NYMEX Natural Gas Future October 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 |
2.607 |
2.583 |
-0.024 |
-0.9% |
2.720 |
| High |
2.677 |
2.589 |
-0.088 |
-3.3% |
2.761 |
| Low |
2.543 |
2.511 |
-0.032 |
-1.3% |
2.511 |
| Close |
2.612 |
2.527 |
-0.085 |
-3.3% |
2.527 |
| Range |
0.134 |
0.078 |
-0.056 |
-41.8% |
0.250 |
| ATR |
0.114 |
0.113 |
-0.001 |
-0.8% |
0.000 |
| Volume |
28,662 |
45,615 |
16,953 |
59.1% |
129,512 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.776 |
2.730 |
2.570 |
|
| R3 |
2.698 |
2.652 |
2.548 |
|
| R2 |
2.620 |
2.620 |
2.541 |
|
| R1 |
2.574 |
2.574 |
2.534 |
2.558 |
| PP |
2.542 |
2.542 |
2.542 |
2.535 |
| S1 |
2.496 |
2.496 |
2.520 |
2.480 |
| S2 |
2.464 |
2.464 |
2.513 |
|
| S3 |
2.386 |
2.418 |
2.506 |
|
| S4 |
2.308 |
2.340 |
2.484 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.350 |
3.188 |
2.665 |
|
| R3 |
3.100 |
2.938 |
2.596 |
|
| R2 |
2.850 |
2.850 |
2.573 |
|
| R1 |
2.688 |
2.688 |
2.550 |
2.644 |
| PP |
2.600 |
2.600 |
2.600 |
2.578 |
| S1 |
2.438 |
2.438 |
2.504 |
2.394 |
| S2 |
2.350 |
2.350 |
2.481 |
|
| S3 |
2.100 |
2.188 |
2.458 |
|
| S4 |
1.850 |
1.938 |
2.390 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.860 |
2.511 |
0.349 |
13.8% |
0.114 |
4.5% |
5% |
False |
True |
33,895 |
| 10 |
2.976 |
2.511 |
0.465 |
18.4% |
0.119 |
4.7% |
3% |
False |
True |
38,504 |
| 20 |
2.976 |
2.511 |
0.465 |
18.4% |
0.115 |
4.5% |
3% |
False |
True |
36,267 |
| 40 |
2.976 |
2.300 |
0.676 |
26.8% |
0.095 |
3.8% |
34% |
False |
False |
31,696 |
| 60 |
2.976 |
2.300 |
0.676 |
26.8% |
0.089 |
3.5% |
34% |
False |
False |
27,950 |
| 80 |
3.198 |
2.300 |
0.898 |
35.5% |
0.092 |
3.6% |
25% |
False |
False |
26,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.921 |
|
2.618 |
2.793 |
|
1.618 |
2.715 |
|
1.000 |
2.667 |
|
0.618 |
2.637 |
|
HIGH |
2.589 |
|
0.618 |
2.559 |
|
0.500 |
2.550 |
|
0.382 |
2.541 |
|
LOW |
2.511 |
|
0.618 |
2.463 |
|
1.000 |
2.433 |
|
1.618 |
2.385 |
|
2.618 |
2.307 |
|
4.250 |
2.180 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.550 |
2.594 |
| PP |
2.542 |
2.572 |
| S1 |
2.535 |
2.549 |
|