NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.328 |
2.305 |
-0.023 |
-1.0% |
2.407 |
| High |
2.366 |
2.327 |
-0.039 |
-1.6% |
2.534 |
| Low |
2.283 |
2.245 |
-0.038 |
-1.7% |
2.283 |
| Close |
2.344 |
2.263 |
-0.081 |
-3.5% |
2.344 |
| Range |
0.083 |
0.082 |
-0.001 |
-1.2% |
0.251 |
| ATR |
0.115 |
0.114 |
-0.001 |
-1.0% |
0.000 |
| Volume |
74,917 |
65,758 |
-9,159 |
-12.2% |
244,838 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.524 |
2.476 |
2.308 |
|
| R3 |
2.442 |
2.394 |
2.286 |
|
| R2 |
2.360 |
2.360 |
2.278 |
|
| R1 |
2.312 |
2.312 |
2.271 |
2.295 |
| PP |
2.278 |
2.278 |
2.278 |
2.270 |
| S1 |
2.230 |
2.230 |
2.255 |
2.213 |
| S2 |
2.196 |
2.196 |
2.248 |
|
| S3 |
2.114 |
2.148 |
2.240 |
|
| S4 |
2.032 |
2.066 |
2.218 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.140 |
2.993 |
2.482 |
|
| R3 |
2.889 |
2.742 |
2.413 |
|
| R2 |
2.638 |
2.638 |
2.390 |
|
| R1 |
2.491 |
2.491 |
2.367 |
2.439 |
| PP |
2.387 |
2.387 |
2.387 |
2.361 |
| S1 |
2.240 |
2.240 |
2.321 |
2.188 |
| S2 |
2.136 |
2.136 |
2.298 |
|
| S3 |
1.885 |
1.989 |
2.275 |
|
| S4 |
1.634 |
1.738 |
2.206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.534 |
2.245 |
0.289 |
12.8% |
0.103 |
4.5% |
6% |
False |
True |
53,729 |
| 10 |
2.668 |
2.245 |
0.423 |
18.7% |
0.111 |
4.9% |
4% |
False |
True |
47,101 |
| 20 |
2.881 |
2.245 |
0.636 |
28.1% |
0.122 |
5.4% |
3% |
False |
True |
43,206 |
| 40 |
2.881 |
2.175 |
0.706 |
31.2% |
0.107 |
4.7% |
12% |
False |
False |
37,082 |
| 60 |
2.881 |
2.175 |
0.706 |
31.2% |
0.096 |
4.2% |
12% |
False |
False |
30,512 |
| 80 |
3.137 |
2.175 |
0.962 |
42.5% |
0.095 |
4.2% |
9% |
False |
False |
25,540 |
| 100 |
3.148 |
2.175 |
0.973 |
43.0% |
0.104 |
4.6% |
9% |
False |
False |
23,170 |
| 120 |
3.522 |
2.175 |
1.347 |
59.5% |
0.101 |
4.5% |
7% |
False |
False |
20,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.676 |
|
2.618 |
2.542 |
|
1.618 |
2.460 |
|
1.000 |
2.409 |
|
0.618 |
2.378 |
|
HIGH |
2.327 |
|
0.618 |
2.296 |
|
0.500 |
2.286 |
|
0.382 |
2.276 |
|
LOW |
2.245 |
|
0.618 |
2.194 |
|
1.000 |
2.163 |
|
1.618 |
2.112 |
|
2.618 |
2.030 |
|
4.250 |
1.897 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.286 |
2.369 |
| PP |
2.278 |
2.334 |
| S1 |
2.271 |
2.298 |
|