NYMEX Natural Gas Future October 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 |
2.583 |
2.536 |
-0.047 |
-1.8% |
2.720 |
| High |
2.589 |
2.622 |
0.033 |
1.3% |
2.761 |
| Low |
2.511 |
2.520 |
0.009 |
0.4% |
2.511 |
| Close |
2.527 |
2.601 |
0.074 |
2.9% |
2.527 |
| Range |
0.078 |
0.102 |
0.024 |
30.8% |
0.250 |
| ATR |
0.113 |
0.112 |
-0.001 |
-0.7% |
0.000 |
| Volume |
45,615 |
45,656 |
41 |
0.1% |
129,512 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.887 |
2.846 |
2.657 |
|
| R3 |
2.785 |
2.744 |
2.629 |
|
| R2 |
2.683 |
2.683 |
2.620 |
|
| R1 |
2.642 |
2.642 |
2.610 |
2.663 |
| PP |
2.581 |
2.581 |
2.581 |
2.591 |
| S1 |
2.540 |
2.540 |
2.592 |
2.561 |
| S2 |
2.479 |
2.479 |
2.582 |
|
| S3 |
2.377 |
2.438 |
2.573 |
|
| S4 |
2.275 |
2.336 |
2.545 |
|
|
| 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 |
2.761 |
2.511 |
0.250 |
9.6% |
0.109 |
4.2% |
36% |
False |
False |
35,033 |
| 10 |
2.955 |
2.511 |
0.444 |
17.1% |
0.116 |
4.5% |
20% |
False |
False |
39,545 |
| 20 |
2.976 |
2.511 |
0.465 |
17.9% |
0.115 |
4.4% |
19% |
False |
False |
37,051 |
| 40 |
2.976 |
2.300 |
0.676 |
26.0% |
0.096 |
3.7% |
45% |
False |
False |
32,486 |
| 60 |
2.976 |
2.300 |
0.676 |
26.0% |
0.090 |
3.5% |
45% |
False |
False |
28,310 |
| 80 |
3.198 |
2.300 |
0.898 |
34.5% |
0.092 |
3.5% |
34% |
False |
False |
27,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.056 |
|
2.618 |
2.889 |
|
1.618 |
2.787 |
|
1.000 |
2.724 |
|
0.618 |
2.685 |
|
HIGH |
2.622 |
|
0.618 |
2.583 |
|
0.500 |
2.571 |
|
0.382 |
2.559 |
|
LOW |
2.520 |
|
0.618 |
2.457 |
|
1.000 |
2.418 |
|
1.618 |
2.355 |
|
2.618 |
2.253 |
|
4.250 |
2.087 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.591 |
2.599 |
| PP |
2.581 |
2.596 |
| S1 |
2.571 |
2.594 |
|