NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.545 |
2.521 |
-0.024 |
-0.9% |
2.702 |
| High |
2.579 |
2.536 |
-0.043 |
-1.7% |
2.704 |
| Low |
2.494 |
2.368 |
-0.126 |
-5.1% |
2.425 |
| Close |
2.521 |
2.377 |
-0.144 |
-5.7% |
2.437 |
| Range |
0.085 |
0.168 |
0.083 |
97.6% |
0.279 |
| ATR |
0.111 |
0.115 |
0.004 |
3.7% |
0.000 |
| Volume |
44,591 |
57,582 |
12,991 |
29.1% |
148,815 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.931 |
2.822 |
2.469 |
|
| R3 |
2.763 |
2.654 |
2.423 |
|
| R2 |
2.595 |
2.595 |
2.408 |
|
| R1 |
2.486 |
2.486 |
2.392 |
2.457 |
| PP |
2.427 |
2.427 |
2.427 |
2.412 |
| S1 |
2.318 |
2.318 |
2.362 |
2.289 |
| S2 |
2.259 |
2.259 |
2.346 |
|
| S3 |
2.091 |
2.150 |
2.331 |
|
| S4 |
1.923 |
1.982 |
2.285 |
|
|
| 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 |
2.579 |
2.368 |
0.211 |
8.9% |
0.107 |
4.5% |
4% |
False |
True |
48,244 |
| 10 |
2.873 |
2.368 |
0.505 |
21.2% |
0.115 |
4.8% |
2% |
False |
True |
40,305 |
| 20 |
2.912 |
2.368 |
0.544 |
22.9% |
0.119 |
5.0% |
2% |
False |
True |
37,402 |
| 40 |
2.912 |
2.222 |
0.690 |
29.0% |
0.102 |
4.3% |
22% |
False |
False |
30,941 |
| 60 |
2.912 |
2.222 |
0.690 |
29.0% |
0.092 |
3.9% |
22% |
False |
False |
24,858 |
| 80 |
3.143 |
2.222 |
0.921 |
38.7% |
0.092 |
3.9% |
17% |
False |
False |
21,579 |
| 100 |
3.170 |
2.222 |
0.948 |
39.9% |
0.102 |
4.3% |
16% |
False |
False |
19,375 |
| 120 |
3.523 |
2.222 |
1.301 |
54.7% |
0.099 |
4.2% |
12% |
False |
False |
16,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.250 |
|
2.618 |
2.976 |
|
1.618 |
2.808 |
|
1.000 |
2.704 |
|
0.618 |
2.640 |
|
HIGH |
2.536 |
|
0.618 |
2.472 |
|
0.500 |
2.452 |
|
0.382 |
2.432 |
|
LOW |
2.368 |
|
0.618 |
2.264 |
|
1.000 |
2.200 |
|
1.618 |
2.096 |
|
2.618 |
1.928 |
|
4.250 |
1.654 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.452 |
2.474 |
| PP |
2.427 |
2.441 |
| S1 |
2.402 |
2.409 |
|