False |
True |
39,325 |
| 10 |
2.881 |
2.374 |
0.507 |
21.2% |
0.127 |
5.3% |
3% |
False |
True |
38,246 |
| 20 |
2.881 |
2.374 |
0.507 |
21.2% |
0.121 |
5.1% |
3% |
False |
True |
39,615 |
| 40 |
2.881 |
2.175 |
0.706 |
29.6% |
0.102 |
4.3% |
30% |
False |
False |
33,168 |
| 60 |
2.881 |
2.175 |
0.706 |
29.6% |
0.093 |
3.9% |
30% |
False |
False |
26,758 |
| 80 |
3.137 |
2.175 |
0.962 |
40.3% |
0.094 |
4.0% |
22% |
False |
False |
22,922 |
| 100 |
3.330 |
2.175 |
1.155 |
48.4% |
0.105 |
4.4% |
18% |
False |
False |
20,547 |
| 120 |
3.674 |
2.175 |
1.499 |
62.8% |
0.100 |
4.2% |
14% |
False |
False |
17,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.841 |
|
2.618 |
2.696 |
|
1.618 |
2.607 |
|
1.000 |
2.552 |
|
0.618 |
2.518 |
|
HIGH |
2.463 |
|
0.618 |
2.429 |
|
0.500 |
2.419 |
|
0.382 |
2.408 |
|
LOW |
2.374 |
|
0.618 |
2.319 |
|
1.000 |
2.285 |
|
1.618 |
2.230 |
|
2.618 |
2.141 |
|
4.250 |
1.996 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.419 |
2.468 |
| PP |
2.408 |
2.441 |
| S1 |
2.398 |
2.414 |
|