NYMEX Natural Gas Future August 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 |
2.627 |
2.707 |
0.080 |
3.0% |
2.508 |
| High |
2.697 |
2.774 |
0.077 |
2.9% |
2.709 |
| Low |
2.577 |
2.682 |
0.105 |
4.1% |
2.508 |
| Close |
2.668 |
2.734 |
0.066 |
2.5% |
2.668 |
| Range |
0.120 |
0.092 |
-0.028 |
-23.3% |
0.201 |
| ATR |
0.134 |
0.132 |
-0.002 |
-1.5% |
0.000 |
| Volume |
83,308 |
77,038 |
-6,270 |
-7.5% |
380,062 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.006 |
2.962 |
2.785 |
|
| R3 |
2.914 |
2.870 |
2.759 |
|
| R2 |
2.822 |
2.822 |
2.751 |
|
| R1 |
2.778 |
2.778 |
2.742 |
2.800 |
| PP |
2.730 |
2.730 |
2.730 |
2.741 |
| S1 |
2.686 |
2.686 |
2.726 |
2.708 |
| S2 |
2.638 |
2.638 |
2.717 |
|
| S3 |
2.546 |
2.594 |
2.709 |
|
| S4 |
2.454 |
2.502 |
2.683 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.231 |
3.151 |
2.779 |
|
| R3 |
3.030 |
2.950 |
2.723 |
|
| R2 |
2.829 |
2.829 |
2.705 |
|
| R1 |
2.749 |
2.749 |
2.686 |
2.789 |
| PP |
2.628 |
2.628 |
2.628 |
2.649 |
| S1 |
2.548 |
2.548 |
2.650 |
2.588 |
| S2 |
2.427 |
2.427 |
2.631 |
|
| S3 |
2.226 |
2.347 |
2.613 |
|
| S4 |
2.025 |
2.146 |
2.557 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.774 |
2.536 |
0.238 |
8.7% |
0.137 |
5.0% |
83% |
True |
False |
76,654 |
| 10 |
2.774 |
2.215 |
0.559 |
20.4% |
0.149 |
5.5% |
93% |
True |
False |
75,958 |
| 20 |
2.774 |
2.215 |
0.559 |
20.4% |
0.130 |
4.8% |
93% |
True |
False |
61,529 |
| 40 |
2.881 |
2.215 |
0.666 |
24.4% |
0.126 |
4.6% |
78% |
False |
False |
49,634 |
| 60 |
2.881 |
2.175 |
0.706 |
25.8% |
0.108 |
3.9% |
79% |
False |
False |
41,376 |
| 80 |
2.881 |
2.175 |
0.706 |
25.8% |
0.100 |
3.6% |
79% |
False |
False |
33,916 |
| 100 |
3.137 |
2.175 |
0.962 |
35.2% |
0.103 |
3.8% |
58% |
False |
False |
29,777 |
| 120 |
3.390 |
2.175 |
1.215 |
44.4% |
0.108 |
3.9% |
46% |
False |
False |
26,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.165 |
|
2.618 |
3.015 |
|
1.618 |
2.923 |
|
1.000 |
2.866 |
|
0.618 |
2.831 |
|
HIGH |
2.774 |
|
0.618 |
2.739 |
|
0.500 |
2.728 |
|
0.382 |
2.717 |
|
LOW |
2.682 |
|
0.618 |
2.625 |
|
1.000 |
2.590 |
|
1.618 |
2.533 |
|
2.618 |
2.441 |
|
4.250 |
2.291 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.732 |
2.709 |
| PP |
2.730 |
2.683 |
| S1 |
2.728 |
2.658 |
|