NYMEX Natural Gas Future January 2013
| 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 |
3.238 |
3.304 |
0.066 |
2.0% |
3.380 |
| High |
3.312 |
3.331 |
0.019 |
0.6% |
3.405 |
| Low |
3.227 |
3.260 |
0.033 |
1.0% |
3.228 |
| Close |
3.293 |
3.314 |
0.021 |
0.6% |
3.244 |
| Range |
0.085 |
0.071 |
-0.014 |
-16.5% |
0.177 |
| ATR |
0.089 |
0.088 |
-0.001 |
-1.5% |
0.000 |
| Volume |
17,840 |
10,249 |
-7,591 |
-42.6% |
63,290 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.515 |
3.485 |
3.353 |
|
| R3 |
3.444 |
3.414 |
3.334 |
|
| R2 |
3.373 |
3.373 |
3.327 |
|
| R1 |
3.343 |
3.343 |
3.321 |
3.358 |
| PP |
3.302 |
3.302 |
3.302 |
3.309 |
| S1 |
3.272 |
3.272 |
3.307 |
3.287 |
| S2 |
3.231 |
3.231 |
3.301 |
|
| S3 |
3.160 |
3.201 |
3.294 |
|
| S4 |
3.089 |
3.130 |
3.275 |
|
|
| 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 |
3.633 |
|
2.618 |
3.517 |
|
1.618 |
3.446 |
|
1.000 |
3.402 |
|
0.618 |
3.375 |
|
HIGH |
3.331 |
|
0.618 |
3.304 |
|
0.500 |
3.296 |
|
0.382 |
3.287 |
|
LOW |
3.260 |
|
0.618 |
3.216 |
|
1.000 |
3.189 |
|
1.618 |
3.145 |
|
2.618 |
3.074 |
|
4.250 |
2.958 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.308 |
3.302 |
| PP |
3.302 |
3.291 |
| S1 |
3.296 |
3.279 |
|