NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.407 |
2.485 |
0.078 |
3.2% |
2.667 |
| High |
2.492 |
2.522 |
0.030 |
1.2% |
2.668 |
| Low |
2.375 |
2.433 |
0.058 |
2.4% |
2.374 |
| Close |
2.467 |
2.496 |
0.029 |
1.2% |
2.387 |
| Range |
0.117 |
0.089 |
-0.028 |
-23.9% |
0.294 |
| ATR |
0.118 |
0.116 |
-0.002 |
-1.7% |
0.000 |
| Volume |
41,950 |
32,187 |
-9,763 |
-23.3% |
160,415 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.751 |
2.712 |
2.545 |
|
| R3 |
2.662 |
2.623 |
2.520 |
|
| R2 |
2.573 |
2.573 |
2.512 |
|
| R1 |
2.534 |
2.534 |
2.504 |
2.554 |
| PP |
2.484 |
2.484 |
2.484 |
2.493 |
| S1 |
2.445 |
2.445 |
2.488 |
2.465 |
| S2 |
2.395 |
2.395 |
2.480 |
|
| S3 |
2.306 |
2.356 |
2.472 |
|
| S4 |
2.217 |
2.267 |
2.447 |
|
|
| 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 |
2.562 |
2.374 |
0.188 |
7.5% |
0.107 |
4.3% |
65% |
False |
False |
40,563 |
| 10 |
2.850 |
2.374 |
0.476 |
19.1% |
0.118 |
4.7% |
26% |
False |
False |
37,188 |
| 20 |
2.881 |
2.374 |
0.507 |
20.3% |
0.123 |
4.9% |
24% |
False |
False |
39,891 |
| 40 |
2.881 |
2.175 |
0.706 |
28.3% |
0.103 |
4.1% |
45% |
False |
False |
33,936 |
| 60 |
2.881 |
2.175 |
0.706 |
28.3% |
0.095 |
3.8% |
45% |
False |
False |
27,479 |
| 80 |
3.137 |
2.175 |
0.962 |
38.5% |
0.094 |
3.8% |
33% |
False |
False |
23,322 |
| 100 |
3.148 |
2.175 |
0.973 |
39.0% |
0.104 |
4.2% |
33% |
False |
False |
21,157 |
| 120 |
3.560 |
2.175 |
1.385 |
55.5% |
0.100 |
4.0% |
23% |
False |
False |
18,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.900 |
|
2.618 |
2.755 |
|
1.618 |
2.666 |
|
1.000 |
2.611 |
|
0.618 |
2.577 |
|
HIGH |
2.522 |
|
0.618 |
2.488 |
|
0.500 |
2.478 |
|
0.382 |
2.467 |
|
LOW |
2.433 |
|
0.618 |
2.378 |
|
1.000 |
2.344 |
|
1.618 |
2.289 |
|
2.618 |
2.200 |
|
4.250 |
2.055 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.490 |
2.480 |
| PP |
2.484 |
2.464 |
| S1 |
2.478 |
2.448 |
|