NYMEX Natural Gas Future January 2013
| 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 |
3.271 |
3.238 |
-0.033 |
-1.0% |
3.380 |
| High |
3.278 |
3.312 |
0.034 |
1.0% |
3.405 |
| Low |
3.228 |
3.227 |
-0.001 |
0.0% |
3.228 |
| Close |
3.244 |
3.293 |
0.049 |
1.5% |
3.244 |
| Range |
0.050 |
0.085 |
0.035 |
70.0% |
0.177 |
| ATR |
0.090 |
0.089 |
0.000 |
-0.4% |
0.000 |
| Volume |
22,058 |
17,840 |
-4,218 |
-19.1% |
63,290 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.532 |
3.498 |
3.340 |
|
| R3 |
3.447 |
3.413 |
3.316 |
|
| R2 |
3.362 |
3.362 |
3.309 |
|
| R1 |
3.328 |
3.328 |
3.301 |
3.345 |
| PP |
3.277 |
3.277 |
3.277 |
3.286 |
| S1 |
3.243 |
3.243 |
3.285 |
3.260 |
| S2 |
3.192 |
3.192 |
3.277 |
|
| S3 |
3.107 |
3.158 |
3.270 |
|
| S4 |
3.022 |
3.073 |
3.246 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.823 |
3.711 |
3.341 |
|
| R3 |
3.646 |
3.534 |
3.293 |
|
| R2 |
3.469 |
3.469 |
3.276 |
|
| R1 |
3.357 |
3.357 |
3.260 |
3.325 |
| PP |
3.292 |
3.292 |
3.292 |
3.276 |
| S1 |
3.180 |
3.180 |
3.228 |
3.148 |
| S2 |
3.115 |
3.115 |
3.212 |
|
| S3 |
2.938 |
3.003 |
3.195 |
|
| S4 |
2.761 |
2.826 |
3.147 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.673 |
|
2.618 |
3.535 |
|
1.618 |
3.450 |
|
1.000 |
3.397 |
|
0.618 |
3.365 |
|
HIGH |
3.312 |
|
0.618 |
3.280 |
|
0.500 |
3.270 |
|
0.382 |
3.259 |
|
LOW |
3.227 |
|
0.618 |
3.174 |
|
1.000 |
3.142 |
|
1.618 |
3.089 |
|
2.618 |
3.004 |
|
4.250 |
2.866 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.285 |
3.295 |
| PP |
3.277 |
3.294 |
| S1 |
3.270 |
3.294 |
|