NYMEX Natural Gas Future September 2012
| 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 |
2.383 |
2.347 |
-0.036 |
-1.5% |
2.440 |
| High |
2.409 |
2.366 |
-0.043 |
-1.8% |
2.579 |
| Low |
2.333 |
2.292 |
-0.041 |
-1.8% |
2.333 |
| Close |
2.386 |
2.307 |
-0.079 |
-3.3% |
2.386 |
| Range |
0.076 |
0.074 |
-0.002 |
-2.6% |
0.246 |
| ATR |
0.112 |
0.111 |
-0.001 |
-1.2% |
0.000 |
| Volume |
87,038 |
77,496 |
-9,542 |
-11.0% |
273,473 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.544 |
2.499 |
2.348 |
|
| R3 |
2.470 |
2.425 |
2.327 |
|
| R2 |
2.396 |
2.396 |
2.321 |
|
| R1 |
2.351 |
2.351 |
2.314 |
2.337 |
| PP |
2.322 |
2.322 |
2.322 |
2.314 |
| S1 |
2.277 |
2.277 |
2.300 |
2.263 |
| S2 |
2.248 |
2.248 |
2.293 |
|
| S3 |
2.174 |
2.203 |
2.287 |
|
| S4 |
2.100 |
2.129 |
2.266 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.171 |
3.024 |
2.521 |
|
| R3 |
2.925 |
2.778 |
2.454 |
|
| R2 |
2.679 |
2.679 |
2.431 |
|
| R1 |
2.532 |
2.532 |
2.409 |
2.483 |
| PP |
2.433 |
2.433 |
2.433 |
2.408 |
| S1 |
2.286 |
2.286 |
2.363 |
2.237 |
| S2 |
2.187 |
2.187 |
2.341 |
|
| S3 |
1.941 |
2.040 |
2.318 |
|
| S4 |
1.695 |
1.794 |
2.251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.579 |
2.292 |
0.287 |
12.4% |
0.098 |
4.2% |
5% |
False |
True |
61,379 |
| 10 |
2.704 |
2.292 |
0.412 |
17.9% |
0.107 |
4.6% |
4% |
False |
True |
49,978 |
| 20 |
2.912 |
2.292 |
0.620 |
26.9% |
0.117 |
5.1% |
2% |
False |
True |
41,244 |
| 40 |
2.912 |
2.222 |
0.690 |
29.9% |
0.103 |
4.5% |
12% |
False |
False |
33,973 |
| 60 |
2.912 |
2.222 |
0.690 |
29.9% |
0.091 |
4.0% |
12% |
False |
False |
27,133 |
| 80 |
3.143 |
2.222 |
0.921 |
39.9% |
0.091 |
4.0% |
9% |
False |
False |
23,383 |
| 100 |
3.170 |
2.222 |
0.948 |
41.1% |
0.101 |
4.4% |
9% |
False |
False |
20,821 |
| 120 |
3.523 |
2.222 |
1.301 |
56.4% |
0.099 |
4.3% |
7% |
False |
False |
18,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.681 |
|
2.618 |
2.560 |
|
1.618 |
2.486 |
|
1.000 |
2.440 |
|
0.618 |
2.412 |
|
HIGH |
2.366 |
|
0.618 |
2.338 |
|
0.500 |
2.329 |
|
0.382 |
2.320 |
|
LOW |
2.292 |
|
0.618 |
2.246 |
|
1.000 |
2.218 |
|
1.618 |
2.172 |
|
2.618 |
2.098 |
|
4.250 |
1.978 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.329 |
2.414 |
| PP |
2.322 |
2.378 |
| S1 |
2.314 |
2.343 |
|