NYMEX Natural Gas Future May 2013
| 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 |
3.312 |
3.290 |
-0.022 |
-0.7% |
3.330 |
| High |
3.354 |
3.290 |
-0.064 |
-1.9% |
3.395 |
| Low |
3.312 |
3.258 |
-0.054 |
-1.6% |
3.257 |
| Close |
3.327 |
3.271 |
-0.056 |
-1.7% |
3.275 |
| Range |
0.042 |
0.032 |
-0.010 |
-23.8% |
0.138 |
| ATR |
0.067 |
0.067 |
0.000 |
0.2% |
0.000 |
| Volume |
857 |
477 |
-380 |
-44.3% |
5,078 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.369 |
3.352 |
3.289 |
|
| R3 |
3.337 |
3.320 |
3.280 |
|
| R2 |
3.305 |
3.305 |
3.277 |
|
| R1 |
3.288 |
3.288 |
3.274 |
3.281 |
| PP |
3.273 |
3.273 |
3.273 |
3.269 |
| S1 |
3.256 |
3.256 |
3.268 |
3.249 |
| S2 |
3.241 |
3.241 |
3.265 |
|
| S3 |
3.209 |
3.224 |
3.262 |
|
| S4 |
3.177 |
3.192 |
3.253 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.723 |
3.637 |
3.351 |
|
| R3 |
3.585 |
3.499 |
3.313 |
|
| R2 |
3.447 |
3.447 |
3.300 |
|
| R1 |
3.361 |
3.361 |
3.288 |
3.335 |
| PP |
3.309 |
3.309 |
3.309 |
3.296 |
| S1 |
3.223 |
3.223 |
3.262 |
3.197 |
| S2 |
3.171 |
3.171 |
3.250 |
|
| S3 |
3.033 |
3.085 |
3.237 |
|
| S4 |
2.895 |
2.947 |
3.199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.354 |
3.258 |
0.096 |
2.9% |
0.036 |
1.1% |
14% |
False |
True |
763 |
| 10 |
3.466 |
3.257 |
0.209 |
6.4% |
0.053 |
1.6% |
7% |
False |
False |
990 |
| 20 |
3.600 |
3.257 |
0.343 |
10.5% |
0.060 |
1.8% |
4% |
False |
False |
1,072 |
| 40 |
3.600 |
3.072 |
0.528 |
16.1% |
0.056 |
1.7% |
38% |
False |
False |
994 |
| 60 |
3.600 |
3.072 |
0.528 |
16.1% |
0.052 |
1.6% |
38% |
False |
False |
853 |
| 80 |
3.750 |
3.072 |
0.678 |
20.7% |
0.054 |
1.6% |
29% |
False |
False |
817 |
| 100 |
3.750 |
3.072 |
0.678 |
20.7% |
0.060 |
1.8% |
29% |
False |
False |
814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.426 |
|
2.618 |
3.374 |
|
1.618 |
3.342 |
|
1.000 |
3.322 |
|
0.618 |
3.310 |
|
HIGH |
3.290 |
|
0.618 |
3.278 |
|
0.500 |
3.274 |
|
0.382 |
3.270 |
|
LOW |
3.258 |
|
0.618 |
3.238 |
|
1.000 |
3.226 |
|
1.618 |
3.206 |
|
2.618 |
3.174 |
|
4.250 |
3.122 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.274 |
3.306 |
| PP |
3.273 |
3.294 |
| S1 |
3.272 |
3.283 |
|