NYMEX Natural Gas Future August 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 |
2.485 |
2.489 |
0.004 |
0.2% |
2.667 |
| High |
2.522 |
2.534 |
0.012 |
0.5% |
2.668 |
| Low |
2.433 |
2.449 |
0.016 |
0.7% |
2.374 |
| Close |
2.496 |
2.474 |
-0.022 |
-0.9% |
2.387 |
| Range |
0.089 |
0.085 |
-0.004 |
-4.5% |
0.294 |
| ATR |
0.116 |
0.114 |
-0.002 |
-1.9% |
0.000 |
| Volume |
32,187 |
39,486 |
7,299 |
22.7% |
160,415 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.741 |
2.692 |
2.521 |
|
| R3 |
2.656 |
2.607 |
2.497 |
|
| R2 |
2.571 |
2.571 |
2.490 |
|
| R1 |
2.522 |
2.522 |
2.482 |
2.504 |
| PP |
2.486 |
2.486 |
2.486 |
2.477 |
| S1 |
2.437 |
2.437 |
2.466 |
2.419 |
| S2 |
2.401 |
2.401 |
2.458 |
|
| S3 |
2.316 |
2.352 |
2.451 |
|
| S4 |
2.231 |
2.267 |
2.427 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.358 |
3.167 |
2.549 |
|
| R3 |
3.064 |
2.873 |
2.468 |
|
| R2 |
2.770 |
2.770 |
2.441 |
|
| R1 |
2.579 |
2.579 |
2.414 |
2.528 |
| PP |
2.476 |
2.476 |
2.476 |
2.451 |
| S1 |
2.285 |
2.285 |
2.360 |
2.234 |
| S2 |
2.182 |
2.182 |
2.333 |
|
| S3 |
1.888 |
1.991 |
2.306 |
|
| S4 |
1.594 |
1.697 |
2.225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.553 |
2.374 |
0.179 |
7.2% |
0.101 |
4.1% |
56% |
False |
False |
40,689 |
| 10 |
2.850 |
2.374 |
0.476 |
19.2% |
0.113 |
4.6% |
21% |
False |
False |
37,707 |
| 20 |
2.881 |
2.374 |
0.507 |
20.5% |
0.118 |
4.8% |
20% |
False |
False |
40,468 |
| 40 |
2.881 |
2.175 |
0.706 |
28.5% |
0.103 |
4.2% |
42% |
False |
False |
34,264 |
| 60 |
2.881 |
2.175 |
0.706 |
28.5% |
0.095 |
3.8% |
42% |
False |
False |
27,896 |
| 80 |
3.137 |
2.175 |
0.962 |
38.9% |
0.094 |
3.8% |
31% |
False |
False |
23,662 |
| 100 |
3.148 |
2.175 |
0.973 |
39.3% |
0.104 |
4.2% |
31% |
False |
False |
21,425 |
| 120 |
3.530 |
2.175 |
1.355 |
54.8% |
0.100 |
4.0% |
22% |
False |
False |
18,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.895 |
|
2.618 |
2.757 |
|
1.618 |
2.672 |
|
1.000 |
2.619 |
|
0.618 |
2.587 |
|
HIGH |
2.534 |
|
0.618 |
2.502 |
|
0.500 |
2.492 |
|
0.382 |
2.481 |
|
LOW |
2.449 |
|
0.618 |
2.396 |
|
1.000 |
2.364 |
|
1.618 |
2.311 |
|
2.618 |
2.226 |
|
4.250 |
2.088 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.492 |
2.468 |
| PP |
2.486 |
2.461 |
| S1 |
2.480 |
2.455 |
|