NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.865 |
2.860 |
-0.005 |
-0.2% |
2.914 |
| High |
2.903 |
2.861 |
-0.042 |
-1.4% |
2.970 |
| Low |
2.830 |
2.747 |
-0.083 |
-2.9% |
2.761 |
| Close |
2.863 |
2.765 |
-0.098 |
-3.4% |
2.779 |
| Range |
0.073 |
0.114 |
0.041 |
56.2% |
0.209 |
| ATR |
0.096 |
0.097 |
0.001 |
1.5% |
0.000 |
| Volume |
10,235 |
14,770 |
4,535 |
44.3% |
61,691 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.133 |
3.063 |
2.828 |
|
| R3 |
3.019 |
2.949 |
2.796 |
|
| R2 |
2.905 |
2.905 |
2.786 |
|
| R1 |
2.835 |
2.835 |
2.775 |
2.813 |
| PP |
2.791 |
2.791 |
2.791 |
2.780 |
| S1 |
2.721 |
2.721 |
2.755 |
2.699 |
| S2 |
2.677 |
2.677 |
2.744 |
|
| S3 |
2.563 |
2.607 |
2.734 |
|
| S4 |
2.449 |
2.493 |
2.702 |
|
|
| 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 |
2.903 |
2.747 |
0.156 |
5.6% |
0.083 |
3.0% |
12% |
False |
True |
13,644 |
| 10 |
3.131 |
2.747 |
0.384 |
13.9% |
0.094 |
3.4% |
5% |
False |
True |
15,014 |
| 20 |
3.190 |
2.747 |
0.443 |
16.0% |
0.100 |
3.6% |
4% |
False |
True |
16,608 |
| 40 |
3.190 |
2.566 |
0.624 |
22.6% |
0.085 |
3.1% |
32% |
False |
False |
14,082 |
| 60 |
3.190 |
2.566 |
0.624 |
22.6% |
0.078 |
2.8% |
32% |
False |
False |
11,507 |
| 80 |
3.364 |
2.566 |
0.798 |
28.9% |
0.080 |
2.9% |
25% |
False |
False |
10,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.346 |
|
2.618 |
3.159 |
|
1.618 |
3.045 |
|
1.000 |
2.975 |
|
0.618 |
2.931 |
|
HIGH |
2.861 |
|
0.618 |
2.817 |
|
0.500 |
2.804 |
|
0.382 |
2.791 |
|
LOW |
2.747 |
|
0.618 |
2.677 |
|
1.000 |
2.633 |
|
1.618 |
2.563 |
|
2.618 |
2.449 |
|
4.250 |
2.263 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.804 |
2.825 |
| PP |
2.791 |
2.805 |
| S1 |
2.778 |
2.785 |
|