NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.093 |
3.165 |
0.072 |
2.3% |
3.230 |
| High |
3.165 |
3.183 |
0.018 |
0.6% |
3.260 |
| Low |
3.077 |
3.109 |
0.032 |
1.0% |
3.077 |
| Close |
3.144 |
3.166 |
0.022 |
0.7% |
3.090 |
| Range |
0.088 |
0.074 |
-0.014 |
-15.9% |
0.183 |
| ATR |
0.092 |
0.091 |
-0.001 |
-1.4% |
0.000 |
| Volume |
13,624 |
8,469 |
-5,155 |
-37.8% |
46,501 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.375 |
3.344 |
3.207 |
|
| R3 |
3.301 |
3.270 |
3.186 |
|
| R2 |
3.227 |
3.227 |
3.180 |
|
| R1 |
3.196 |
3.196 |
3.173 |
3.212 |
| PP |
3.153 |
3.153 |
3.153 |
3.160 |
| S1 |
3.122 |
3.122 |
3.159 |
3.138 |
| S2 |
3.079 |
3.079 |
3.152 |
|
| S3 |
3.005 |
3.048 |
3.146 |
|
| S4 |
2.931 |
2.974 |
3.125 |
|
|
| 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 |
3.498 |
|
2.618 |
3.377 |
|
1.618 |
3.303 |
|
1.000 |
3.257 |
|
0.618 |
3.229 |
|
HIGH |
3.183 |
|
0.618 |
3.155 |
|
0.500 |
3.146 |
|
0.382 |
3.137 |
|
LOW |
3.109 |
|
0.618 |
3.063 |
|
1.000 |
3.035 |
|
1.618 |
2.989 |
|
2.618 |
2.915 |
|
4.250 |
2.795 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.159 |
3.154 |
| PP |
3.153 |
3.142 |
| S1 |
3.146 |
3.130 |
|