NYMEX Natural Gas Future September 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 |
2.440 |
2.526 |
0.086 |
3.5% |
2.702 |
| High |
2.535 |
2.565 |
0.030 |
1.2% |
2.704 |
| Low |
2.420 |
2.478 |
0.058 |
2.4% |
2.425 |
| Close |
2.512 |
2.540 |
0.028 |
1.1% |
2.437 |
| Range |
0.115 |
0.087 |
-0.028 |
-24.3% |
0.279 |
| ATR |
0.115 |
0.113 |
-0.002 |
-1.7% |
0.000 |
| Volume |
44,073 |
40,189 |
-3,884 |
-8.8% |
148,815 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.789 |
2.751 |
2.588 |
|
| R3 |
2.702 |
2.664 |
2.564 |
|
| R2 |
2.615 |
2.615 |
2.556 |
|
| R1 |
2.577 |
2.577 |
2.548 |
2.596 |
| PP |
2.528 |
2.528 |
2.528 |
2.537 |
| S1 |
2.490 |
2.490 |
2.532 |
2.509 |
| S2 |
2.441 |
2.441 |
2.524 |
|
| S3 |
2.354 |
2.403 |
2.516 |
|
| S4 |
2.267 |
2.316 |
2.492 |
|
|
| 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 |
2.601 |
2.420 |
0.181 |
7.1% |
0.105 |
4.1% |
66% |
False |
False |
40,917 |
| 10 |
2.875 |
2.420 |
0.455 |
17.9% |
0.115 |
4.5% |
26% |
False |
False |
36,040 |
| 20 |
2.912 |
2.420 |
0.492 |
19.4% |
0.118 |
4.7% |
24% |
False |
False |
35,747 |
| 40 |
2.912 |
2.222 |
0.690 |
27.2% |
0.099 |
3.9% |
46% |
False |
False |
29,311 |
| 60 |
2.912 |
2.222 |
0.690 |
27.2% |
0.091 |
3.6% |
46% |
False |
False |
23,646 |
| 80 |
3.143 |
2.222 |
0.921 |
36.3% |
0.091 |
3.6% |
35% |
False |
False |
20,603 |
| 100 |
3.170 |
2.222 |
0.948 |
37.3% |
0.101 |
4.0% |
34% |
False |
False |
18,608 |
| 120 |
3.568 |
2.222 |
1.346 |
53.0% |
0.098 |
3.9% |
24% |
False |
False |
16,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.935 |
|
2.618 |
2.793 |
|
1.618 |
2.706 |
|
1.000 |
2.652 |
|
0.618 |
2.619 |
|
HIGH |
2.565 |
|
0.618 |
2.532 |
|
0.500 |
2.522 |
|
0.382 |
2.511 |
|
LOW |
2.478 |
|
0.618 |
2.424 |
|
1.000 |
2.391 |
|
1.618 |
2.337 |
|
2.618 |
2.250 |
|
4.250 |
2.108 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.534 |
2.524 |
| PP |
2.528 |
2.508 |
| S1 |
2.522 |
2.493 |
|