NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.461 |
2.407 |
-0.054 |
-2.2% |
2.667 |
| High |
2.463 |
2.492 |
0.029 |
1.2% |
2.668 |
| Low |
2.374 |
2.375 |
0.001 |
0.0% |
2.374 |
| Close |
2.387 |
2.467 |
0.080 |
3.4% |
2.387 |
| Range |
0.089 |
0.117 |
0.028 |
31.5% |
0.294 |
| ATR |
0.118 |
0.118 |
0.000 |
-0.1% |
0.000 |
| Volume |
53,145 |
41,950 |
-11,195 |
-21.1% |
160,415 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.796 |
2.748 |
2.531 |
|
| R3 |
2.679 |
2.631 |
2.499 |
|
| R2 |
2.562 |
2.562 |
2.488 |
|
| R1 |
2.514 |
2.514 |
2.478 |
2.538 |
| PP |
2.445 |
2.445 |
2.445 |
2.457 |
| S1 |
2.397 |
2.397 |
2.456 |
2.421 |
| S2 |
2.328 |
2.328 |
2.446 |
|
| S3 |
2.211 |
2.280 |
2.435 |
|
| S4 |
2.094 |
2.163 |
2.403 |
|
|
| 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 |
2.668 |
2.374 |
0.294 |
11.9% |
0.119 |
4.8% |
32% |
False |
False |
40,473 |
| 10 |
2.866 |
2.374 |
0.492 |
19.9% |
0.124 |
5.0% |
19% |
False |
False |
38,671 |
| 20 |
2.881 |
2.374 |
0.507 |
20.6% |
0.122 |
4.9% |
18% |
False |
False |
39,912 |
| 40 |
2.881 |
2.175 |
0.706 |
28.6% |
0.102 |
4.1% |
41% |
False |
False |
33,708 |
| 60 |
2.881 |
2.175 |
0.706 |
28.6% |
0.094 |
3.8% |
41% |
False |
False |
27,167 |
| 80 |
3.137 |
2.175 |
0.962 |
39.0% |
0.095 |
3.8% |
30% |
False |
False |
23,160 |
| 100 |
3.232 |
2.175 |
1.057 |
42.8% |
0.105 |
4.3% |
28% |
False |
False |
20,917 |
| 120 |
3.560 |
2.175 |
1.385 |
56.1% |
0.100 |
4.0% |
21% |
False |
False |
17,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.989 |
|
2.618 |
2.798 |
|
1.618 |
2.681 |
|
1.000 |
2.609 |
|
0.618 |
2.564 |
|
HIGH |
2.492 |
|
0.618 |
2.447 |
|
0.500 |
2.434 |
|
0.382 |
2.420 |
|
LOW |
2.375 |
|
0.618 |
2.303 |
|
1.000 |
2.258 |
|
1.618 |
2.186 |
|
2.618 |
2.069 |
|
4.250 |
1.878 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.456 |
2.466 |
| PP |
2.445 |
2.465 |
| S1 |
2.434 |
2.464 |
|