NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.820 |
2.784 |
-0.036 |
-1.3% |
2.914 |
| High |
2.820 |
2.864 |
0.044 |
1.6% |
2.970 |
| Low |
2.761 |
2.775 |
0.014 |
0.5% |
2.761 |
| Close |
2.779 |
2.846 |
0.067 |
2.4% |
2.779 |
| Range |
0.059 |
0.089 |
0.030 |
50.8% |
0.209 |
| ATR |
0.100 |
0.099 |
-0.001 |
-0.8% |
0.000 |
| Volume |
16,069 |
16,689 |
620 |
3.9% |
61,691 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.095 |
3.060 |
2.895 |
|
| R3 |
3.006 |
2.971 |
2.870 |
|
| R2 |
2.917 |
2.917 |
2.862 |
|
| R1 |
2.882 |
2.882 |
2.854 |
2.900 |
| PP |
2.828 |
2.828 |
2.828 |
2.837 |
| S1 |
2.793 |
2.793 |
2.838 |
2.811 |
| S2 |
2.739 |
2.739 |
2.830 |
|
| S3 |
2.650 |
2.704 |
2.822 |
|
| S4 |
2.561 |
2.615 |
2.797 |
|
|
| 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 |
2.970 |
2.761 |
0.209 |
7.3% |
0.095 |
3.3% |
41% |
False |
False |
15,676 |
| 10 |
3.173 |
2.761 |
0.412 |
14.5% |
0.100 |
3.5% |
21% |
False |
False |
16,491 |
| 20 |
3.190 |
2.761 |
0.429 |
15.1% |
0.101 |
3.5% |
20% |
False |
False |
16,799 |
| 40 |
3.190 |
2.566 |
0.624 |
21.9% |
0.083 |
2.9% |
45% |
False |
False |
13,999 |
| 60 |
3.190 |
2.566 |
0.624 |
21.9% |
0.078 |
2.7% |
45% |
False |
False |
11,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.242 |
|
2.618 |
3.097 |
|
1.618 |
3.008 |
|
1.000 |
2.953 |
|
0.618 |
2.919 |
|
HIGH |
2.864 |
|
0.618 |
2.830 |
|
0.500 |
2.820 |
|
0.382 |
2.809 |
|
LOW |
2.775 |
|
0.618 |
2.720 |
|
1.000 |
2.686 |
|
1.618 |
2.631 |
|
2.618 |
2.542 |
|
4.250 |
2.397 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.837 |
2.843 |
| PP |
2.828 |
2.839 |
| S1 |
2.820 |
2.836 |
|