NYMEX Natural Gas Future May 2013
Trading Metrics calculated at close of trading on 11-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
3.243 |
3.260 |
0.017 |
0.5% |
3.269 |
High |
3.300 |
3.266 |
-0.034 |
-1.0% |
3.354 |
Low |
3.231 |
3.234 |
0.003 |
0.1% |
3.231 |
Close |
3.293 |
3.236 |
-0.057 |
-1.7% |
3.293 |
Range |
0.069 |
0.032 |
-0.037 |
-53.6% |
0.123 |
ATR |
0.067 |
0.067 |
-0.001 |
-0.9% |
0.000 |
Volume |
655 |
655 |
0 |
0.0% |
3,342 |
|
Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.341 |
3.321 |
3.254 |
|
R3 |
3.309 |
3.289 |
3.245 |
|
R2 |
3.277 |
3.277 |
3.242 |
|
R1 |
3.257 |
3.257 |
3.239 |
3.251 |
PP |
3.245 |
3.245 |
3.245 |
3.243 |
S1 |
3.225 |
3.225 |
3.233 |
3.219 |
S2 |
3.213 |
3.213 |
3.230 |
|
S3 |
3.181 |
3.193 |
3.227 |
|
S4 |
3.149 |
3.161 |
3.218 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.662 |
3.600 |
3.361 |
|
R3 |
3.539 |
3.477 |
3.327 |
|
R2 |
3.416 |
3.416 |
3.316 |
|
R1 |
3.354 |
3.354 |
3.304 |
3.385 |
PP |
3.293 |
3.293 |
3.293 |
3.308 |
S1 |
3.231 |
3.231 |
3.282 |
3.262 |
S2 |
3.170 |
3.170 |
3.270 |
|
S3 |
3.047 |
3.108 |
3.259 |
|
S4 |
2.924 |
2.985 |
3.225 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.354 |
3.231 |
0.123 |
3.8% |
0.041 |
1.3% |
4% |
False |
False |
611 |
10 |
3.395 |
3.231 |
0.164 |
5.1% |
0.054 |
1.7% |
3% |
False |
False |
907 |
20 |
3.600 |
3.231 |
0.369 |
11.4% |
0.060 |
1.8% |
1% |
False |
False |
1,054 |
40 |
3.600 |
3.072 |
0.528 |
16.3% |
0.057 |
1.7% |
31% |
False |
False |
969 |
60 |
3.600 |
3.072 |
0.528 |
16.3% |
0.052 |
1.6% |
31% |
False |
False |
858 |
80 |
3.750 |
3.072 |
0.678 |
21.0% |
0.054 |
1.7% |
24% |
False |
False |
825 |
100 |
3.750 |
3.072 |
0.678 |
21.0% |
0.060 |
1.8% |
24% |
False |
False |
819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.402 |
2.618 |
3.350 |
1.618 |
3.318 |
1.000 |
3.298 |
0.618 |
3.286 |
HIGH |
3.266 |
0.618 |
3.254 |
0.500 |
3.250 |
0.382 |
3.246 |
LOW |
3.234 |
0.618 |
3.214 |
1.000 |
3.202 |
1.618 |
3.182 |
2.618 |
3.150 |
4.250 |
3.098 |
|
|
Fisher Pivots for day following 11-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
3.250 |
3.266 |
PP |
3.245 |
3.256 |
S1 |
3.241 |
3.246 |
|