NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.429 |
2.446 |
0.017 |
0.7% |
2.616 |
| High |
2.477 |
2.487 |
0.010 |
0.4% |
2.621 |
| Low |
2.383 |
2.397 |
0.014 |
0.6% |
2.313 |
| Close |
2.446 |
2.421 |
-0.025 |
-1.0% |
2.326 |
| Range |
0.094 |
0.090 |
-0.004 |
-4.3% |
0.308 |
| ATR |
0.119 |
0.117 |
-0.002 |
-1.8% |
0.000 |
| Volume |
122,658 |
130,474 |
7,816 |
6.4% |
604,267 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.705 |
2.653 |
2.471 |
|
| R3 |
2.615 |
2.563 |
2.446 |
|
| R2 |
2.525 |
2.525 |
2.438 |
|
| R1 |
2.473 |
2.473 |
2.429 |
2.454 |
| PP |
2.435 |
2.435 |
2.435 |
2.426 |
| S1 |
2.383 |
2.383 |
2.413 |
2.364 |
| S2 |
2.345 |
2.345 |
2.405 |
|
| S3 |
2.255 |
2.293 |
2.396 |
|
| S4 |
2.165 |
2.203 |
2.372 |
|
|
| 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 |
2.498 |
2.313 |
0.185 |
7.6% |
0.106 |
4.4% |
58% |
False |
False |
142,579 |
| 10 |
2.809 |
2.313 |
0.496 |
20.5% |
0.117 |
4.8% |
22% |
False |
False |
126,980 |
| 20 |
2.838 |
2.313 |
0.525 |
21.7% |
0.124 |
5.1% |
21% |
False |
False |
100,961 |
| 40 |
2.838 |
2.096 |
0.742 |
30.6% |
0.109 |
4.5% |
44% |
False |
False |
80,251 |
| 60 |
2.838 |
2.096 |
0.742 |
30.6% |
0.100 |
4.1% |
44% |
False |
False |
64,005 |
| 80 |
3.104 |
2.096 |
1.008 |
41.6% |
0.098 |
4.1% |
32% |
False |
False |
53,191 |
| 100 |
3.128 |
2.096 |
1.032 |
42.6% |
0.108 |
4.4% |
31% |
False |
False |
46,635 |
| 120 |
3.496 |
2.096 |
1.400 |
57.8% |
0.105 |
4.3% |
23% |
False |
False |
39,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.870 |
|
2.618 |
2.723 |
|
1.618 |
2.633 |
|
1.000 |
2.577 |
|
0.618 |
2.543 |
|
HIGH |
2.487 |
|
0.618 |
2.453 |
|
0.500 |
2.442 |
|
0.382 |
2.431 |
|
LOW |
2.397 |
|
0.618 |
2.341 |
|
1.000 |
2.307 |
|
1.618 |
2.251 |
|
2.618 |
2.161 |
|
4.250 |
2.015 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.442 |
2.415 |
| PP |
2.435 |
2.409 |
| S1 |
2.428 |
2.403 |
|