NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.467 |
2.654 |
0.187 |
7.6% |
2.262 |
| High |
2.658 |
2.671 |
0.013 |
0.5% |
2.557 |
| Low |
2.459 |
2.506 |
0.047 |
1.9% |
2.168 |
| Close |
2.658 |
2.545 |
-0.113 |
-4.3% |
2.467 |
| Range |
0.199 |
0.165 |
-0.034 |
-17.1% |
0.389 |
| ATR |
0.134 |
0.136 |
0.002 |
1.7% |
0.000 |
| Volume |
168,225 |
142,456 |
-25,769 |
-15.3% |
759,620 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.069 |
2.972 |
2.636 |
|
| R3 |
2.904 |
2.807 |
2.590 |
|
| R2 |
2.739 |
2.739 |
2.575 |
|
| R1 |
2.642 |
2.642 |
2.560 |
2.608 |
| PP |
2.574 |
2.574 |
2.574 |
2.557 |
| S1 |
2.477 |
2.477 |
2.530 |
2.443 |
| S2 |
2.409 |
2.409 |
2.515 |
|
| S3 |
2.244 |
2.312 |
2.500 |
|
| S4 |
2.079 |
2.147 |
2.454 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.564 |
3.405 |
2.681 |
|
| R3 |
3.175 |
3.016 |
2.574 |
|
| R2 |
2.786 |
2.786 |
2.538 |
|
| R1 |
2.627 |
2.627 |
2.503 |
2.707 |
| PP |
2.397 |
2.397 |
2.397 |
2.437 |
| S1 |
2.238 |
2.238 |
2.431 |
2.318 |
| S2 |
2.008 |
2.008 |
2.396 |
|
| S3 |
1.619 |
1.849 |
2.360 |
|
| S4 |
1.230 |
1.460 |
2.253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.671 |
2.168 |
0.503 |
19.8% |
0.177 |
7.0% |
75% |
True |
False |
163,492 |
| 10 |
2.671 |
2.168 |
0.503 |
19.8% |
0.143 |
5.6% |
75% |
True |
False |
150,789 |
| 20 |
2.809 |
2.168 |
0.641 |
25.2% |
0.133 |
5.2% |
59% |
False |
False |
136,912 |
| 40 |
2.838 |
2.166 |
0.672 |
26.4% |
0.129 |
5.1% |
56% |
False |
False |
100,200 |
| 60 |
2.838 |
2.096 |
0.742 |
29.2% |
0.109 |
4.3% |
61% |
False |
False |
83,628 |
| 80 |
3.006 |
2.096 |
0.910 |
35.8% |
0.103 |
4.1% |
49% |
False |
False |
68,126 |
| 100 |
3.124 |
2.096 |
1.028 |
40.4% |
0.107 |
4.2% |
44% |
False |
False |
58,758 |
| 120 |
3.417 |
2.096 |
1.321 |
51.9% |
0.111 |
4.3% |
34% |
False |
False |
51,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.372 |
|
2.618 |
3.103 |
|
1.618 |
2.938 |
|
1.000 |
2.836 |
|
0.618 |
2.773 |
|
HIGH |
2.671 |
|
0.618 |
2.608 |
|
0.500 |
2.589 |
|
0.382 |
2.569 |
|
LOW |
2.506 |
|
0.618 |
2.404 |
|
1.000 |
2.341 |
|
1.618 |
2.239 |
|
2.618 |
2.074 |
|
4.250 |
1.805 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.589 |
2.558 |
| PP |
2.574 |
2.553 |
| S1 |
2.560 |
2.549 |
|