NYMEX Natural Gas Future May 2013
Trading Metrics calculated at close of trading on 01-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
3.258 |
3.282 |
0.024 |
0.7% |
3.330 |
High |
3.382 |
3.282 |
-0.100 |
-3.0% |
3.395 |
Low |
3.257 |
3.260 |
0.003 |
0.1% |
3.257 |
Close |
3.328 |
3.275 |
-0.053 |
-1.6% |
3.275 |
Range |
0.125 |
0.022 |
-0.103 |
-82.4% |
0.138 |
ATR |
0.074 |
0.073 |
0.000 |
-0.6% |
0.000 |
Volume |
1,263 |
1,131 |
-132 |
-10.5% |
5,078 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.338 |
3.329 |
3.287 |
|
R3 |
3.316 |
3.307 |
3.281 |
|
R2 |
3.294 |
3.294 |
3.279 |
|
R1 |
3.285 |
3.285 |
3.277 |
3.279 |
PP |
3.272 |
3.272 |
3.272 |
3.269 |
S1 |
3.263 |
3.263 |
3.273 |
3.257 |
S2 |
3.250 |
3.250 |
3.271 |
|
S3 |
3.228 |
3.241 |
3.269 |
|
S4 |
3.206 |
3.219 |
3.263 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.723 |
3.637 |
3.351 |
|
R3 |
3.585 |
3.499 |
3.313 |
|
R2 |
3.447 |
3.447 |
3.300 |
|
R1 |
3.361 |
3.361 |
3.288 |
3.335 |
PP |
3.309 |
3.309 |
3.309 |
3.296 |
S1 |
3.223 |
3.223 |
3.262 |
3.197 |
S2 |
3.171 |
3.171 |
3.250 |
|
S3 |
3.033 |
3.085 |
3.237 |
|
S4 |
2.895 |
2.947 |
3.199 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.416 |
3.257 |
0.159 |
4.9% |
0.065 |
2.0% |
11% |
False |
False |
1,208 |
10 |
3.592 |
3.257 |
0.335 |
10.2% |
0.062 |
1.9% |
5% |
False |
False |
1,254 |
20 |
3.600 |
3.257 |
0.343 |
10.5% |
0.064 |
2.0% |
5% |
False |
False |
1,136 |
40 |
3.600 |
3.072 |
0.528 |
16.1% |
0.057 |
1.7% |
38% |
False |
False |
1,002 |
60 |
3.600 |
3.072 |
0.528 |
16.1% |
0.054 |
1.7% |
38% |
False |
False |
834 |
80 |
3.750 |
3.072 |
0.678 |
20.7% |
0.054 |
1.6% |
30% |
False |
False |
800 |
100 |
3.851 |
3.072 |
0.779 |
23.8% |
0.061 |
1.9% |
26% |
False |
False |
800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.376 |
2.618 |
3.340 |
1.618 |
3.318 |
1.000 |
3.304 |
0.618 |
3.296 |
HIGH |
3.282 |
0.618 |
3.274 |
0.500 |
3.271 |
0.382 |
3.268 |
LOW |
3.260 |
0.618 |
3.246 |
1.000 |
3.238 |
1.618 |
3.224 |
2.618 |
3.202 |
4.250 |
3.167 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
3.274 |
3.320 |
PP |
3.272 |
3.305 |
S1 |
3.271 |
3.290 |
|