NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.330 |
2.429 |
0.099 |
4.2% |
2.616 |
| High |
2.439 |
2.477 |
0.038 |
1.6% |
2.621 |
| Low |
2.318 |
2.383 |
0.065 |
2.8% |
2.313 |
| Close |
2.438 |
2.446 |
0.008 |
0.3% |
2.326 |
| Range |
0.121 |
0.094 |
-0.027 |
-22.3% |
0.308 |
| ATR |
0.121 |
0.119 |
-0.002 |
-1.6% |
0.000 |
| Volume |
126,732 |
122,658 |
-4,074 |
-3.2% |
604,267 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.717 |
2.676 |
2.498 |
|
| R3 |
2.623 |
2.582 |
2.472 |
|
| R2 |
2.529 |
2.529 |
2.463 |
|
| R1 |
2.488 |
2.488 |
2.455 |
2.509 |
| PP |
2.435 |
2.435 |
2.435 |
2.446 |
| S1 |
2.394 |
2.394 |
2.437 |
2.415 |
| S2 |
2.341 |
2.341 |
2.429 |
|
| S3 |
2.247 |
2.300 |
2.420 |
|
| S4 |
2.153 |
2.206 |
2.394 |
|
|
| 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 |
2.508 |
2.313 |
0.195 |
8.0% |
0.111 |
4.5% |
68% |
False |
False |
142,580 |
| 10 |
2.809 |
2.313 |
0.496 |
20.3% |
0.123 |
5.0% |
27% |
False |
False |
123,035 |
| 20 |
2.838 |
2.313 |
0.525 |
21.5% |
0.128 |
5.2% |
25% |
False |
False |
96,768 |
| 40 |
2.838 |
2.096 |
0.742 |
30.3% |
0.109 |
4.4% |
47% |
False |
False |
79,022 |
| 60 |
2.838 |
2.096 |
0.742 |
30.3% |
0.099 |
4.0% |
47% |
False |
False |
62,281 |
| 80 |
3.104 |
2.096 |
1.008 |
41.2% |
0.098 |
4.0% |
35% |
False |
False |
51,818 |
| 100 |
3.128 |
2.096 |
1.032 |
42.2% |
0.108 |
4.4% |
34% |
False |
False |
45,537 |
| 120 |
3.537 |
2.096 |
1.441 |
58.9% |
0.104 |
4.3% |
24% |
False |
False |
38,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.877 |
|
2.618 |
2.723 |
|
1.618 |
2.629 |
|
1.000 |
2.571 |
|
0.618 |
2.535 |
|
HIGH |
2.477 |
|
0.618 |
2.441 |
|
0.500 |
2.430 |
|
0.382 |
2.419 |
|
LOW |
2.383 |
|
0.618 |
2.325 |
|
1.000 |
2.289 |
|
1.618 |
2.231 |
|
2.618 |
2.137 |
|
4.250 |
1.984 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.441 |
2.429 |
| PP |
2.435 |
2.412 |
| S1 |
2.430 |
2.395 |
|