NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.784 |
2.869 |
0.085 |
3.1% |
2.914 |
| High |
2.864 |
2.890 |
0.026 |
0.9% |
2.970 |
| Low |
2.775 |
2.810 |
0.035 |
1.3% |
2.761 |
| Close |
2.846 |
2.872 |
0.026 |
0.9% |
2.779 |
| Range |
0.089 |
0.080 |
-0.009 |
-10.1% |
0.209 |
| ATR |
0.099 |
0.098 |
-0.001 |
-1.4% |
0.000 |
| Volume |
16,689 |
10,457 |
-6,232 |
-37.3% |
61,691 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.097 |
3.065 |
2.916 |
|
| R3 |
3.017 |
2.985 |
2.894 |
|
| R2 |
2.937 |
2.937 |
2.887 |
|
| R1 |
2.905 |
2.905 |
2.879 |
2.921 |
| PP |
2.857 |
2.857 |
2.857 |
2.866 |
| S1 |
2.825 |
2.825 |
2.865 |
2.841 |
| S2 |
2.777 |
2.777 |
2.857 |
|
| S3 |
2.697 |
2.745 |
2.850 |
|
| S4 |
2.617 |
2.665 |
2.828 |
|
|
| 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 |
2.910 |
2.761 |
0.149 |
5.2% |
0.089 |
3.1% |
74% |
False |
False |
15,080 |
| 10 |
3.152 |
2.761 |
0.391 |
13.6% |
0.096 |
3.3% |
28% |
False |
False |
15,420 |
| 20 |
3.190 |
2.761 |
0.429 |
14.9% |
0.102 |
3.5% |
26% |
False |
False |
16,943 |
| 40 |
3.190 |
2.566 |
0.624 |
21.7% |
0.084 |
2.9% |
49% |
False |
False |
14,002 |
| 60 |
3.190 |
2.566 |
0.624 |
21.7% |
0.078 |
2.7% |
49% |
False |
False |
11,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.230 |
|
2.618 |
3.099 |
|
1.618 |
3.019 |
|
1.000 |
2.970 |
|
0.618 |
2.939 |
|
HIGH |
2.890 |
|
0.618 |
2.859 |
|
0.500 |
2.850 |
|
0.382 |
2.841 |
|
LOW |
2.810 |
|
0.618 |
2.761 |
|
1.000 |
2.730 |
|
1.618 |
2.681 |
|
2.618 |
2.601 |
|
4.250 |
2.470 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.865 |
2.857 |
| PP |
2.857 |
2.841 |
| S1 |
2.850 |
2.826 |
|