NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.489 |
2.468 |
-0.021 |
-0.8% |
2.667 |
| High |
2.534 |
2.493 |
-0.041 |
-1.6% |
2.668 |
| Low |
2.449 |
2.318 |
-0.131 |
-5.3% |
2.374 |
| Close |
2.474 |
2.327 |
-0.147 |
-5.9% |
2.387 |
| Range |
0.085 |
0.175 |
0.090 |
105.9% |
0.294 |
| ATR |
0.114 |
0.118 |
0.004 |
3.9% |
0.000 |
| Volume |
39,486 |
56,298 |
16,812 |
42.6% |
160,415 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.904 |
2.791 |
2.423 |
|
| R3 |
2.729 |
2.616 |
2.375 |
|
| R2 |
2.554 |
2.554 |
2.359 |
|
| R1 |
2.441 |
2.441 |
2.343 |
2.410 |
| PP |
2.379 |
2.379 |
2.379 |
2.364 |
| S1 |
2.266 |
2.266 |
2.311 |
2.235 |
| S2 |
2.204 |
2.204 |
2.295 |
|
| S3 |
2.029 |
2.091 |
2.279 |
|
| S4 |
1.854 |
1.916 |
2.231 |
|
|
| 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 |
2.534 |
2.318 |
0.216 |
9.3% |
0.111 |
4.8% |
4% |
False |
True |
44,613 |
| 10 |
2.850 |
2.318 |
0.532 |
22.9% |
0.119 |
5.1% |
2% |
False |
True |
40,143 |
| 20 |
2.881 |
2.318 |
0.563 |
24.2% |
0.122 |
5.3% |
2% |
False |
True |
40,785 |
| 40 |
2.881 |
2.175 |
0.706 |
30.3% |
0.106 |
4.5% |
22% |
False |
False |
34,970 |
| 60 |
2.881 |
2.175 |
0.706 |
30.3% |
0.096 |
4.1% |
22% |
False |
False |
28,633 |
| 80 |
3.137 |
2.175 |
0.962 |
41.3% |
0.096 |
4.1% |
16% |
False |
False |
24,228 |
| 100 |
3.148 |
2.175 |
0.973 |
41.8% |
0.105 |
4.5% |
16% |
False |
False |
21,915 |
| 120 |
3.522 |
2.175 |
1.347 |
57.9% |
0.101 |
4.3% |
11% |
False |
False |
18,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.237 |
|
2.618 |
2.951 |
|
1.618 |
2.776 |
|
1.000 |
2.668 |
|
0.618 |
2.601 |
|
HIGH |
2.493 |
|
0.618 |
2.426 |
|
0.500 |
2.406 |
|
0.382 |
2.385 |
|
LOW |
2.318 |
|
0.618 |
2.210 |
|
1.000 |
2.143 |
|
1.618 |
2.035 |
|
2.618 |
1.860 |
|
4.250 |
1.574 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.406 |
2.426 |
| PP |
2.379 |
2.393 |
| S1 |
2.353 |
2.360 |
|