NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.559 |
2.525 |
-0.034 |
-1.3% |
2.262 |
| High |
2.679 |
2.638 |
-0.041 |
-1.5% |
2.557 |
| Low |
2.503 |
2.505 |
0.002 |
0.1% |
2.168 |
| Close |
2.519 |
2.582 |
0.063 |
2.5% |
2.467 |
| Range |
0.176 |
0.133 |
-0.043 |
-24.4% |
0.389 |
| ATR |
0.139 |
0.138 |
0.000 |
-0.3% |
0.000 |
| Volume |
145,103 |
172,399 |
27,296 |
18.8% |
759,620 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.974 |
2.911 |
2.655 |
|
| R3 |
2.841 |
2.778 |
2.619 |
|
| R2 |
2.708 |
2.708 |
2.606 |
|
| R1 |
2.645 |
2.645 |
2.594 |
2.677 |
| PP |
2.575 |
2.575 |
2.575 |
2.591 |
| S1 |
2.512 |
2.512 |
2.570 |
2.544 |
| S2 |
2.442 |
2.442 |
2.558 |
|
| S3 |
2.309 |
2.379 |
2.545 |
|
| S4 |
2.176 |
2.246 |
2.509 |
|
|
| 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 |
2.444 |
0.235 |
9.1% |
0.157 |
6.1% |
59% |
False |
False |
152,299 |
| 10 |
2.679 |
2.168 |
0.511 |
19.8% |
0.147 |
5.7% |
81% |
False |
False |
152,069 |
| 20 |
2.809 |
2.168 |
0.641 |
24.8% |
0.135 |
5.2% |
65% |
False |
False |
143,531 |
| 40 |
2.838 |
2.168 |
0.670 |
25.9% |
0.132 |
5.1% |
62% |
False |
False |
105,168 |
| 60 |
2.838 |
2.096 |
0.742 |
28.7% |
0.112 |
4.3% |
65% |
False |
False |
88,367 |
| 80 |
2.858 |
2.096 |
0.762 |
29.5% |
0.104 |
4.0% |
64% |
False |
False |
71,817 |
| 100 |
3.104 |
2.096 |
1.008 |
39.0% |
0.107 |
4.1% |
48% |
False |
False |
61,607 |
| 120 |
3.368 |
2.096 |
1.272 |
49.3% |
0.112 |
4.3% |
38% |
False |
False |
53,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.203 |
|
2.618 |
2.986 |
|
1.618 |
2.853 |
|
1.000 |
2.771 |
|
0.618 |
2.720 |
|
HIGH |
2.638 |
|
0.618 |
2.587 |
|
0.500 |
2.572 |
|
0.382 |
2.556 |
|
LOW |
2.505 |
|
0.618 |
2.423 |
|
1.000 |
2.372 |
|
1.618 |
2.290 |
|
2.618 |
2.157 |
|
4.250 |
1.940 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.579 |
2.591 |
| PP |
2.575 |
2.588 |
| S1 |
2.572 |
2.585 |
|