NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.206 |
2.212 |
0.006 |
0.3% |
2.330 |
| High |
2.272 |
2.229 |
-0.043 |
-1.9% |
2.487 |
| Low |
2.173 |
2.182 |
0.009 |
0.4% |
2.231 |
| Close |
2.232 |
2.185 |
-0.047 |
-2.1% |
2.299 |
| Range |
0.099 |
0.047 |
-0.052 |
-52.5% |
0.256 |
| ATR |
0.117 |
0.112 |
-0.005 |
-4.1% |
0.000 |
| Volume |
141,607 |
117,010 |
-24,597 |
-17.4% |
686,988 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.340 |
2.309 |
2.211 |
|
| R3 |
2.293 |
2.262 |
2.198 |
|
| R2 |
2.246 |
2.246 |
2.194 |
|
| R1 |
2.215 |
2.215 |
2.189 |
2.207 |
| PP |
2.199 |
2.199 |
2.199 |
2.195 |
| S1 |
2.168 |
2.168 |
2.181 |
2.160 |
| S2 |
2.152 |
2.152 |
2.176 |
|
| S3 |
2.105 |
2.121 |
2.172 |
|
| S4 |
2.058 |
2.074 |
2.159 |
|
|
| 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 |
2.439 |
2.173 |
0.266 |
12.2% |
0.100 |
4.6% |
5% |
False |
False |
135,394 |
| 10 |
2.498 |
2.173 |
0.325 |
14.9% |
0.103 |
4.7% |
4% |
False |
False |
138,987 |
| 20 |
2.838 |
2.173 |
0.665 |
30.4% |
0.122 |
5.6% |
2% |
False |
False |
116,512 |
| 40 |
2.838 |
2.096 |
0.742 |
34.0% |
0.114 |
5.2% |
12% |
False |
False |
87,245 |
| 60 |
2.838 |
2.096 |
0.742 |
34.0% |
0.100 |
4.6% |
12% |
False |
False |
73,327 |
| 80 |
3.097 |
2.096 |
1.001 |
45.8% |
0.098 |
4.5% |
9% |
False |
False |
60,230 |
| 100 |
3.128 |
2.096 |
1.032 |
47.2% |
0.107 |
4.9% |
9% |
False |
False |
52,596 |
| 120 |
3.496 |
2.096 |
1.400 |
64.1% |
0.106 |
4.9% |
6% |
False |
False |
45,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.429 |
|
2.618 |
2.352 |
|
1.618 |
2.305 |
|
1.000 |
2.276 |
|
0.618 |
2.258 |
|
HIGH |
2.229 |
|
0.618 |
2.211 |
|
0.500 |
2.206 |
|
0.382 |
2.200 |
|
LOW |
2.182 |
|
0.618 |
2.153 |
|
1.000 |
2.135 |
|
1.618 |
2.106 |
|
2.618 |
2.059 |
|
4.250 |
1.982 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.206 |
2.229 |
| PP |
2.199 |
2.214 |
| S1 |
2.192 |
2.200 |
|