NYMEX Natural Gas Future October 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 |
2.624 |
2.626 |
0.002 |
0.1% |
2.720 |
| High |
2.664 |
2.626 |
-0.038 |
-1.4% |
2.761 |
| Low |
2.584 |
2.468 |
-0.116 |
-4.5% |
2.511 |
| Close |
2.613 |
2.477 |
-0.136 |
-5.2% |
2.527 |
| Range |
0.080 |
0.158 |
0.078 |
97.5% |
0.250 |
| ATR |
0.108 |
0.112 |
0.004 |
3.3% |
0.000 |
| Volume |
30,667 |
34,544 |
3,877 |
12.6% |
129,512 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.998 |
2.895 |
2.564 |
|
| R3 |
2.840 |
2.737 |
2.520 |
|
| R2 |
2.682 |
2.682 |
2.506 |
|
| R1 |
2.579 |
2.579 |
2.491 |
2.552 |
| PP |
2.524 |
2.524 |
2.524 |
2.510 |
| S1 |
2.421 |
2.421 |
2.463 |
2.394 |
| S2 |
2.366 |
2.366 |
2.448 |
|
| S3 |
2.208 |
2.263 |
2.434 |
|
| S4 |
2.050 |
2.105 |
2.390 |
|
|
| 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 |
2.664 |
2.468 |
0.196 |
7.9% |
0.101 |
4.1% |
5% |
False |
True |
38,017 |
| 10 |
2.940 |
2.468 |
0.472 |
19.1% |
0.110 |
4.4% |
2% |
False |
True |
35,115 |
| 20 |
2.976 |
2.468 |
0.508 |
20.5% |
0.115 |
4.6% |
2% |
False |
True |
37,502 |
| 40 |
2.976 |
2.300 |
0.676 |
27.3% |
0.099 |
4.0% |
26% |
False |
False |
33,173 |
| 60 |
2.976 |
2.300 |
0.676 |
27.3% |
0.091 |
3.7% |
26% |
False |
False |
28,929 |
| 80 |
3.198 |
2.300 |
0.898 |
36.3% |
0.093 |
3.7% |
20% |
False |
False |
27,451 |
| 100 |
3.210 |
2.300 |
0.910 |
36.7% |
0.104 |
4.2% |
19% |
False |
False |
27,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.298 |
|
2.618 |
3.040 |
|
1.618 |
2.882 |
|
1.000 |
2.784 |
|
0.618 |
2.724 |
|
HIGH |
2.626 |
|
0.618 |
2.566 |
|
0.500 |
2.547 |
|
0.382 |
2.528 |
|
LOW |
2.468 |
|
0.618 |
2.370 |
|
1.000 |
2.310 |
|
1.618 |
2.212 |
|
2.618 |
2.054 |
|
4.250 |
1.797 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.547 |
2.566 |
| PP |
2.524 |
2.536 |
| S1 |
2.500 |
2.507 |
|