NYMEX Natural Gas Future October 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 |
2.536 |
2.615 |
0.079 |
3.1% |
2.720 |
High |
2.622 |
2.651 |
0.029 |
1.1% |
2.761 |
Low |
2.520 |
2.566 |
0.046 |
1.8% |
2.511 |
Close |
2.601 |
2.628 |
0.027 |
1.0% |
2.527 |
Range |
0.102 |
0.085 |
-0.017 |
-16.7% |
0.250 |
ATR |
0.112 |
0.110 |
-0.002 |
-1.7% |
0.000 |
Volume |
45,656 |
33,606 |
-12,050 |
-26.4% |
129,512 |
|
Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.870 |
2.834 |
2.675 |
|
R3 |
2.785 |
2.749 |
2.651 |
|
R2 |
2.700 |
2.700 |
2.644 |
|
R1 |
2.664 |
2.664 |
2.636 |
2.682 |
PP |
2.615 |
2.615 |
2.615 |
2.624 |
S1 |
2.579 |
2.579 |
2.620 |
2.597 |
S2 |
2.530 |
2.530 |
2.612 |
|
S3 |
2.445 |
2.494 |
2.605 |
|
S4 |
2.360 |
2.409 |
2.581 |
|
|
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 |
2.677 |
2.511 |
0.166 |
6.3% |
0.102 |
3.9% |
70% |
False |
False |
36,488 |
10 |
2.940 |
2.511 |
0.429 |
16.3% |
0.110 |
4.2% |
27% |
False |
False |
35,803 |
20 |
2.976 |
2.511 |
0.465 |
17.7% |
0.115 |
4.4% |
25% |
False |
False |
37,594 |
40 |
2.976 |
2.300 |
0.676 |
25.7% |
0.096 |
3.7% |
49% |
False |
False |
32,602 |
60 |
2.976 |
2.300 |
0.676 |
25.7% |
0.090 |
3.4% |
49% |
False |
False |
28,424 |
80 |
3.198 |
2.300 |
0.898 |
34.2% |
0.091 |
3.5% |
37% |
False |
False |
27,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.012 |
2.618 |
2.874 |
1.618 |
2.789 |
1.000 |
2.736 |
0.618 |
2.704 |
HIGH |
2.651 |
0.618 |
2.619 |
0.500 |
2.609 |
0.382 |
2.598 |
LOW |
2.566 |
0.618 |
2.513 |
1.000 |
2.481 |
1.618 |
2.428 |
2.618 |
2.343 |
4.250 |
2.205 |
|
|
Fisher Pivots for day following 05-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
2.622 |
2.612 |
PP |
2.615 |
2.597 |
S1 |
2.609 |
2.581 |
|