NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.133 |
3.141 |
0.008 |
0.3% |
3.230 |
| High |
3.213 |
3.141 |
-0.072 |
-2.2% |
3.260 |
| Low |
3.090 |
3.077 |
-0.013 |
-0.4% |
3.077 |
| Close |
3.156 |
3.090 |
-0.066 |
-2.1% |
3.090 |
| Range |
0.123 |
0.064 |
-0.059 |
-48.0% |
0.183 |
| ATR |
0.093 |
0.092 |
-0.001 |
-1.1% |
0.000 |
| Volume |
10,723 |
17,735 |
7,012 |
65.4% |
46,501 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.295 |
3.256 |
3.125 |
|
| R3 |
3.231 |
3.192 |
3.108 |
|
| R2 |
3.167 |
3.167 |
3.102 |
|
| R1 |
3.128 |
3.128 |
3.096 |
3.116 |
| PP |
3.103 |
3.103 |
3.103 |
3.096 |
| S1 |
3.064 |
3.064 |
3.084 |
3.052 |
| S2 |
3.039 |
3.039 |
3.078 |
|
| S3 |
2.975 |
3.000 |
3.072 |
|
| S4 |
2.911 |
2.936 |
3.055 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.691 |
3.574 |
3.191 |
|
| R3 |
3.508 |
3.391 |
3.140 |
|
| R2 |
3.325 |
3.325 |
3.124 |
|
| R1 |
3.208 |
3.208 |
3.107 |
3.175 |
| PP |
3.142 |
3.142 |
3.142 |
3.126 |
| S1 |
3.025 |
3.025 |
3.073 |
2.992 |
| S2 |
2.959 |
2.959 |
3.056 |
|
| S3 |
2.776 |
2.842 |
3.040 |
|
| S4 |
2.593 |
2.659 |
2.989 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.413 |
|
2.618 |
3.309 |
|
1.618 |
3.245 |
|
1.000 |
3.205 |
|
0.618 |
3.181 |
|
HIGH |
3.141 |
|
0.618 |
3.117 |
|
0.500 |
3.109 |
|
0.382 |
3.101 |
|
LOW |
3.077 |
|
0.618 |
3.037 |
|
1.000 |
3.013 |
|
1.618 |
2.973 |
|
2.618 |
2.909 |
|
4.250 |
2.805 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.109 |
3.145 |
| PP |
3.103 |
3.127 |
| S1 |
3.096 |
3.108 |
|