NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.305 |
2.250 |
-0.055 |
-2.4% |
2.407 |
| High |
2.327 |
2.322 |
-0.005 |
-0.2% |
2.534 |
| Low |
2.245 |
2.217 |
-0.028 |
-1.2% |
2.283 |
| Close |
2.263 |
2.287 |
0.024 |
1.1% |
2.344 |
| Range |
0.082 |
0.105 |
0.023 |
28.0% |
0.251 |
| ATR |
0.114 |
0.114 |
-0.001 |
-0.6% |
0.000 |
| Volume |
65,758 |
51,361 |
-14,397 |
-21.9% |
244,838 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.590 |
2.544 |
2.345 |
|
| R3 |
2.485 |
2.439 |
2.316 |
|
| R2 |
2.380 |
2.380 |
2.306 |
|
| R1 |
2.334 |
2.334 |
2.297 |
2.357 |
| PP |
2.275 |
2.275 |
2.275 |
2.287 |
| S1 |
2.229 |
2.229 |
2.277 |
2.252 |
| S2 |
2.170 |
2.170 |
2.268 |
|
| S3 |
2.065 |
2.124 |
2.258 |
|
| S4 |
1.960 |
2.019 |
2.229 |
|
|
| 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 |
2.217 |
0.317 |
13.9% |
0.106 |
4.6% |
22% |
False |
True |
57,564 |
| 10 |
2.562 |
2.217 |
0.345 |
15.1% |
0.107 |
4.7% |
20% |
False |
True |
49,063 |
| 20 |
2.881 |
2.217 |
0.664 |
29.0% |
0.121 |
5.3% |
11% |
False |
True |
42,515 |
| 40 |
2.881 |
2.175 |
0.706 |
30.9% |
0.108 |
4.7% |
16% |
False |
False |
37,686 |
| 60 |
2.881 |
2.175 |
0.706 |
30.9% |
0.096 |
4.2% |
16% |
False |
False |
31,077 |
| 80 |
3.137 |
2.175 |
0.962 |
42.1% |
0.096 |
4.2% |
12% |
False |
False |
26,050 |
| 100 |
3.148 |
2.175 |
0.973 |
42.5% |
0.104 |
4.6% |
12% |
False |
False |
23,617 |
| 120 |
3.522 |
2.175 |
1.347 |
58.9% |
0.102 |
4.4% |
8% |
False |
False |
20,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.768 |
|
2.618 |
2.597 |
|
1.618 |
2.492 |
|
1.000 |
2.427 |
|
0.618 |
2.387 |
|
HIGH |
2.322 |
|
0.618 |
2.282 |
|
0.500 |
2.270 |
|
0.382 |
2.257 |
|
LOW |
2.217 |
|
0.618 |
2.152 |
|
1.000 |
2.112 |
|
1.618 |
2.047 |
|
2.618 |
1.942 |
|
4.250 |
1.771 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.281 |
2.292 |
| PP |
2.275 |
2.290 |
| S1 |
2.270 |
2.289 |
|