NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.869 |
2.865 |
-0.004 |
-0.1% |
2.914 |
| High |
2.890 |
2.903 |
0.013 |
0.4% |
2.970 |
| Low |
2.810 |
2.830 |
0.020 |
0.7% |
2.761 |
| Close |
2.872 |
2.863 |
-0.009 |
-0.3% |
2.779 |
| Range |
0.080 |
0.073 |
-0.007 |
-8.8% |
0.209 |
| ATR |
0.098 |
0.096 |
-0.002 |
-1.8% |
0.000 |
| Volume |
10,457 |
10,235 |
-222 |
-2.1% |
61,691 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.084 |
3.047 |
2.903 |
|
| R3 |
3.011 |
2.974 |
2.883 |
|
| R2 |
2.938 |
2.938 |
2.876 |
|
| R1 |
2.901 |
2.901 |
2.870 |
2.883 |
| PP |
2.865 |
2.865 |
2.865 |
2.857 |
| S1 |
2.828 |
2.828 |
2.856 |
2.810 |
| S2 |
2.792 |
2.792 |
2.850 |
|
| S3 |
2.719 |
2.755 |
2.843 |
|
| S4 |
2.646 |
2.682 |
2.823 |
|
|
| 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% |
0.085 |
3.0% |
68% |
False |
False |
14,261 |
| 10 |
3.141 |
2.761 |
0.380 |
13.3% |
0.092 |
3.2% |
27% |
False |
False |
15,070 |
| 20 |
3.190 |
2.761 |
0.429 |
15.0% |
0.098 |
3.4% |
24% |
False |
False |
16,831 |
| 40 |
3.190 |
2.566 |
0.624 |
21.8% |
0.084 |
2.9% |
48% |
False |
False |
14,032 |
| 60 |
3.190 |
2.566 |
0.624 |
21.8% |
0.078 |
2.7% |
48% |
False |
False |
11,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.213 |
|
2.618 |
3.094 |
|
1.618 |
3.021 |
|
1.000 |
2.976 |
|
0.618 |
2.948 |
|
HIGH |
2.903 |
|
0.618 |
2.875 |
|
0.500 |
2.867 |
|
0.382 |
2.858 |
|
LOW |
2.830 |
|
0.618 |
2.785 |
|
1.000 |
2.757 |
|
1.618 |
2.712 |
|
2.618 |
2.639 |
|
4.250 |
2.520 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.867 |
2.855 |
| PP |
2.865 |
2.847 |
| S1 |
2.864 |
2.839 |
|