NYMEX Natural Gas Future November 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 |
2.860 |
2.756 |
-0.104 |
-3.6% |
2.784 |
| High |
2.861 |
2.806 |
-0.055 |
-1.9% |
2.903 |
| Low |
2.747 |
2.720 |
-0.027 |
-1.0% |
2.720 |
| Close |
2.765 |
2.793 |
0.028 |
1.0% |
2.793 |
| Range |
0.114 |
0.086 |
-0.028 |
-24.6% |
0.183 |
| ATR |
0.097 |
0.097 |
-0.001 |
-0.8% |
0.000 |
| Volume |
14,770 |
27,384 |
12,614 |
85.4% |
79,535 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.031 |
2.998 |
2.840 |
|
| R3 |
2.945 |
2.912 |
2.817 |
|
| R2 |
2.859 |
2.859 |
2.809 |
|
| R1 |
2.826 |
2.826 |
2.801 |
2.843 |
| PP |
2.773 |
2.773 |
2.773 |
2.781 |
| S1 |
2.740 |
2.740 |
2.785 |
2.757 |
| S2 |
2.687 |
2.687 |
2.777 |
|
| S3 |
2.601 |
2.654 |
2.769 |
|
| S4 |
2.515 |
2.568 |
2.746 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.354 |
3.257 |
2.894 |
|
| R3 |
3.171 |
3.074 |
2.843 |
|
| R2 |
2.988 |
2.988 |
2.827 |
|
| R1 |
2.891 |
2.891 |
2.810 |
2.940 |
| PP |
2.805 |
2.805 |
2.805 |
2.830 |
| S1 |
2.708 |
2.708 |
2.776 |
2.757 |
| S2 |
2.622 |
2.622 |
2.759 |
|
| S3 |
2.439 |
2.525 |
2.743 |
|
| S4 |
2.256 |
2.342 |
2.692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.903 |
2.720 |
0.183 |
6.6% |
0.088 |
3.2% |
40% |
False |
True |
15,907 |
| 10 |
3.053 |
2.720 |
0.333 |
11.9% |
0.093 |
3.3% |
22% |
False |
True |
15,936 |
| 20 |
3.190 |
2.720 |
0.470 |
16.8% |
0.101 |
3.6% |
16% |
False |
True |
16,665 |
| 40 |
3.190 |
2.566 |
0.624 |
22.3% |
0.086 |
3.1% |
36% |
False |
False |
14,415 |
| 60 |
3.190 |
2.566 |
0.624 |
22.3% |
0.078 |
2.8% |
36% |
False |
False |
11,839 |
| 80 |
3.364 |
2.566 |
0.798 |
28.6% |
0.080 |
2.9% |
28% |
False |
False |
10,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.172 |
|
2.618 |
3.031 |
|
1.618 |
2.945 |
|
1.000 |
2.892 |
|
0.618 |
2.859 |
|
HIGH |
2.806 |
|
0.618 |
2.773 |
|
0.500 |
2.763 |
|
0.382 |
2.753 |
|
LOW |
2.720 |
|
0.618 |
2.667 |
|
1.000 |
2.634 |
|
1.618 |
2.581 |
|
2.618 |
2.495 |
|
4.250 |
2.355 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.783 |
2.812 |
| PP |
2.773 |
2.805 |
| S1 |
2.763 |
2.799 |
|