NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.343 |
3.312 |
-0.031 |
-0.9% |
3.330 |
| High |
3.346 |
3.354 |
0.008 |
0.2% |
3.395 |
| Low |
3.316 |
3.312 |
-0.004 |
-0.1% |
3.257 |
| Close |
3.331 |
3.327 |
-0.004 |
-0.1% |
3.275 |
| Range |
0.030 |
0.042 |
0.012 |
40.0% |
0.138 |
| ATR |
0.069 |
0.067 |
-0.002 |
-2.8% |
0.000 |
| Volume |
415 |
857 |
442 |
106.5% |
5,078 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.457 |
3.434 |
3.350 |
|
| R3 |
3.415 |
3.392 |
3.339 |
|
| R2 |
3.373 |
3.373 |
3.335 |
|
| R1 |
3.350 |
3.350 |
3.331 |
3.362 |
| PP |
3.331 |
3.331 |
3.331 |
3.337 |
| S1 |
3.308 |
3.308 |
3.323 |
3.320 |
| S2 |
3.289 |
3.289 |
3.319 |
|
| S3 |
3.247 |
3.266 |
3.315 |
|
| S4 |
3.205 |
3.224 |
3.304 |
|
|
| 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% |
0.054 |
1.6% |
56% |
False |
False |
920 |
| 10 |
3.496 |
3.257 |
0.239 |
7.2% |
0.054 |
1.6% |
29% |
False |
False |
1,040 |
| 20 |
3.600 |
3.257 |
0.343 |
10.3% |
0.061 |
1.8% |
20% |
False |
False |
1,138 |
| 40 |
3.600 |
3.072 |
0.528 |
15.9% |
0.057 |
1.7% |
48% |
False |
False |
1,007 |
| 60 |
3.600 |
3.072 |
0.528 |
15.9% |
0.054 |
1.6% |
48% |
False |
False |
851 |
| 80 |
3.750 |
3.072 |
0.678 |
20.4% |
0.054 |
1.6% |
38% |
False |
False |
815 |
| 100 |
3.750 |
3.072 |
0.678 |
20.4% |
0.060 |
1.8% |
38% |
False |
False |
812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.533 |
|
2.618 |
3.464 |
|
1.618 |
3.422 |
|
1.000 |
3.396 |
|
0.618 |
3.380 |
|
HIGH |
3.354 |
|
0.618 |
3.338 |
|
0.500 |
3.333 |
|
0.382 |
3.328 |
|
LOW |
3.312 |
|
0.618 |
3.286 |
|
1.000 |
3.270 |
|
1.618 |
3.244 |
|
2.618 |
3.202 |
|
4.250 |
3.134 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.333 |
3.322 |
| PP |
3.331 |
3.317 |
| S1 |
3.329 |
3.312 |
|