NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.450 |
2.408 |
-0.042 |
-1.7% |
2.616 |
| High |
2.498 |
2.415 |
-0.083 |
-3.3% |
2.621 |
| Low |
2.377 |
2.313 |
-0.064 |
-2.7% |
2.313 |
| Close |
2.418 |
2.326 |
-0.092 |
-3.8% |
2.326 |
| Range |
0.121 |
0.102 |
-0.019 |
-15.7% |
0.308 |
| ATR |
0.123 |
0.121 |
-0.001 |
-1.0% |
0.000 |
| Volume |
190,417 |
142,617 |
-47,800 |
-25.1% |
604,267 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.657 |
2.594 |
2.382 |
|
| R3 |
2.555 |
2.492 |
2.354 |
|
| R2 |
2.453 |
2.453 |
2.345 |
|
| R1 |
2.390 |
2.390 |
2.335 |
2.371 |
| PP |
2.351 |
2.351 |
2.351 |
2.342 |
| S1 |
2.288 |
2.288 |
2.317 |
2.269 |
| S2 |
2.249 |
2.249 |
2.307 |
|
| S3 |
2.147 |
2.186 |
2.298 |
|
| S4 |
2.045 |
2.084 |
2.270 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.344 |
3.143 |
2.495 |
|
| R3 |
3.036 |
2.835 |
2.411 |
|
| R2 |
2.728 |
2.728 |
2.382 |
|
| R1 |
2.527 |
2.527 |
2.354 |
2.474 |
| PP |
2.420 |
2.420 |
2.420 |
2.393 |
| S1 |
2.219 |
2.219 |
2.298 |
2.166 |
| S2 |
2.112 |
2.112 |
2.270 |
|
| S3 |
1.804 |
1.911 |
2.241 |
|
| S4 |
1.496 |
1.603 |
2.157 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.716 |
2.313 |
0.403 |
17.3% |
0.125 |
5.4% |
3% |
False |
True |
142,914 |
| 10 |
2.838 |
2.313 |
0.525 |
22.6% |
0.132 |
5.7% |
2% |
False |
True |
113,991 |
| 20 |
2.838 |
2.313 |
0.525 |
22.6% |
0.127 |
5.5% |
2% |
False |
True |
88,943 |
| 40 |
2.838 |
2.096 |
0.742 |
31.9% |
0.107 |
4.6% |
31% |
False |
False |
74,886 |
| 60 |
2.838 |
2.096 |
0.742 |
31.9% |
0.098 |
4.2% |
31% |
False |
False |
59,104 |
| 80 |
3.104 |
2.096 |
1.008 |
43.3% |
0.098 |
4.2% |
23% |
False |
False |
49,466 |
| 100 |
3.311 |
2.096 |
1.215 |
52.2% |
0.109 |
4.7% |
19% |
False |
False |
43,313 |
| 120 |
3.651 |
2.096 |
1.555 |
66.9% |
0.104 |
4.5% |
15% |
False |
False |
36,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.849 |
|
2.618 |
2.682 |
|
1.618 |
2.580 |
|
1.000 |
2.517 |
|
0.618 |
2.478 |
|
HIGH |
2.415 |
|
0.618 |
2.376 |
|
0.500 |
2.364 |
|
0.382 |
2.352 |
|
LOW |
2.313 |
|
0.618 |
2.250 |
|
1.000 |
2.211 |
|
1.618 |
2.148 |
|
2.618 |
2.046 |
|
4.250 |
1.880 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.364 |
2.411 |
| PP |
2.351 |
2.382 |
| S1 |
2.339 |
2.354 |
|