NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.571 |
2.508 |
-0.063 |
-2.5% |
2.305 |
| High |
2.601 |
2.693 |
0.092 |
3.5% |
2.601 |
| Low |
2.489 |
2.508 |
0.019 |
0.8% |
2.215 |
| Close |
2.514 |
2.668 |
0.154 |
6.1% |
2.514 |
| Range |
0.112 |
0.185 |
0.073 |
65.2% |
0.386 |
| ATR |
0.126 |
0.130 |
0.004 |
3.3% |
0.000 |
| Volume |
105,415 |
73,826 |
-31,589 |
-30.0% |
368,242 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.178 |
3.108 |
2.770 |
|
| R3 |
2.993 |
2.923 |
2.719 |
|
| R2 |
2.808 |
2.808 |
2.702 |
|
| R1 |
2.738 |
2.738 |
2.685 |
2.773 |
| PP |
2.623 |
2.623 |
2.623 |
2.641 |
| S1 |
2.553 |
2.553 |
2.651 |
2.588 |
| S2 |
2.438 |
2.438 |
2.634 |
|
| S3 |
2.253 |
2.368 |
2.617 |
|
| S4 |
2.068 |
2.183 |
2.566 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.601 |
3.444 |
2.726 |
|
| R3 |
3.215 |
3.058 |
2.620 |
|
| R2 |
2.829 |
2.829 |
2.585 |
|
| R1 |
2.672 |
2.672 |
2.549 |
2.751 |
| PP |
2.443 |
2.443 |
2.443 |
2.483 |
| S1 |
2.286 |
2.286 |
2.479 |
2.365 |
| S2 |
2.057 |
2.057 |
2.443 |
|
| S3 |
1.671 |
1.900 |
2.408 |
|
| S4 |
1.285 |
1.514 |
2.302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.693 |
2.215 |
0.478 |
17.9% |
0.162 |
6.1% |
95% |
True |
False |
75,262 |
| 10 |
2.693 |
2.215 |
0.478 |
17.9% |
0.132 |
5.0% |
95% |
True |
False |
64,495 |
| 20 |
2.866 |
2.215 |
0.651 |
24.4% |
0.128 |
4.8% |
70% |
False |
False |
51,583 |
| 40 |
2.881 |
2.195 |
0.686 |
25.7% |
0.121 |
4.5% |
69% |
False |
False |
43,609 |
| 60 |
2.881 |
2.175 |
0.706 |
26.5% |
0.103 |
3.8% |
70% |
False |
False |
35,882 |
| 80 |
3.097 |
2.175 |
0.922 |
34.6% |
0.098 |
3.7% |
53% |
False |
False |
29,626 |
| 100 |
3.148 |
2.175 |
0.973 |
36.5% |
0.104 |
3.9% |
51% |
False |
False |
26,458 |
| 120 |
3.491 |
2.175 |
1.316 |
49.3% |
0.105 |
3.9% |
37% |
False |
False |
23,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.479 |
|
2.618 |
3.177 |
|
1.618 |
2.992 |
|
1.000 |
2.878 |
|
0.618 |
2.807 |
|
HIGH |
2.693 |
|
0.618 |
2.622 |
|
0.500 |
2.601 |
|
0.382 |
2.579 |
|
LOW |
2.508 |
|
0.618 |
2.394 |
|
1.000 |
2.323 |
|
1.618 |
2.209 |
|
2.618 |
2.024 |
|
4.250 |
1.722 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.646 |
2.597 |
| PP |
2.623 |
2.525 |
| S1 |
2.601 |
2.454 |
|