NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.526 |
2.545 |
0.019 |
0.8% |
2.702 |
| High |
2.565 |
2.579 |
0.014 |
0.5% |
2.704 |
| Low |
2.478 |
2.494 |
0.016 |
0.6% |
2.425 |
| Close |
2.540 |
2.521 |
-0.019 |
-0.7% |
2.437 |
| Range |
0.087 |
0.085 |
-0.002 |
-2.3% |
0.279 |
| ATR |
0.113 |
0.111 |
-0.002 |
-1.8% |
0.000 |
| Volume |
40,189 |
44,591 |
4,402 |
11.0% |
148,815 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.786 |
2.739 |
2.568 |
|
| R3 |
2.701 |
2.654 |
2.544 |
|
| R2 |
2.616 |
2.616 |
2.537 |
|
| R1 |
2.569 |
2.569 |
2.529 |
2.550 |
| PP |
2.531 |
2.531 |
2.531 |
2.522 |
| S1 |
2.484 |
2.484 |
2.513 |
2.465 |
| S2 |
2.446 |
2.446 |
2.505 |
|
| S3 |
2.361 |
2.399 |
2.498 |
|
| S4 |
2.276 |
2.314 |
2.474 |
|
|
| 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 |
2.600 |
2.420 |
0.180 |
7.1% |
0.100 |
4.0% |
56% |
False |
False |
43,326 |
| 10 |
2.875 |
2.420 |
0.455 |
18.0% |
0.110 |
4.3% |
22% |
False |
False |
38,038 |
| 20 |
2.912 |
2.420 |
0.492 |
19.5% |
0.115 |
4.5% |
21% |
False |
False |
36,554 |
| 40 |
2.912 |
2.222 |
0.690 |
27.4% |
0.099 |
3.9% |
43% |
False |
False |
30,011 |
| 60 |
2.912 |
2.222 |
0.690 |
27.4% |
0.091 |
3.6% |
43% |
False |
False |
24,129 |
| 80 |
3.143 |
2.222 |
0.921 |
36.5% |
0.091 |
3.6% |
32% |
False |
False |
21,002 |
| 100 |
3.170 |
2.222 |
0.948 |
37.6% |
0.101 |
4.0% |
32% |
False |
False |
18,897 |
| 120 |
3.536 |
2.222 |
1.314 |
52.1% |
0.098 |
3.9% |
23% |
False |
False |
16,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.940 |
|
2.618 |
2.802 |
|
1.618 |
2.717 |
|
1.000 |
2.664 |
|
0.618 |
2.632 |
|
HIGH |
2.579 |
|
0.618 |
2.547 |
|
0.500 |
2.537 |
|
0.382 |
2.526 |
|
LOW |
2.494 |
|
0.618 |
2.441 |
|
1.000 |
2.409 |
|
1.618 |
2.356 |
|
2.618 |
2.271 |
|
4.250 |
2.133 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.537 |
2.514 |
| PP |
2.531 |
2.507 |
| S1 |
2.526 |
2.500 |
|