NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.157 |
3.157 |
0.000 |
0.0% |
3.230 |
| High |
3.193 |
3.180 |
-0.013 |
-0.4% |
3.260 |
| Low |
3.124 |
3.067 |
-0.057 |
-1.8% |
3.077 |
| Close |
3.160 |
3.090 |
-0.070 |
-2.2% |
3.090 |
| Range |
0.069 |
0.113 |
0.044 |
63.8% |
0.183 |
| ATR |
0.089 |
0.091 |
0.002 |
1.9% |
0.000 |
| Volume |
6,269 |
9,030 |
2,761 |
44.0% |
46,501 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.451 |
3.384 |
3.152 |
|
| R3 |
3.338 |
3.271 |
3.121 |
|
| R2 |
3.225 |
3.225 |
3.111 |
|
| R1 |
3.158 |
3.158 |
3.100 |
3.135 |
| PP |
3.112 |
3.112 |
3.112 |
3.101 |
| S1 |
3.045 |
3.045 |
3.080 |
3.022 |
| S2 |
2.999 |
2.999 |
3.069 |
|
| S3 |
2.886 |
2.932 |
3.059 |
|
| S4 |
2.773 |
2.819 |
3.028 |
|
|
| 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 |
3.660 |
|
2.618 |
3.476 |
|
1.618 |
3.363 |
|
1.000 |
3.293 |
|
0.618 |
3.250 |
|
HIGH |
3.180 |
|
0.618 |
3.137 |
|
0.500 |
3.124 |
|
0.382 |
3.110 |
|
LOW |
3.067 |
|
0.618 |
2.997 |
|
1.000 |
2.954 |
|
1.618 |
2.884 |
|
2.618 |
2.771 |
|
4.250 |
2.587 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.124 |
3.130 |
| PP |
3.112 |
3.117 |
| S1 |
3.101 |
3.103 |
|