NYMEX Natural Gas Future December 2012
Trading Metrics calculated at close of trading on 08-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
3.157 |
3.084 |
-0.073 |
-2.3% |
3.093 |
High |
3.180 |
3.131 |
-0.049 |
-1.5% |
3.193 |
Low |
3.067 |
3.045 |
-0.022 |
-0.7% |
3.045 |
Close |
3.090 |
3.116 |
0.026 |
0.8% |
3.116 |
Range |
0.113 |
0.086 |
-0.027 |
-23.9% |
0.148 |
ATR |
0.091 |
0.091 |
0.000 |
-0.4% |
0.000 |
Volume |
9,030 |
19,150 |
10,120 |
112.1% |
56,542 |
|
Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.355 |
3.322 |
3.163 |
|
R3 |
3.269 |
3.236 |
3.140 |
|
R2 |
3.183 |
3.183 |
3.132 |
|
R1 |
3.150 |
3.150 |
3.124 |
3.167 |
PP |
3.097 |
3.097 |
3.097 |
3.106 |
S1 |
3.064 |
3.064 |
3.108 |
3.081 |
S2 |
3.011 |
3.011 |
3.100 |
|
S3 |
2.925 |
2.978 |
3.092 |
|
S4 |
2.839 |
2.892 |
3.069 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.562 |
3.487 |
3.197 |
|
R3 |
3.414 |
3.339 |
3.157 |
|
R2 |
3.266 |
3.266 |
3.143 |
|
R1 |
3.191 |
3.191 |
3.130 |
3.229 |
PP |
3.118 |
3.118 |
3.118 |
3.137 |
S1 |
3.043 |
3.043 |
3.102 |
3.081 |
S2 |
2.970 |
2.970 |
3.089 |
|
S3 |
2.822 |
2.895 |
3.075 |
|
S4 |
2.674 |
2.747 |
3.035 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.193 |
3.045 |
0.148 |
4.7% |
0.086 |
2.8% |
48% |
False |
True |
11,308 |
10 |
3.330 |
3.045 |
0.285 |
9.1% |
0.091 |
2.9% |
25% |
False |
True |
11,732 |
20 |
3.479 |
3.045 |
0.434 |
13.9% |
0.094 |
3.0% |
16% |
False |
True |
11,886 |
40 |
3.479 |
2.909 |
0.570 |
18.3% |
0.082 |
2.6% |
36% |
False |
False |
10,636 |
60 |
3.479 |
2.909 |
0.570 |
18.3% |
0.077 |
2.5% |
36% |
False |
False |
9,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.497 |
2.618 |
3.356 |
1.618 |
3.270 |
1.000 |
3.217 |
0.618 |
3.184 |
HIGH |
3.131 |
0.618 |
3.098 |
0.500 |
3.088 |
0.382 |
3.078 |
LOW |
3.045 |
0.618 |
2.992 |
1.000 |
2.959 |
1.618 |
2.906 |
2.618 |
2.820 |
4.250 |
2.680 |
|
|
Fisher Pivots for day following 08-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
3.107 |
3.119 |
PP |
3.097 |
3.118 |
S1 |
3.088 |
3.117 |
|