NYMEX Natural Gas Future October 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 |
2.615 |
2.624 |
0.009 |
0.3% |
2.720 |
| High |
2.651 |
2.664 |
0.013 |
0.5% |
2.761 |
| Low |
2.566 |
2.584 |
0.018 |
0.7% |
2.511 |
| Close |
2.628 |
2.613 |
-0.015 |
-0.6% |
2.527 |
| Range |
0.085 |
0.080 |
-0.005 |
-5.9% |
0.250 |
| ATR |
0.110 |
0.108 |
-0.002 |
-2.0% |
0.000 |
| Volume |
33,606 |
30,667 |
-2,939 |
-8.7% |
129,512 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.860 |
2.817 |
2.657 |
|
| R3 |
2.780 |
2.737 |
2.635 |
|
| R2 |
2.700 |
2.700 |
2.628 |
|
| R1 |
2.657 |
2.657 |
2.620 |
2.639 |
| PP |
2.620 |
2.620 |
2.620 |
2.611 |
| S1 |
2.577 |
2.577 |
2.606 |
2.559 |
| S2 |
2.540 |
2.540 |
2.598 |
|
| S3 |
2.460 |
2.497 |
2.591 |
|
| S4 |
2.380 |
2.417 |
2.569 |
|
|
| 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 |
6.4% |
0.096 |
3.7% |
61% |
False |
False |
36,841 |
| 10 |
2.940 |
2.511 |
0.429 |
16.4% |
0.105 |
4.0% |
24% |
False |
False |
35,366 |
| 20 |
2.976 |
2.511 |
0.465 |
17.8% |
0.111 |
4.3% |
22% |
False |
False |
37,864 |
| 40 |
2.976 |
2.300 |
0.676 |
25.9% |
0.097 |
3.7% |
46% |
False |
False |
32,884 |
| 60 |
2.976 |
2.300 |
0.676 |
25.9% |
0.091 |
3.5% |
46% |
False |
False |
28,614 |
| 80 |
3.198 |
2.300 |
0.898 |
34.4% |
0.091 |
3.5% |
35% |
False |
False |
27,309 |
| 100 |
3.210 |
2.300 |
0.910 |
34.8% |
0.103 |
3.9% |
34% |
False |
False |
27,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.004 |
|
2.618 |
2.873 |
|
1.618 |
2.793 |
|
1.000 |
2.744 |
|
0.618 |
2.713 |
|
HIGH |
2.664 |
|
0.618 |
2.633 |
|
0.500 |
2.624 |
|
0.382 |
2.615 |
|
LOW |
2.584 |
|
0.618 |
2.535 |
|
1.000 |
2.504 |
|
1.618 |
2.455 |
|
2.618 |
2.375 |
|
4.250 |
2.244 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.624 |
2.606 |
| PP |
2.620 |
2.599 |
| S1 |
2.617 |
2.592 |
|