NYMEX Natural Gas Future May 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 |
3.269 |
3.343 |
0.074 |
2.3% |
3.330 |
| High |
3.322 |
3.346 |
0.024 |
0.7% |
3.395 |
| Low |
3.269 |
3.316 |
0.047 |
1.4% |
3.257 |
| Close |
3.316 |
3.331 |
0.015 |
0.5% |
3.275 |
| Range |
0.053 |
0.030 |
-0.023 |
-43.4% |
0.138 |
| ATR |
0.072 |
0.069 |
-0.003 |
-4.2% |
0.000 |
| Volume |
938 |
415 |
-523 |
-55.8% |
5,078 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.421 |
3.406 |
3.348 |
|
| R3 |
3.391 |
3.376 |
3.339 |
|
| R2 |
3.361 |
3.361 |
3.337 |
|
| R1 |
3.346 |
3.346 |
3.334 |
3.339 |
| PP |
3.331 |
3.331 |
3.331 |
3.327 |
| S1 |
3.316 |
3.316 |
3.328 |
3.309 |
| S2 |
3.301 |
3.301 |
3.326 |
|
| S3 |
3.271 |
3.286 |
3.323 |
|
| S4 |
3.241 |
3.256 |
3.315 |
|
|
| 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 |
3.382 |
3.257 |
0.125 |
3.8% |
0.059 |
1.8% |
59% |
False |
False |
998 |
| 10 |
3.525 |
3.257 |
0.268 |
8.0% |
0.057 |
1.7% |
28% |
False |
False |
1,103 |
| 20 |
3.600 |
3.257 |
0.343 |
10.3% |
0.064 |
1.9% |
22% |
False |
False |
1,119 |
| 40 |
3.600 |
3.072 |
0.528 |
15.9% |
0.057 |
1.7% |
49% |
False |
False |
996 |
| 60 |
3.600 |
3.072 |
0.528 |
15.9% |
0.054 |
1.6% |
49% |
False |
False |
841 |
| 80 |
3.750 |
3.072 |
0.678 |
20.4% |
0.054 |
1.6% |
38% |
False |
False |
811 |
| 100 |
3.750 |
3.072 |
0.678 |
20.4% |
0.060 |
1.8% |
38% |
False |
False |
808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.474 |
|
2.618 |
3.425 |
|
1.618 |
3.395 |
|
1.000 |
3.376 |
|
0.618 |
3.365 |
|
HIGH |
3.346 |
|
0.618 |
3.335 |
|
0.500 |
3.331 |
|
0.382 |
3.327 |
|
LOW |
3.316 |
|
0.618 |
3.297 |
|
1.000 |
3.286 |
|
1.618 |
3.267 |
|
2.618 |
3.237 |
|
4.250 |
3.189 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.331 |
3.322 |
| PP |
3.331 |
3.312 |
| S1 |
3.331 |
3.303 |
|