NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.201 |
3.180 |
-0.021 |
-0.7% |
3.269 |
| High |
3.216 |
3.353 |
0.137 |
4.3% |
3.354 |
| Low |
3.192 |
3.170 |
-0.022 |
-0.7% |
3.231 |
| Close |
3.194 |
3.350 |
0.156 |
4.9% |
3.293 |
| Range |
0.024 |
0.183 |
0.159 |
662.5% |
0.123 |
| ATR |
0.065 |
0.073 |
0.008 |
13.1% |
0.000 |
| Volume |
1,480 |
492 |
-988 |
-66.8% |
3,342 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.840 |
3.778 |
3.451 |
|
| R3 |
3.657 |
3.595 |
3.400 |
|
| R2 |
3.474 |
3.474 |
3.384 |
|
| R1 |
3.412 |
3.412 |
3.367 |
3.443 |
| PP |
3.291 |
3.291 |
3.291 |
3.307 |
| S1 |
3.229 |
3.229 |
3.333 |
3.260 |
| S2 |
3.108 |
3.108 |
3.316 |
|
| S3 |
2.925 |
3.046 |
3.300 |
|
| S4 |
2.742 |
2.863 |
3.249 |
|
|
| 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 |
3.353 |
3.170 |
0.183 |
5.5% |
0.072 |
2.2% |
98% |
True |
True |
823 |
| 10 |
3.354 |
3.170 |
0.184 |
5.5% |
0.054 |
1.6% |
98% |
False |
True |
793 |
| 20 |
3.600 |
3.170 |
0.430 |
12.8% |
0.062 |
1.9% |
42% |
False |
True |
1,052 |
| 40 |
3.600 |
3.072 |
0.528 |
15.8% |
0.061 |
1.8% |
53% |
False |
False |
990 |
| 60 |
3.600 |
3.072 |
0.528 |
15.8% |
0.054 |
1.6% |
53% |
False |
False |
887 |
| 80 |
3.750 |
3.072 |
0.678 |
20.2% |
0.055 |
1.6% |
41% |
False |
False |
840 |
| 100 |
3.750 |
3.072 |
0.678 |
20.2% |
0.059 |
1.8% |
41% |
False |
False |
833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.131 |
|
2.618 |
3.832 |
|
1.618 |
3.649 |
|
1.000 |
3.536 |
|
0.618 |
3.466 |
|
HIGH |
3.353 |
|
0.618 |
3.283 |
|
0.500 |
3.262 |
|
0.382 |
3.240 |
|
LOW |
3.170 |
|
0.618 |
3.057 |
|
1.000 |
2.987 |
|
1.618 |
2.874 |
|
2.618 |
2.691 |
|
4.250 |
2.392 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.321 |
3.321 |
| PP |
3.291 |
3.291 |
| S1 |
3.262 |
3.262 |
|