NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.525 |
2.582 |
0.057 |
2.3% |
2.467 |
| High |
2.638 |
2.664 |
0.026 |
1.0% |
2.679 |
| Low |
2.505 |
2.542 |
0.037 |
1.5% |
2.459 |
| Close |
2.582 |
2.625 |
0.043 |
1.7% |
2.625 |
| Range |
0.133 |
0.122 |
-0.011 |
-8.3% |
0.220 |
| ATR |
0.138 |
0.137 |
-0.001 |
-0.8% |
0.000 |
| Volume |
172,399 |
126,186 |
-46,213 |
-26.8% |
754,369 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.976 |
2.923 |
2.692 |
|
| R3 |
2.854 |
2.801 |
2.659 |
|
| R2 |
2.732 |
2.732 |
2.647 |
|
| R1 |
2.679 |
2.679 |
2.636 |
2.706 |
| PP |
2.610 |
2.610 |
2.610 |
2.624 |
| S1 |
2.557 |
2.557 |
2.614 |
2.584 |
| S2 |
2.488 |
2.488 |
2.603 |
|
| S3 |
2.366 |
2.435 |
2.591 |
|
| S4 |
2.244 |
2.313 |
2.558 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.248 |
3.156 |
2.746 |
|
| R3 |
3.028 |
2.936 |
2.686 |
|
| R2 |
2.808 |
2.808 |
2.665 |
|
| R1 |
2.716 |
2.716 |
2.645 |
2.762 |
| PP |
2.588 |
2.588 |
2.588 |
2.611 |
| S1 |
2.496 |
2.496 |
2.605 |
2.542 |
| S2 |
2.368 |
2.368 |
2.585 |
|
| S3 |
2.148 |
2.276 |
2.565 |
|
| S4 |
1.928 |
2.056 |
2.504 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.679 |
2.459 |
0.220 |
8.4% |
0.159 |
6.1% |
75% |
False |
False |
150,873 |
| 10 |
2.679 |
2.168 |
0.511 |
19.5% |
0.150 |
5.7% |
89% |
False |
False |
151,398 |
| 20 |
2.716 |
2.168 |
0.548 |
20.9% |
0.135 |
5.2% |
83% |
False |
False |
145,777 |
| 40 |
2.838 |
2.168 |
0.670 |
25.5% |
0.130 |
5.0% |
68% |
False |
False |
106,863 |
| 60 |
2.838 |
2.096 |
0.742 |
28.3% |
0.113 |
4.3% |
71% |
False |
False |
89,796 |
| 80 |
2.838 |
2.096 |
0.742 |
28.3% |
0.104 |
4.0% |
71% |
False |
False |
73,218 |
| 100 |
3.104 |
2.096 |
1.008 |
38.4% |
0.107 |
4.1% |
52% |
False |
False |
62,758 |
| 120 |
3.368 |
2.096 |
1.272 |
48.5% |
0.112 |
4.3% |
42% |
False |
False |
54,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.183 |
|
2.618 |
2.983 |
|
1.618 |
2.861 |
|
1.000 |
2.786 |
|
0.618 |
2.739 |
|
HIGH |
2.664 |
|
0.618 |
2.617 |
|
0.500 |
2.603 |
|
0.382 |
2.589 |
|
LOW |
2.542 |
|
0.618 |
2.467 |
|
1.000 |
2.420 |
|
1.618 |
2.345 |
|
2.618 |
2.223 |
|
4.250 |
2.024 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.618 |
2.614 |
| PP |
2.610 |
2.602 |
| S1 |
2.603 |
2.591 |
|