NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.654 |
2.559 |
-0.095 |
-3.6% |
2.262 |
| High |
2.671 |
2.679 |
0.008 |
0.3% |
2.557 |
| Low |
2.506 |
2.503 |
-0.003 |
-0.1% |
2.168 |
| Close |
2.545 |
2.519 |
-0.026 |
-1.0% |
2.467 |
| Range |
0.165 |
0.176 |
0.011 |
6.7% |
0.389 |
| ATR |
0.136 |
0.139 |
0.003 |
2.1% |
0.000 |
| Volume |
142,456 |
145,103 |
2,647 |
1.9% |
759,620 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.095 |
2.983 |
2.616 |
|
| R3 |
2.919 |
2.807 |
2.567 |
|
| R2 |
2.743 |
2.743 |
2.551 |
|
| R1 |
2.631 |
2.631 |
2.535 |
2.599 |
| PP |
2.567 |
2.567 |
2.567 |
2.551 |
| S1 |
2.455 |
2.455 |
2.503 |
2.423 |
| S2 |
2.391 |
2.391 |
2.487 |
|
| S3 |
2.215 |
2.279 |
2.471 |
|
| S4 |
2.039 |
2.103 |
2.422 |
|
|
| 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 |
2.679 |
2.168 |
0.511 |
20.3% |
0.203 |
8.1% |
69% |
True |
False |
169,111 |
| 10 |
2.679 |
2.168 |
0.511 |
20.3% |
0.152 |
6.0% |
69% |
True |
False |
152,252 |
| 20 |
2.809 |
2.168 |
0.641 |
25.4% |
0.134 |
5.3% |
55% |
False |
False |
139,616 |
| 40 |
2.838 |
2.166 |
0.672 |
26.7% |
0.132 |
5.2% |
53% |
False |
False |
101,888 |
| 60 |
2.838 |
2.096 |
0.742 |
29.5% |
0.111 |
4.4% |
57% |
False |
False |
85,816 |
| 80 |
2.890 |
2.096 |
0.794 |
31.5% |
0.104 |
4.1% |
53% |
False |
False |
69,837 |
| 100 |
3.124 |
2.096 |
1.028 |
40.8% |
0.107 |
4.3% |
41% |
False |
False |
60,053 |
| 120 |
3.375 |
2.096 |
1.279 |
50.8% |
0.112 |
4.4% |
33% |
False |
False |
52,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.427 |
|
2.618 |
3.140 |
|
1.618 |
2.964 |
|
1.000 |
2.855 |
|
0.618 |
2.788 |
|
HIGH |
2.679 |
|
0.618 |
2.612 |
|
0.500 |
2.591 |
|
0.382 |
2.570 |
|
LOW |
2.503 |
|
0.618 |
2.394 |
|
1.000 |
2.327 |
|
1.618 |
2.218 |
|
2.618 |
2.042 |
|
4.250 |
1.755 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.591 |
2.569 |
| PP |
2.567 |
2.552 |
| S1 |
2.543 |
2.536 |
|