NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.290 |
3.243 |
-0.047 |
-1.4% |
3.269 |
| High |
3.290 |
3.300 |
0.010 |
0.3% |
3.354 |
| Low |
3.258 |
3.231 |
-0.027 |
-0.8% |
3.231 |
| Close |
3.271 |
3.293 |
0.022 |
0.7% |
3.293 |
| Range |
0.032 |
0.069 |
0.037 |
115.6% |
0.123 |
| ATR |
0.067 |
0.067 |
0.000 |
0.2% |
0.000 |
| Volume |
477 |
655 |
178 |
37.3% |
3,342 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.482 |
3.456 |
3.331 |
|
| R3 |
3.413 |
3.387 |
3.312 |
|
| R2 |
3.344 |
3.344 |
3.306 |
|
| R1 |
3.318 |
3.318 |
3.299 |
3.331 |
| PP |
3.275 |
3.275 |
3.275 |
3.281 |
| S1 |
3.249 |
3.249 |
3.287 |
3.262 |
| S2 |
3.206 |
3.206 |
3.280 |
|
| S3 |
3.137 |
3.180 |
3.274 |
|
| S4 |
3.068 |
3.111 |
3.255 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.662 |
3.600 |
3.361 |
|
| R3 |
3.539 |
3.477 |
3.327 |
|
| R2 |
3.416 |
3.416 |
3.316 |
|
| R1 |
3.354 |
3.354 |
3.304 |
3.385 |
| PP |
3.293 |
3.293 |
3.293 |
3.308 |
| S1 |
3.231 |
3.231 |
3.282 |
3.262 |
| S2 |
3.170 |
3.170 |
3.270 |
|
| S3 |
3.047 |
3.108 |
3.259 |
|
| S4 |
2.924 |
2.985 |
3.225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.354 |
3.231 |
0.123 |
3.7% |
0.045 |
1.4% |
50% |
False |
True |
668 |
| 10 |
3.416 |
3.231 |
0.185 |
5.6% |
0.055 |
1.7% |
34% |
False |
True |
938 |
| 20 |
3.600 |
3.231 |
0.369 |
11.2% |
0.061 |
1.9% |
17% |
False |
True |
1,060 |
| 40 |
3.600 |
3.072 |
0.528 |
16.0% |
0.056 |
1.7% |
42% |
False |
False |
984 |
| 60 |
3.600 |
3.072 |
0.528 |
16.0% |
0.052 |
1.6% |
42% |
False |
False |
855 |
| 80 |
3.750 |
3.072 |
0.678 |
20.6% |
0.054 |
1.6% |
33% |
False |
False |
820 |
| 100 |
3.750 |
3.072 |
0.678 |
20.6% |
0.060 |
1.8% |
33% |
False |
False |
815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.593 |
|
2.618 |
3.481 |
|
1.618 |
3.412 |
|
1.000 |
3.369 |
|
0.618 |
3.343 |
|
HIGH |
3.300 |
|
0.618 |
3.274 |
|
0.500 |
3.266 |
|
0.382 |
3.257 |
|
LOW |
3.231 |
|
0.618 |
3.188 |
|
1.000 |
3.162 |
|
1.618 |
3.119 |
|
2.618 |
3.050 |
|
4.250 |
2.938 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.284 |
3.293 |
| PP |
3.275 |
3.293 |
| S1 |
3.266 |
3.293 |
|