NYMEX Natural Gas Future July 2012
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 |
2.262 |
2.206 |
-0.056 |
-2.5% |
2.330 |
High |
2.285 |
2.272 |
-0.013 |
-0.6% |
2.487 |
Low |
2.198 |
2.173 |
-0.025 |
-1.1% |
2.231 |
Close |
2.218 |
2.232 |
0.014 |
0.6% |
2.299 |
Range |
0.087 |
0.099 |
0.012 |
13.8% |
0.256 |
ATR |
0.118 |
0.117 |
-0.001 |
-1.2% |
0.000 |
Volume |
111,231 |
141,607 |
30,376 |
27.3% |
686,988 |
|
Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.523 |
2.476 |
2.286 |
|
R3 |
2.424 |
2.377 |
2.259 |
|
R2 |
2.325 |
2.325 |
2.250 |
|
R1 |
2.278 |
2.278 |
2.241 |
2.302 |
PP |
2.226 |
2.226 |
2.226 |
2.237 |
S1 |
2.179 |
2.179 |
2.223 |
2.203 |
S2 |
2.127 |
2.127 |
2.214 |
|
S3 |
2.028 |
2.080 |
2.205 |
|
S4 |
1.929 |
1.981 |
2.178 |
|
|
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 |
2.173 |
0.314 |
14.1% |
0.109 |
4.9% |
19% |
False |
True |
138,087 |
10 |
2.508 |
2.173 |
0.335 |
15.0% |
0.110 |
4.9% |
18% |
False |
True |
140,334 |
20 |
2.838 |
2.173 |
0.665 |
29.8% |
0.126 |
5.7% |
9% |
False |
True |
113,455 |
40 |
2.838 |
2.096 |
0.742 |
33.2% |
0.114 |
5.1% |
18% |
False |
False |
85,372 |
60 |
2.838 |
2.096 |
0.742 |
33.2% |
0.101 |
4.5% |
18% |
False |
False |
71,673 |
80 |
3.104 |
2.096 |
1.008 |
45.2% |
0.100 |
4.5% |
13% |
False |
False |
59,044 |
100 |
3.128 |
2.096 |
1.032 |
46.2% |
0.108 |
4.8% |
13% |
False |
False |
51,581 |
120 |
3.496 |
2.096 |
1.400 |
62.7% |
0.106 |
4.8% |
10% |
False |
False |
44,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.693 |
2.618 |
2.531 |
1.618 |
2.432 |
1.000 |
2.371 |
0.618 |
2.333 |
HIGH |
2.272 |
0.618 |
2.234 |
0.500 |
2.223 |
0.382 |
2.211 |
LOW |
2.173 |
0.618 |
2.112 |
1.000 |
2.074 |
1.618 |
2.013 |
2.618 |
1.914 |
4.250 |
1.752 |
|
|
Fisher Pivots for day following 12-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
2.229 |
2.248 |
PP |
2.226 |
2.243 |
S1 |
2.223 |
2.237 |
|