NYMEX Natural Gas Future May 2013
Trading Metrics calculated at close of trading on 13-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
3.214 |
3.201 |
-0.013 |
-0.4% |
3.269 |
High |
3.264 |
3.216 |
-0.048 |
-1.5% |
3.354 |
Low |
3.211 |
3.192 |
-0.019 |
-0.6% |
3.231 |
Close |
3.241 |
3.194 |
-0.047 |
-1.5% |
3.293 |
Range |
0.053 |
0.024 |
-0.029 |
-54.7% |
0.123 |
ATR |
0.066 |
0.065 |
-0.001 |
-1.8% |
0.000 |
Volume |
836 |
1,480 |
644 |
77.0% |
3,342 |
|
Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.273 |
3.257 |
3.207 |
|
R3 |
3.249 |
3.233 |
3.201 |
|
R2 |
3.225 |
3.225 |
3.198 |
|
R1 |
3.209 |
3.209 |
3.196 |
3.205 |
PP |
3.201 |
3.201 |
3.201 |
3.199 |
S1 |
3.185 |
3.185 |
3.192 |
3.181 |
S2 |
3.177 |
3.177 |
3.190 |
|
S3 |
3.153 |
3.161 |
3.187 |
|
S4 |
3.129 |
3.137 |
3.181 |
|
|
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 |
3.300 |
3.192 |
0.108 |
3.4% |
0.042 |
1.3% |
2% |
False |
True |
820 |
10 |
3.382 |
3.192 |
0.190 |
5.9% |
0.048 |
1.5% |
1% |
False |
True |
870 |
20 |
3.600 |
3.192 |
0.408 |
12.8% |
0.056 |
1.8% |
0% |
False |
True |
1,066 |
40 |
3.600 |
3.072 |
0.528 |
16.5% |
0.057 |
1.8% |
23% |
False |
False |
994 |
60 |
3.600 |
3.072 |
0.528 |
16.5% |
0.052 |
1.6% |
23% |
False |
False |
885 |
80 |
3.750 |
3.072 |
0.678 |
21.2% |
0.054 |
1.7% |
18% |
False |
False |
840 |
100 |
3.750 |
3.072 |
0.678 |
21.2% |
0.059 |
1.8% |
18% |
False |
False |
832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.318 |
2.618 |
3.279 |
1.618 |
3.255 |
1.000 |
3.240 |
0.618 |
3.231 |
HIGH |
3.216 |
0.618 |
3.207 |
0.500 |
3.204 |
0.382 |
3.201 |
LOW |
3.192 |
0.618 |
3.177 |
1.000 |
3.168 |
1.618 |
3.153 |
2.618 |
3.129 |
4.250 |
3.090 |
|
|
Fisher Pivots for day following 13-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
3.204 |
3.229 |
PP |
3.201 |
3.217 |
S1 |
3.197 |
3.206 |
|