NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.626 |
2.477 |
-0.149 |
-5.7% |
2.536 |
| High |
2.626 |
2.515 |
-0.111 |
-4.2% |
2.664 |
| Low |
2.468 |
2.434 |
-0.034 |
-1.4% |
2.434 |
| Close |
2.477 |
2.493 |
0.016 |
0.6% |
2.493 |
| Range |
0.158 |
0.081 |
-0.077 |
-48.7% |
0.230 |
| ATR |
0.112 |
0.109 |
-0.002 |
-2.0% |
0.000 |
| Volume |
34,544 |
44,888 |
10,344 |
29.9% |
189,361 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.724 |
2.689 |
2.538 |
|
| R3 |
2.643 |
2.608 |
2.515 |
|
| R2 |
2.562 |
2.562 |
2.508 |
|
| R1 |
2.527 |
2.527 |
2.500 |
2.545 |
| PP |
2.481 |
2.481 |
2.481 |
2.489 |
| S1 |
2.446 |
2.446 |
2.486 |
2.464 |
| S2 |
2.400 |
2.400 |
2.478 |
|
| S3 |
2.319 |
2.365 |
2.471 |
|
| S4 |
2.238 |
2.284 |
2.448 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.220 |
3.087 |
2.620 |
|
| R3 |
2.990 |
2.857 |
2.556 |
|
| R2 |
2.760 |
2.760 |
2.535 |
|
| R1 |
2.627 |
2.627 |
2.514 |
2.579 |
| PP |
2.530 |
2.530 |
2.530 |
2.506 |
| S1 |
2.397 |
2.397 |
2.472 |
2.349 |
| S2 |
2.300 |
2.300 |
2.451 |
|
| S3 |
2.070 |
2.167 |
2.430 |
|
| S4 |
1.840 |
1.937 |
2.367 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.664 |
2.434 |
0.230 |
9.2% |
0.101 |
4.1% |
26% |
False |
True |
37,872 |
| 10 |
2.860 |
2.434 |
0.426 |
17.1% |
0.108 |
4.3% |
14% |
False |
True |
35,883 |
| 20 |
2.976 |
2.434 |
0.542 |
21.7% |
0.115 |
4.6% |
11% |
False |
True |
37,232 |
| 40 |
2.976 |
2.300 |
0.676 |
27.1% |
0.099 |
4.0% |
29% |
False |
False |
33,658 |
| 60 |
2.976 |
2.300 |
0.676 |
27.1% |
0.091 |
3.6% |
29% |
False |
False |
29,253 |
| 80 |
3.198 |
2.300 |
0.898 |
36.0% |
0.093 |
3.7% |
21% |
False |
False |
27,676 |
| 100 |
3.210 |
2.300 |
0.910 |
36.5% |
0.103 |
4.1% |
21% |
False |
False |
27,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.859 |
|
2.618 |
2.727 |
|
1.618 |
2.646 |
|
1.000 |
2.596 |
|
0.618 |
2.565 |
|
HIGH |
2.515 |
|
0.618 |
2.484 |
|
0.500 |
2.475 |
|
0.382 |
2.465 |
|
LOW |
2.434 |
|
0.618 |
2.384 |
|
1.000 |
2.353 |
|
1.618 |
2.303 |
|
2.618 |
2.222 |
|
4.250 |
2.090 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.487 |
2.549 |
| PP |
2.481 |
2.530 |
| S1 |
2.475 |
2.512 |
|