NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.521 |
2.383 |
-0.138 |
-5.5% |
2.440 |
| High |
2.536 |
2.409 |
-0.127 |
-5.0% |
2.579 |
| Low |
2.368 |
2.333 |
-0.035 |
-1.5% |
2.333 |
| Close |
2.377 |
2.386 |
0.009 |
0.4% |
2.386 |
| Range |
0.168 |
0.076 |
-0.092 |
-54.8% |
0.246 |
| ATR |
0.115 |
0.112 |
-0.003 |
-2.4% |
0.000 |
| Volume |
57,582 |
87,038 |
29,456 |
51.2% |
273,473 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.604 |
2.571 |
2.428 |
|
| R3 |
2.528 |
2.495 |
2.407 |
|
| R2 |
2.452 |
2.452 |
2.400 |
|
| R1 |
2.419 |
2.419 |
2.393 |
2.436 |
| PP |
2.376 |
2.376 |
2.376 |
2.384 |
| S1 |
2.343 |
2.343 |
2.379 |
2.360 |
| S2 |
2.300 |
2.300 |
2.372 |
|
| S3 |
2.224 |
2.267 |
2.365 |
|
| S4 |
2.148 |
2.191 |
2.344 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.171 |
3.024 |
2.521 |
|
| R3 |
2.925 |
2.778 |
2.454 |
|
| R2 |
2.679 |
2.679 |
2.431 |
|
| R1 |
2.532 |
2.532 |
2.409 |
2.483 |
| PP |
2.433 |
2.433 |
2.433 |
2.408 |
| S1 |
2.286 |
2.286 |
2.363 |
2.237 |
| S2 |
2.187 |
2.187 |
2.341 |
|
| S3 |
1.941 |
2.040 |
2.318 |
|
| S4 |
1.695 |
1.794 |
2.251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.579 |
2.333 |
0.246 |
10.3% |
0.106 |
4.5% |
22% |
False |
True |
54,694 |
| 10 |
2.791 |
2.333 |
0.458 |
19.2% |
0.112 |
4.7% |
12% |
False |
True |
46,049 |
| 20 |
2.912 |
2.333 |
0.579 |
24.3% |
0.118 |
4.9% |
9% |
False |
True |
39,367 |
| 40 |
2.912 |
2.222 |
0.690 |
28.9% |
0.102 |
4.3% |
24% |
False |
False |
32,710 |
| 60 |
2.912 |
2.222 |
0.690 |
28.9% |
0.091 |
3.8% |
24% |
False |
False |
26,050 |
| 80 |
3.143 |
2.222 |
0.921 |
38.6% |
0.092 |
3.9% |
18% |
False |
False |
22,523 |
| 100 |
3.170 |
2.222 |
0.948 |
39.7% |
0.101 |
4.3% |
17% |
False |
False |
20,157 |
| 120 |
3.523 |
2.222 |
1.301 |
54.5% |
0.099 |
4.2% |
13% |
False |
False |
17,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.732 |
|
2.618 |
2.608 |
|
1.618 |
2.532 |
|
1.000 |
2.485 |
|
0.618 |
2.456 |
|
HIGH |
2.409 |
|
0.618 |
2.380 |
|
0.500 |
2.371 |
|
0.382 |
2.362 |
|
LOW |
2.333 |
|
0.618 |
2.286 |
|
1.000 |
2.257 |
|
1.618 |
2.210 |
|
2.618 |
2.134 |
|
4.250 |
2.010 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.381 |
2.456 |
| PP |
2.376 |
2.433 |
| S1 |
2.371 |
2.409 |
|