NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.791 |
2.820 |
0.029 |
1.0% |
2.914 |
| High |
2.910 |
2.820 |
-0.090 |
-3.1% |
2.970 |
| Low |
2.784 |
2.761 |
-0.023 |
-0.8% |
2.761 |
| Close |
2.851 |
2.779 |
-0.072 |
-2.5% |
2.779 |
| Range |
0.126 |
0.059 |
-0.067 |
-53.2% |
0.209 |
| ATR |
0.101 |
0.100 |
-0.001 |
-0.8% |
0.000 |
| Volume |
17,858 |
16,069 |
-1,789 |
-10.0% |
61,691 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.964 |
2.930 |
2.811 |
|
| R3 |
2.905 |
2.871 |
2.795 |
|
| R2 |
2.846 |
2.846 |
2.790 |
|
| R1 |
2.812 |
2.812 |
2.784 |
2.800 |
| PP |
2.787 |
2.787 |
2.787 |
2.780 |
| S1 |
2.753 |
2.753 |
2.774 |
2.741 |
| S2 |
2.728 |
2.728 |
2.768 |
|
| S3 |
2.669 |
2.694 |
2.763 |
|
| S4 |
2.610 |
2.635 |
2.747 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.464 |
3.330 |
2.894 |
|
| R3 |
3.255 |
3.121 |
2.836 |
|
| R2 |
3.046 |
3.046 |
2.817 |
|
| R1 |
2.912 |
2.912 |
2.798 |
2.875 |
| PP |
2.837 |
2.837 |
2.837 |
2.818 |
| S1 |
2.703 |
2.703 |
2.760 |
2.666 |
| S2 |
2.628 |
2.628 |
2.741 |
|
| S3 |
2.419 |
2.494 |
2.722 |
|
| S4 |
2.210 |
2.285 |
2.664 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.053 |
2.761 |
0.292 |
10.5% |
0.098 |
3.5% |
6% |
False |
True |
15,965 |
| 10 |
3.190 |
2.761 |
0.429 |
15.4% |
0.101 |
3.6% |
4% |
False |
True |
16,579 |
| 20 |
3.190 |
2.761 |
0.429 |
15.4% |
0.101 |
3.6% |
4% |
False |
True |
16,636 |
| 40 |
3.190 |
2.566 |
0.624 |
22.5% |
0.082 |
3.0% |
34% |
False |
False |
13,687 |
| 60 |
3.190 |
2.566 |
0.624 |
22.5% |
0.077 |
2.8% |
34% |
False |
False |
11,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.071 |
|
2.618 |
2.974 |
|
1.618 |
2.915 |
|
1.000 |
2.879 |
|
0.618 |
2.856 |
|
HIGH |
2.820 |
|
0.618 |
2.797 |
|
0.500 |
2.791 |
|
0.382 |
2.784 |
|
LOW |
2.761 |
|
0.618 |
2.725 |
|
1.000 |
2.702 |
|
1.618 |
2.666 |
|
2.618 |
2.607 |
|
4.250 |
2.510 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.791 |
2.836 |
| PP |
2.787 |
2.817 |
| S1 |
2.783 |
2.798 |
|