NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.216 |
3.240 |
0.024 |
0.7% |
3.238 |
| High |
3.280 |
3.247 |
-0.033 |
-1.0% |
3.338 |
| Low |
3.193 |
3.193 |
0.000 |
0.0% |
3.193 |
| Close |
3.264 |
3.204 |
-0.060 |
-1.8% |
3.264 |
| Range |
0.087 |
0.054 |
-0.033 |
-37.9% |
0.145 |
| ATR |
0.088 |
0.086 |
-0.001 |
-1.4% |
0.000 |
| Volume |
23,605 |
17,878 |
-5,727 |
-24.3% |
73,538 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.377 |
3.344 |
3.234 |
|
| R3 |
3.323 |
3.290 |
3.219 |
|
| R2 |
3.269 |
3.269 |
3.214 |
|
| R1 |
3.236 |
3.236 |
3.209 |
3.226 |
| PP |
3.215 |
3.215 |
3.215 |
3.209 |
| S1 |
3.182 |
3.182 |
3.199 |
3.172 |
| S2 |
3.161 |
3.161 |
3.194 |
|
| S3 |
3.107 |
3.128 |
3.189 |
|
| S4 |
3.053 |
3.074 |
3.174 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.700 |
3.627 |
3.344 |
|
| R3 |
3.555 |
3.482 |
3.304 |
|
| R2 |
3.410 |
3.410 |
3.291 |
|
| R1 |
3.337 |
3.337 |
3.277 |
3.374 |
| PP |
3.265 |
3.265 |
3.265 |
3.283 |
| S1 |
3.192 |
3.192 |
3.251 |
3.229 |
| S2 |
3.120 |
3.120 |
3.237 |
|
| S3 |
2.975 |
3.047 |
3.224 |
|
| S4 |
2.830 |
2.902 |
3.184 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.477 |
|
2.618 |
3.388 |
|
1.618 |
3.334 |
|
1.000 |
3.301 |
|
0.618 |
3.280 |
|
HIGH |
3.247 |
|
0.618 |
3.226 |
|
0.500 |
3.220 |
|
0.382 |
3.214 |
|
LOW |
3.193 |
|
0.618 |
3.160 |
|
1.000 |
3.139 |
|
1.618 |
3.106 |
|
2.618 |
3.052 |
|
4.250 |
2.964 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.220 |
3.262 |
| PP |
3.215 |
3.242 |
| S1 |
3.209 |
3.223 |
|