NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.582 |
2.660 |
0.078 |
3.0% |
2.467 |
| High |
2.664 |
2.731 |
0.067 |
2.5% |
2.679 |
| Low |
2.542 |
2.644 |
0.102 |
4.0% |
2.459 |
| Close |
2.625 |
2.694 |
0.069 |
2.6% |
2.625 |
| Range |
0.122 |
0.087 |
-0.035 |
-28.7% |
0.220 |
| ATR |
0.137 |
0.135 |
-0.002 |
-1.6% |
0.000 |
| Volume |
126,186 |
88,994 |
-37,192 |
-29.5% |
754,369 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.951 |
2.909 |
2.742 |
|
| R3 |
2.864 |
2.822 |
2.718 |
|
| R2 |
2.777 |
2.777 |
2.710 |
|
| R1 |
2.735 |
2.735 |
2.702 |
2.756 |
| PP |
2.690 |
2.690 |
2.690 |
2.700 |
| S1 |
2.648 |
2.648 |
2.686 |
2.669 |
| S2 |
2.603 |
2.603 |
2.678 |
|
| S3 |
2.516 |
2.561 |
2.670 |
|
| S4 |
2.429 |
2.474 |
2.646 |
|
|
| 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 |
2.731 |
2.503 |
0.228 |
8.5% |
0.137 |
5.1% |
84% |
True |
False |
135,027 |
| 10 |
2.731 |
2.168 |
0.563 |
20.9% |
0.150 |
5.6% |
93% |
True |
False |
149,175 |
| 20 |
2.731 |
2.168 |
0.563 |
20.9% |
0.133 |
4.9% |
93% |
True |
False |
144,711 |
| 40 |
2.838 |
2.168 |
0.670 |
24.9% |
0.131 |
4.8% |
79% |
False |
False |
107,159 |
| 60 |
2.838 |
2.096 |
0.742 |
27.5% |
0.112 |
4.2% |
81% |
False |
False |
90,778 |
| 80 |
2.838 |
2.096 |
0.742 |
27.5% |
0.104 |
3.9% |
81% |
False |
False |
74,117 |
| 100 |
3.104 |
2.096 |
1.008 |
37.4% |
0.107 |
4.0% |
59% |
False |
False |
63,421 |
| 120 |
3.368 |
2.096 |
1.272 |
47.2% |
0.112 |
4.2% |
47% |
False |
False |
55,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.101 |
|
2.618 |
2.959 |
|
1.618 |
2.872 |
|
1.000 |
2.818 |
|
0.618 |
2.785 |
|
HIGH |
2.731 |
|
0.618 |
2.698 |
|
0.500 |
2.688 |
|
0.382 |
2.677 |
|
LOW |
2.644 |
|
0.618 |
2.590 |
|
1.000 |
2.557 |
|
1.618 |
2.503 |
|
2.618 |
2.416 |
|
4.250 |
2.274 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.692 |
2.669 |
| PP |
2.690 |
2.643 |
| S1 |
2.688 |
2.618 |
|