NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
3.191 |
3.133 |
-0.058 |
-1.8% |
3.458 |
| High |
3.191 |
3.213 |
0.022 |
0.7% |
3.468 |
| Low |
3.095 |
3.090 |
-0.005 |
-0.2% |
3.235 |
| Close |
3.110 |
3.156 |
0.046 |
1.5% |
3.281 |
| Range |
0.096 |
0.123 |
0.027 |
28.1% |
0.233 |
| ATR |
0.091 |
0.093 |
0.002 |
2.5% |
0.000 |
| Volume |
7,642 |
10,723 |
3,081 |
40.3% |
65,749 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.522 |
3.462 |
3.224 |
|
| R3 |
3.399 |
3.339 |
3.190 |
|
| R2 |
3.276 |
3.276 |
3.179 |
|
| R1 |
3.216 |
3.216 |
3.167 |
3.246 |
| PP |
3.153 |
3.153 |
3.153 |
3.168 |
| S1 |
3.093 |
3.093 |
3.145 |
3.123 |
| S2 |
3.030 |
3.030 |
3.133 |
|
| S3 |
2.907 |
2.970 |
3.122 |
|
| S4 |
2.784 |
2.847 |
3.088 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.027 |
3.887 |
3.409 |
|
| R3 |
3.794 |
3.654 |
3.345 |
|
| R2 |
3.561 |
3.561 |
3.324 |
|
| R1 |
3.421 |
3.421 |
3.302 |
3.375 |
| PP |
3.328 |
3.328 |
3.328 |
3.305 |
| S1 |
3.188 |
3.188 |
3.260 |
3.142 |
| S2 |
3.095 |
3.095 |
3.238 |
|
| S3 |
2.862 |
2.955 |
3.217 |
|
| S4 |
2.629 |
2.722 |
3.153 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.736 |
|
2.618 |
3.535 |
|
1.618 |
3.412 |
|
1.000 |
3.336 |
|
0.618 |
3.289 |
|
HIGH |
3.213 |
|
0.618 |
3.166 |
|
0.500 |
3.152 |
|
0.382 |
3.137 |
|
LOW |
3.090 |
|
0.618 |
3.014 |
|
1.000 |
2.967 |
|
1.618 |
2.891 |
|
2.618 |
2.768 |
|
4.250 |
2.567 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.155 |
3.175 |
| PP |
3.153 |
3.169 |
| S1 |
3.152 |
3.162 |
|