NYMEX Natural Gas Future August 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 |
2.468 |
2.328 |
-0.140 |
-5.7% |
2.407 |
| High |
2.493 |
2.366 |
-0.127 |
-5.1% |
2.534 |
| Low |
2.318 |
2.283 |
-0.035 |
-1.5% |
2.283 |
| Close |
2.327 |
2.344 |
0.017 |
0.7% |
2.344 |
| Range |
0.175 |
0.083 |
-0.092 |
-52.6% |
0.251 |
| ATR |
0.118 |
0.115 |
-0.002 |
-2.1% |
0.000 |
| Volume |
56,298 |
74,917 |
18,619 |
33.1% |
244,838 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.580 |
2.545 |
2.390 |
|
| R3 |
2.497 |
2.462 |
2.367 |
|
| R2 |
2.414 |
2.414 |
2.359 |
|
| R1 |
2.379 |
2.379 |
2.352 |
2.397 |
| PP |
2.331 |
2.331 |
2.331 |
2.340 |
| S1 |
2.296 |
2.296 |
2.336 |
2.314 |
| S2 |
2.248 |
2.248 |
2.329 |
|
| S3 |
2.165 |
2.213 |
2.321 |
|
| S4 |
2.082 |
2.130 |
2.298 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.140 |
2.993 |
2.482 |
|
| R3 |
2.889 |
2.742 |
2.413 |
|
| R2 |
2.638 |
2.638 |
2.390 |
|
| R1 |
2.491 |
2.491 |
2.367 |
2.439 |
| PP |
2.387 |
2.387 |
2.387 |
2.361 |
| S1 |
2.240 |
2.240 |
2.321 |
2.188 |
| S2 |
2.136 |
2.136 |
2.298 |
|
| S3 |
1.885 |
1.989 |
2.275 |
|
| S4 |
1.634 |
1.738 |
2.206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.534 |
2.283 |
0.251 |
10.7% |
0.110 |
4.7% |
24% |
False |
True |
48,967 |
| 10 |
2.758 |
2.283 |
0.475 |
20.3% |
0.116 |
4.9% |
13% |
False |
True |
44,146 |
| 20 |
2.881 |
2.283 |
0.598 |
25.5% |
0.121 |
5.2% |
10% |
False |
True |
41,949 |
| 40 |
2.881 |
2.175 |
0.706 |
30.1% |
0.106 |
4.5% |
24% |
False |
False |
36,314 |
| 60 |
2.881 |
2.175 |
0.706 |
30.1% |
0.096 |
4.1% |
24% |
False |
False |
29,656 |
| 80 |
3.137 |
2.175 |
0.962 |
41.0% |
0.096 |
4.1% |
18% |
False |
False |
24,933 |
| 100 |
3.148 |
2.175 |
0.973 |
41.5% |
0.104 |
4.4% |
17% |
False |
False |
22,613 |
| 120 |
3.522 |
2.175 |
1.347 |
57.5% |
0.101 |
4.3% |
13% |
False |
False |
19,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.719 |
|
2.618 |
2.583 |
|
1.618 |
2.500 |
|
1.000 |
2.449 |
|
0.618 |
2.417 |
|
HIGH |
2.366 |
|
0.618 |
2.334 |
|
0.500 |
2.325 |
|
0.382 |
2.315 |
|
LOW |
2.283 |
|
0.618 |
2.232 |
|
1.000 |
2.200 |
|
1.618 |
2.149 |
|
2.618 |
2.066 |
|
4.250 |
1.930 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.338 |
2.409 |
| PP |
2.331 |
2.387 |
| S1 |
2.325 |
2.366 |
|