NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.408 |
2.330 |
-0.078 |
-3.2% |
2.616 |
| High |
2.415 |
2.439 |
0.024 |
1.0% |
2.621 |
| Low |
2.313 |
2.318 |
0.005 |
0.2% |
2.313 |
| Close |
2.326 |
2.438 |
0.112 |
4.8% |
2.326 |
| Range |
0.102 |
0.121 |
0.019 |
18.6% |
0.308 |
| ATR |
0.121 |
0.121 |
0.000 |
0.0% |
0.000 |
| Volume |
142,617 |
126,732 |
-15,885 |
-11.1% |
604,267 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.761 |
2.721 |
2.505 |
|
| R3 |
2.640 |
2.600 |
2.471 |
|
| R2 |
2.519 |
2.519 |
2.460 |
|
| R1 |
2.479 |
2.479 |
2.449 |
2.499 |
| PP |
2.398 |
2.398 |
2.398 |
2.409 |
| S1 |
2.358 |
2.358 |
2.427 |
2.378 |
| S2 |
2.277 |
2.277 |
2.416 |
|
| S3 |
2.156 |
2.237 |
2.405 |
|
| S4 |
2.035 |
2.116 |
2.371 |
|
|
| 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 |
2.621 |
2.313 |
0.308 |
12.6% |
0.123 |
5.0% |
41% |
False |
False |
146,199 |
| 10 |
2.822 |
2.313 |
0.509 |
20.9% |
0.129 |
5.3% |
25% |
False |
False |
117,910 |
| 20 |
2.838 |
2.313 |
0.525 |
21.5% |
0.128 |
5.2% |
24% |
False |
False |
92,826 |
| 40 |
2.838 |
2.096 |
0.742 |
30.4% |
0.108 |
4.4% |
46% |
False |
False |
77,256 |
| 60 |
2.838 |
2.096 |
0.742 |
30.4% |
0.099 |
4.0% |
46% |
False |
False |
60,736 |
| 80 |
3.104 |
2.096 |
1.008 |
41.3% |
0.099 |
4.1% |
34% |
False |
False |
50,651 |
| 100 |
3.207 |
2.096 |
1.111 |
45.6% |
0.109 |
4.5% |
31% |
False |
False |
44,482 |
| 120 |
3.537 |
2.096 |
1.441 |
59.1% |
0.104 |
4.3% |
24% |
False |
False |
37,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.953 |
|
2.618 |
2.756 |
|
1.618 |
2.635 |
|
1.000 |
2.560 |
|
0.618 |
2.514 |
|
HIGH |
2.439 |
|
0.618 |
2.393 |
|
0.500 |
2.379 |
|
0.382 |
2.364 |
|
LOW |
2.318 |
|
0.618 |
2.243 |
|
1.000 |
2.197 |
|
1.618 |
2.122 |
|
2.618 |
2.001 |
|
4.250 |
1.804 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.418 |
2.427 |
| PP |
2.398 |
2.416 |
| S1 |
2.379 |
2.406 |
|