NYMEX Natural Gas Future August 2012
Trading Metrics calculated at close of trading on 28-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
2.817 |
2.765 |
-0.052 |
-1.8% |
2.508 |
High |
2.975 |
2.846 |
-0.129 |
-4.3% |
2.709 |
Low |
2.755 |
2.659 |
-0.096 |
-3.5% |
2.508 |
Close |
2.798 |
2.722 |
-0.076 |
-2.7% |
2.668 |
Range |
0.220 |
0.187 |
-0.033 |
-15.0% |
0.201 |
ATR |
0.139 |
0.142 |
0.003 |
2.5% |
0.000 |
Volume |
230,318 |
167,779 |
-62,539 |
-27.2% |
380,062 |
|
Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.303 |
3.200 |
2.825 |
|
R3 |
3.116 |
3.013 |
2.773 |
|
R2 |
2.929 |
2.929 |
2.756 |
|
R1 |
2.826 |
2.826 |
2.739 |
2.784 |
PP |
2.742 |
2.742 |
2.742 |
2.722 |
S1 |
2.639 |
2.639 |
2.705 |
2.597 |
S2 |
2.555 |
2.555 |
2.688 |
|
S3 |
2.368 |
2.452 |
2.671 |
|
S4 |
2.181 |
2.265 |
2.619 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.231 |
3.151 |
2.779 |
|
R3 |
3.030 |
2.950 |
2.723 |
|
R2 |
2.829 |
2.829 |
2.705 |
|
R1 |
2.749 |
2.749 |
2.686 |
2.789 |
PP |
2.628 |
2.628 |
2.628 |
2.649 |
S1 |
2.548 |
2.548 |
2.650 |
2.588 |
S2 |
2.427 |
2.427 |
2.631 |
|
S3 |
2.226 |
2.347 |
2.613 |
|
S4 |
2.025 |
2.146 |
2.557 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.975 |
2.577 |
0.398 |
14.6% |
0.151 |
5.5% |
36% |
False |
False |
131,472 |
10 |
2.975 |
2.489 |
0.486 |
17.9% |
0.152 |
5.6% |
48% |
False |
False |
105,953 |
20 |
2.975 |
2.215 |
0.760 |
27.9% |
0.138 |
5.1% |
67% |
False |
False |
81,017 |
40 |
2.975 |
2.215 |
0.760 |
27.9% |
0.130 |
4.8% |
67% |
False |
False |
60,014 |
60 |
2.975 |
2.175 |
0.800 |
29.4% |
0.113 |
4.2% |
68% |
False |
False |
48,651 |
80 |
2.975 |
2.175 |
0.800 |
29.4% |
0.104 |
3.8% |
68% |
False |
False |
39,756 |
100 |
3.137 |
2.175 |
0.962 |
35.3% |
0.104 |
3.8% |
57% |
False |
False |
34,214 |
120 |
3.330 |
2.175 |
1.155 |
42.4% |
0.110 |
4.0% |
47% |
False |
False |
30,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.641 |
2.618 |
3.336 |
1.618 |
3.149 |
1.000 |
3.033 |
0.618 |
2.962 |
HIGH |
2.846 |
0.618 |
2.775 |
0.500 |
2.753 |
0.382 |
2.730 |
LOW |
2.659 |
0.618 |
2.543 |
1.000 |
2.472 |
1.618 |
2.356 |
2.618 |
2.169 |
4.250 |
1.864 |
|
|
Fisher Pivots for day following 28-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
2.753 |
2.817 |
PP |
2.742 |
2.785 |
S1 |
2.732 |
2.754 |
|