NYMEX Natural Gas Future September 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 |
2.506 |
2.440 |
-0.066 |
-2.6% |
2.702 |
| High |
2.506 |
2.535 |
0.029 |
1.2% |
2.704 |
| Low |
2.425 |
2.420 |
-0.005 |
-0.2% |
2.425 |
| Close |
2.437 |
2.512 |
0.075 |
3.1% |
2.437 |
| Range |
0.081 |
0.115 |
0.034 |
42.0% |
0.279 |
| ATR |
0.115 |
0.115 |
0.000 |
0.0% |
0.000 |
| Volume |
54,786 |
44,073 |
-10,713 |
-19.6% |
148,815 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.834 |
2.788 |
2.575 |
|
| R3 |
2.719 |
2.673 |
2.544 |
|
| R2 |
2.604 |
2.604 |
2.533 |
|
| R1 |
2.558 |
2.558 |
2.523 |
2.581 |
| PP |
2.489 |
2.489 |
2.489 |
2.501 |
| S1 |
2.443 |
2.443 |
2.501 |
2.466 |
| S2 |
2.374 |
2.374 |
2.491 |
|
| S3 |
2.259 |
2.328 |
2.480 |
|
| S4 |
2.144 |
2.213 |
2.449 |
|
|
| 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 |
2.704 |
2.420 |
0.284 |
11.3% |
0.116 |
4.6% |
32% |
False |
True |
38,577 |
| 10 |
2.889 |
2.420 |
0.469 |
18.7% |
0.121 |
4.8% |
20% |
False |
True |
36,362 |
| 20 |
2.912 |
2.420 |
0.492 |
19.6% |
0.118 |
4.7% |
19% |
False |
True |
35,127 |
| 40 |
2.912 |
2.222 |
0.690 |
27.5% |
0.098 |
3.9% |
42% |
False |
False |
28,854 |
| 60 |
2.912 |
2.222 |
0.690 |
27.5% |
0.090 |
3.6% |
42% |
False |
False |
23,241 |
| 80 |
3.143 |
2.222 |
0.921 |
36.7% |
0.092 |
3.6% |
31% |
False |
False |
20,237 |
| 100 |
3.235 |
2.222 |
1.013 |
40.3% |
0.102 |
4.1% |
29% |
False |
False |
18,320 |
| 120 |
3.568 |
2.222 |
1.346 |
53.6% |
0.098 |
3.9% |
22% |
False |
False |
15,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.024 |
|
2.618 |
2.836 |
|
1.618 |
2.721 |
|
1.000 |
2.650 |
|
0.618 |
2.606 |
|
HIGH |
2.535 |
|
0.618 |
2.491 |
|
0.500 |
2.478 |
|
0.382 |
2.464 |
|
LOW |
2.420 |
|
0.618 |
2.349 |
|
1.000 |
2.305 |
|
1.618 |
2.234 |
|
2.618 |
2.119 |
|
4.250 |
1.931 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.501 |
2.511 |
| PP |
2.489 |
2.511 |
| S1 |
2.478 |
2.510 |
|