NYMEX Natural Gas Future July 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 |
2.276 |
2.262 |
-0.014 |
-0.6% |
2.330 |
| High |
2.323 |
2.285 |
-0.038 |
-1.6% |
2.487 |
| Low |
2.231 |
2.198 |
-0.033 |
-1.5% |
2.231 |
| Close |
2.299 |
2.218 |
-0.081 |
-3.5% |
2.299 |
| Range |
0.092 |
0.087 |
-0.005 |
-5.4% |
0.256 |
| ATR |
0.119 |
0.118 |
-0.001 |
-1.1% |
0.000 |
| Volume |
132,892 |
111,231 |
-21,661 |
-16.3% |
686,988 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.495 |
2.443 |
2.266 |
|
| R3 |
2.408 |
2.356 |
2.242 |
|
| R2 |
2.321 |
2.321 |
2.234 |
|
| R1 |
2.269 |
2.269 |
2.226 |
2.252 |
| PP |
2.234 |
2.234 |
2.234 |
2.225 |
| S1 |
2.182 |
2.182 |
2.210 |
2.165 |
| S2 |
2.147 |
2.147 |
2.202 |
|
| S3 |
2.060 |
2.095 |
2.194 |
|
| S4 |
1.973 |
2.008 |
2.170 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.107 |
2.959 |
2.440 |
|
| R3 |
2.851 |
2.703 |
2.369 |
|
| R2 |
2.595 |
2.595 |
2.346 |
|
| R1 |
2.447 |
2.447 |
2.322 |
2.393 |
| PP |
2.339 |
2.339 |
2.339 |
2.312 |
| S1 |
2.191 |
2.191 |
2.276 |
2.137 |
| S2 |
2.083 |
2.083 |
2.252 |
|
| S3 |
1.827 |
1.935 |
2.229 |
|
| S4 |
1.571 |
1.679 |
2.158 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.487 |
2.198 |
0.289 |
13.0% |
0.108 |
4.9% |
7% |
False |
True |
134,297 |
| 10 |
2.621 |
2.198 |
0.423 |
19.1% |
0.115 |
5.2% |
5% |
False |
True |
140,248 |
| 20 |
2.838 |
2.198 |
0.640 |
28.9% |
0.127 |
5.7% |
3% |
False |
True |
110,421 |
| 40 |
2.838 |
2.096 |
0.742 |
33.5% |
0.113 |
5.1% |
16% |
False |
False |
83,971 |
| 60 |
2.838 |
2.096 |
0.742 |
33.5% |
0.100 |
4.5% |
16% |
False |
False |
69,732 |
| 80 |
3.104 |
2.096 |
1.008 |
45.4% |
0.100 |
4.5% |
12% |
False |
False |
57,500 |
| 100 |
3.128 |
2.096 |
1.032 |
46.5% |
0.108 |
4.9% |
12% |
False |
False |
50,312 |
| 120 |
3.496 |
2.096 |
1.400 |
63.1% |
0.106 |
4.8% |
9% |
False |
False |
43,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.655 |
|
2.618 |
2.513 |
|
1.618 |
2.426 |
|
1.000 |
2.372 |
|
0.618 |
2.339 |
|
HIGH |
2.285 |
|
0.618 |
2.252 |
|
0.500 |
2.242 |
|
0.382 |
2.231 |
|
LOW |
2.198 |
|
0.618 |
2.144 |
|
1.000 |
2.111 |
|
1.618 |
2.057 |
|
2.618 |
1.970 |
|
4.250 |
1.828 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.242 |
2.319 |
| PP |
2.234 |
2.285 |
| S1 |
2.226 |
2.252 |
|