NYMEX Natural Gas Future May 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 |
3.282 |
3.269 |
-0.013 |
-0.4% |
3.330 |
| High |
3.282 |
3.322 |
0.040 |
1.2% |
3.395 |
| Low |
3.260 |
3.269 |
0.009 |
0.3% |
3.257 |
| Close |
3.275 |
3.316 |
0.041 |
1.3% |
3.275 |
| Range |
0.022 |
0.053 |
0.031 |
140.9% |
0.138 |
| ATR |
0.073 |
0.072 |
-0.001 |
-2.0% |
0.000 |
| Volume |
1,131 |
938 |
-193 |
-17.1% |
5,078 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.461 |
3.442 |
3.345 |
|
| R3 |
3.408 |
3.389 |
3.331 |
|
| R2 |
3.355 |
3.355 |
3.326 |
|
| R1 |
3.336 |
3.336 |
3.321 |
3.346 |
| PP |
3.302 |
3.302 |
3.302 |
3.307 |
| S1 |
3.283 |
3.283 |
3.311 |
3.293 |
| S2 |
3.249 |
3.249 |
3.306 |
|
| S3 |
3.196 |
3.230 |
3.301 |
|
| S4 |
3.143 |
3.177 |
3.287 |
|
|
| 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 |
3.395 |
3.257 |
0.138 |
4.2% |
0.067 |
2.0% |
43% |
False |
False |
1,203 |
| 10 |
3.545 |
3.257 |
0.288 |
8.7% |
0.062 |
1.9% |
20% |
False |
False |
1,208 |
| 20 |
3.600 |
3.257 |
0.343 |
10.3% |
0.064 |
1.9% |
17% |
False |
False |
1,132 |
| 40 |
3.600 |
3.072 |
0.528 |
15.9% |
0.057 |
1.7% |
46% |
False |
False |
1,001 |
| 60 |
3.600 |
3.072 |
0.528 |
15.9% |
0.054 |
1.6% |
46% |
False |
False |
841 |
| 80 |
3.750 |
3.072 |
0.678 |
20.4% |
0.054 |
1.6% |
36% |
False |
False |
809 |
| 100 |
3.750 |
3.072 |
0.678 |
20.4% |
0.060 |
1.8% |
36% |
False |
False |
809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.547 |
|
2.618 |
3.461 |
|
1.618 |
3.408 |
|
1.000 |
3.375 |
|
0.618 |
3.355 |
|
HIGH |
3.322 |
|
0.618 |
3.302 |
|
0.500 |
3.296 |
|
0.382 |
3.289 |
|
LOW |
3.269 |
|
0.618 |
3.236 |
|
1.000 |
3.216 |
|
1.618 |
3.183 |
|
2.618 |
3.130 |
|
4.250 |
3.044 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.309 |
3.320 |
| PP |
3.302 |
3.318 |
| S1 |
3.296 |
3.317 |
|