NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.508 |
2.677 |
0.169 |
6.7% |
2.305 |
| High |
2.693 |
2.705 |
0.012 |
0.4% |
2.601 |
| Low |
2.508 |
2.536 |
0.028 |
1.1% |
2.215 |
| Close |
2.668 |
2.574 |
-0.094 |
-3.5% |
2.514 |
| Range |
0.185 |
0.169 |
-0.016 |
-8.6% |
0.386 |
| ATR |
0.130 |
0.133 |
0.003 |
2.1% |
0.000 |
| Volume |
73,826 |
66,093 |
-7,733 |
-10.5% |
368,242 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.112 |
3.012 |
2.667 |
|
| R3 |
2.943 |
2.843 |
2.620 |
|
| R2 |
2.774 |
2.774 |
2.605 |
|
| R1 |
2.674 |
2.674 |
2.589 |
2.640 |
| PP |
2.605 |
2.605 |
2.605 |
2.588 |
| S1 |
2.505 |
2.505 |
2.559 |
2.471 |
| S2 |
2.436 |
2.436 |
2.543 |
|
| S3 |
2.267 |
2.336 |
2.528 |
|
| S4 |
2.098 |
2.167 |
2.481 |
|
|
| 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 |
2.705 |
2.215 |
0.490 |
19.0% |
0.175 |
6.8% |
73% |
True |
False |
78,208 |
| 10 |
2.705 |
2.215 |
0.490 |
19.0% |
0.140 |
5.5% |
73% |
True |
False |
67,886 |
| 20 |
2.850 |
2.215 |
0.635 |
24.7% |
0.129 |
5.0% |
57% |
False |
False |
52,537 |
| 40 |
2.881 |
2.215 |
0.666 |
25.9% |
0.123 |
4.8% |
54% |
False |
False |
44,760 |
| 60 |
2.881 |
2.175 |
0.706 |
27.4% |
0.105 |
4.1% |
57% |
False |
False |
36,771 |
| 80 |
3.040 |
2.175 |
0.865 |
33.6% |
0.099 |
3.8% |
46% |
False |
False |
30,346 |
| 100 |
3.148 |
2.175 |
0.973 |
37.8% |
0.104 |
4.0% |
41% |
False |
False |
27,016 |
| 120 |
3.449 |
2.175 |
1.274 |
49.5% |
0.106 |
4.1% |
31% |
False |
False |
23,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.423 |
|
2.618 |
3.147 |
|
1.618 |
2.978 |
|
1.000 |
2.874 |
|
0.618 |
2.809 |
|
HIGH |
2.705 |
|
0.618 |
2.640 |
|
0.500 |
2.621 |
|
0.382 |
2.601 |
|
LOW |
2.536 |
|
0.618 |
2.432 |
|
1.000 |
2.367 |
|
1.618 |
2.263 |
|
2.618 |
2.094 |
|
4.250 |
1.818 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.621 |
2.597 |
| PP |
2.605 |
2.589 |
| S1 |
2.590 |
2.582 |
|