NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.260 |
3.214 |
-0.046 |
-1.4% |
3.269 |
| High |
3.266 |
3.264 |
-0.002 |
-0.1% |
3.354 |
| Low |
3.234 |
3.211 |
-0.023 |
-0.7% |
3.231 |
| Close |
3.236 |
3.241 |
0.005 |
0.2% |
3.293 |
| Range |
0.032 |
0.053 |
0.021 |
65.6% |
0.123 |
| ATR |
0.067 |
0.066 |
-0.001 |
-1.5% |
0.000 |
| Volume |
655 |
836 |
181 |
27.6% |
3,342 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.398 |
3.372 |
3.270 |
|
| R3 |
3.345 |
3.319 |
3.256 |
|
| R2 |
3.292 |
3.292 |
3.251 |
|
| R1 |
3.266 |
3.266 |
3.246 |
3.279 |
| PP |
3.239 |
3.239 |
3.239 |
3.245 |
| S1 |
3.213 |
3.213 |
3.236 |
3.226 |
| S2 |
3.186 |
3.186 |
3.231 |
|
| S3 |
3.133 |
3.160 |
3.226 |
|
| S4 |
3.080 |
3.107 |
3.212 |
|
|
| 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 |
3.211 |
0.143 |
4.4% |
0.046 |
1.4% |
21% |
False |
True |
696 |
| 10 |
3.382 |
3.211 |
0.171 |
5.3% |
0.052 |
1.6% |
18% |
False |
True |
847 |
| 20 |
3.600 |
3.211 |
0.389 |
12.0% |
0.058 |
1.8% |
8% |
False |
True |
1,045 |
| 40 |
3.600 |
3.072 |
0.528 |
16.3% |
0.057 |
1.8% |
32% |
False |
False |
977 |
| 60 |
3.600 |
3.072 |
0.528 |
16.3% |
0.052 |
1.6% |
32% |
False |
False |
865 |
| 80 |
3.750 |
3.072 |
0.678 |
20.9% |
0.054 |
1.7% |
25% |
False |
False |
832 |
| 100 |
3.750 |
3.072 |
0.678 |
20.9% |
0.059 |
1.8% |
25% |
False |
False |
824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.489 |
|
2.618 |
3.403 |
|
1.618 |
3.350 |
|
1.000 |
3.317 |
|
0.618 |
3.297 |
|
HIGH |
3.264 |
|
0.618 |
3.244 |
|
0.500 |
3.238 |
|
0.382 |
3.231 |
|
LOW |
3.211 |
|
0.618 |
3.178 |
|
1.000 |
3.158 |
|
1.618 |
3.125 |
|
2.618 |
3.072 |
|
4.250 |
2.986 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.240 |
3.256 |
| PP |
3.239 |
3.251 |
| S1 |
3.238 |
3.246 |
|