NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.165 |
3.157 |
-0.008 |
-0.3% |
3.230 |
| High |
3.183 |
3.193 |
0.010 |
0.3% |
3.260 |
| Low |
3.109 |
3.124 |
0.015 |
0.5% |
3.077 |
| Close |
3.166 |
3.160 |
-0.006 |
-0.2% |
3.090 |
| Range |
0.074 |
0.069 |
-0.005 |
-6.8% |
0.183 |
| ATR |
0.091 |
0.089 |
-0.002 |
-1.7% |
0.000 |
| Volume |
8,469 |
6,269 |
-2,200 |
-26.0% |
46,501 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.366 |
3.332 |
3.198 |
|
| R3 |
3.297 |
3.263 |
3.179 |
|
| R2 |
3.228 |
3.228 |
3.173 |
|
| R1 |
3.194 |
3.194 |
3.166 |
3.211 |
| PP |
3.159 |
3.159 |
3.159 |
3.168 |
| S1 |
3.125 |
3.125 |
3.154 |
3.142 |
| S2 |
3.090 |
3.090 |
3.147 |
|
| S3 |
3.021 |
3.056 |
3.141 |
|
| S4 |
2.952 |
2.987 |
3.122 |
|
|
| 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 |
3.486 |
|
2.618 |
3.374 |
|
1.618 |
3.305 |
|
1.000 |
3.262 |
|
0.618 |
3.236 |
|
HIGH |
3.193 |
|
0.618 |
3.167 |
|
0.500 |
3.159 |
|
0.382 |
3.150 |
|
LOW |
3.124 |
|
0.618 |
3.081 |
|
1.000 |
3.055 |
|
1.618 |
3.012 |
|
2.618 |
2.943 |
|
4.250 |
2.831 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.160 |
3.152 |
| PP |
3.159 |
3.143 |
| S1 |
3.159 |
3.135 |
|