NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.212 |
2.197 |
-0.015 |
-0.7% |
2.330 |
| High |
2.229 |
2.531 |
0.302 |
13.5% |
2.487 |
| Low |
2.182 |
2.168 |
-0.014 |
-0.6% |
2.231 |
| Close |
2.185 |
2.495 |
0.310 |
14.2% |
2.299 |
| Range |
0.047 |
0.363 |
0.316 |
672.3% |
0.256 |
| ATR |
0.112 |
0.130 |
0.018 |
16.0% |
0.000 |
| Volume |
117,010 |
256,457 |
139,447 |
119.2% |
686,988 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.487 |
3.354 |
2.695 |
|
| R3 |
3.124 |
2.991 |
2.595 |
|
| R2 |
2.761 |
2.761 |
2.562 |
|
| R1 |
2.628 |
2.628 |
2.528 |
2.695 |
| PP |
2.398 |
2.398 |
2.398 |
2.431 |
| S1 |
2.265 |
2.265 |
2.462 |
2.332 |
| S2 |
2.035 |
2.035 |
2.428 |
|
| S3 |
1.672 |
1.902 |
2.395 |
|
| S4 |
1.309 |
1.539 |
2.295 |
|
|
| 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 |
2.531 |
2.168 |
0.363 |
14.5% |
0.138 |
5.5% |
90% |
True |
True |
151,839 |
| 10 |
2.531 |
2.168 |
0.363 |
14.5% |
0.127 |
5.1% |
90% |
True |
True |
145,591 |
| 20 |
2.838 |
2.168 |
0.670 |
26.9% |
0.133 |
5.3% |
49% |
False |
True |
126,264 |
| 40 |
2.838 |
2.096 |
0.742 |
29.7% |
0.122 |
4.9% |
54% |
False |
False |
92,553 |
| 60 |
2.838 |
2.096 |
0.742 |
29.7% |
0.105 |
4.2% |
54% |
False |
False |
77,201 |
| 80 |
3.097 |
2.096 |
1.001 |
40.1% |
0.102 |
4.1% |
40% |
False |
False |
63,188 |
| 100 |
3.128 |
2.096 |
1.032 |
41.4% |
0.107 |
4.3% |
39% |
False |
False |
55,037 |
| 120 |
3.496 |
2.096 |
1.400 |
56.1% |
0.108 |
4.3% |
29% |
False |
False |
47,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.074 |
|
2.618 |
3.481 |
|
1.618 |
3.118 |
|
1.000 |
2.894 |
|
0.618 |
2.755 |
|
HIGH |
2.531 |
|
0.618 |
2.392 |
|
0.500 |
2.350 |
|
0.382 |
2.307 |
|
LOW |
2.168 |
|
0.618 |
1.944 |
|
1.000 |
1.805 |
|
1.618 |
1.581 |
|
2.618 |
1.218 |
|
4.250 |
0.625 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.447 |
2.447 |
| PP |
2.398 |
2.398 |
| S1 |
2.350 |
2.350 |
|