NYMEX Natural Gas Future September 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 |
2.533 |
2.506 |
-0.027 |
-1.1% |
2.702 |
| High |
2.600 |
2.506 |
-0.094 |
-3.6% |
2.704 |
| Low |
2.468 |
2.425 |
-0.043 |
-1.7% |
2.425 |
| Close |
2.531 |
2.437 |
-0.094 |
-3.7% |
2.437 |
| Range |
0.132 |
0.081 |
-0.051 |
-38.6% |
0.279 |
| ATR |
0.116 |
0.115 |
-0.001 |
-0.6% |
0.000 |
| Volume |
32,995 |
54,786 |
21,791 |
66.0% |
148,815 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.699 |
2.649 |
2.482 |
|
| R3 |
2.618 |
2.568 |
2.459 |
|
| R2 |
2.537 |
2.537 |
2.452 |
|
| R1 |
2.487 |
2.487 |
2.444 |
2.472 |
| PP |
2.456 |
2.456 |
2.456 |
2.448 |
| S1 |
2.406 |
2.406 |
2.430 |
2.391 |
| S2 |
2.375 |
2.375 |
2.422 |
|
| S3 |
2.294 |
2.325 |
2.415 |
|
| S4 |
2.213 |
2.244 |
2.392 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.359 |
3.177 |
2.590 |
|
| R3 |
3.080 |
2.898 |
2.514 |
|
| R2 |
2.801 |
2.801 |
2.488 |
|
| R1 |
2.619 |
2.619 |
2.463 |
2.571 |
| PP |
2.522 |
2.522 |
2.522 |
2.498 |
| S1 |
2.340 |
2.340 |
2.411 |
2.292 |
| S2 |
2.243 |
2.243 |
2.386 |
|
| S3 |
1.964 |
2.061 |
2.360 |
|
| S4 |
1.685 |
1.782 |
2.284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.791 |
2.425 |
0.366 |
15.0% |
0.118 |
4.9% |
3% |
False |
True |
37,404 |
| 10 |
2.912 |
2.425 |
0.487 |
20.0% |
0.123 |
5.0% |
2% |
False |
True |
34,684 |
| 20 |
2.912 |
2.425 |
0.487 |
20.0% |
0.118 |
4.8% |
2% |
False |
True |
34,541 |
| 40 |
2.912 |
2.222 |
0.690 |
28.3% |
0.097 |
4.0% |
31% |
False |
False |
28,034 |
| 60 |
2.912 |
2.222 |
0.690 |
28.3% |
0.090 |
3.7% |
31% |
False |
False |
22,836 |
| 80 |
3.143 |
2.222 |
0.921 |
37.8% |
0.091 |
3.7% |
23% |
False |
False |
19,858 |
| 100 |
3.335 |
2.222 |
1.113 |
45.7% |
0.102 |
4.2% |
19% |
False |
False |
17,932 |
| 120 |
3.676 |
2.222 |
1.454 |
59.7% |
0.098 |
4.0% |
15% |
False |
False |
15,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.850 |
|
2.618 |
2.718 |
|
1.618 |
2.637 |
|
1.000 |
2.587 |
|
0.618 |
2.556 |
|
HIGH |
2.506 |
|
0.618 |
2.475 |
|
0.500 |
2.466 |
|
0.382 |
2.456 |
|
LOW |
2.425 |
|
0.618 |
2.375 |
|
1.000 |
2.344 |
|
1.618 |
2.294 |
|
2.618 |
2.213 |
|
4.250 |
2.081 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.466 |
2.513 |
| PP |
2.456 |
2.488 |
| S1 |
2.447 |
2.462 |
|