NYMEX Natural Gas Future September 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 |
2.347 |
2.298 |
-0.049 |
-2.1% |
2.440 |
| High |
2.366 |
2.370 |
0.004 |
0.2% |
2.579 |
| Low |
2.292 |
2.259 |
-0.033 |
-1.4% |
2.333 |
| Close |
2.307 |
2.333 |
0.026 |
1.1% |
2.386 |
| Range |
0.074 |
0.111 |
0.037 |
50.0% |
0.246 |
| ATR |
0.111 |
0.111 |
0.000 |
0.0% |
0.000 |
| Volume |
77,496 |
72,144 |
-5,352 |
-6.9% |
273,473 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.654 |
2.604 |
2.394 |
|
| R3 |
2.543 |
2.493 |
2.364 |
|
| R2 |
2.432 |
2.432 |
2.353 |
|
| R1 |
2.382 |
2.382 |
2.343 |
2.407 |
| PP |
2.321 |
2.321 |
2.321 |
2.333 |
| S1 |
2.271 |
2.271 |
2.323 |
2.296 |
| S2 |
2.210 |
2.210 |
2.313 |
|
| S3 |
2.099 |
2.160 |
2.302 |
|
| S4 |
1.988 |
2.049 |
2.272 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.171 |
3.024 |
2.521 |
|
| R3 |
2.925 |
2.778 |
2.454 |
|
| R2 |
2.679 |
2.679 |
2.431 |
|
| R1 |
2.532 |
2.532 |
2.409 |
2.483 |
| PP |
2.433 |
2.433 |
2.433 |
2.408 |
| S1 |
2.286 |
2.286 |
2.363 |
2.237 |
| S2 |
2.187 |
2.187 |
2.341 |
|
| S3 |
1.941 |
2.040 |
2.318 |
|
| S4 |
1.695 |
1.794 |
2.251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.579 |
2.259 |
0.320 |
13.7% |
0.103 |
4.4% |
23% |
False |
True |
67,770 |
| 10 |
2.601 |
2.259 |
0.342 |
14.7% |
0.104 |
4.5% |
22% |
False |
True |
54,343 |
| 20 |
2.912 |
2.259 |
0.653 |
28.0% |
0.118 |
5.0% |
11% |
False |
True |
42,188 |
| 40 |
2.912 |
2.222 |
0.690 |
29.6% |
0.104 |
4.5% |
16% |
False |
False |
35,042 |
| 60 |
2.912 |
2.222 |
0.690 |
29.6% |
0.092 |
4.0% |
16% |
False |
False |
28,126 |
| 80 |
3.143 |
2.222 |
0.921 |
39.5% |
0.092 |
3.9% |
12% |
False |
False |
24,166 |
| 100 |
3.170 |
2.222 |
0.948 |
40.6% |
0.101 |
4.3% |
12% |
False |
False |
21,465 |
| 120 |
3.523 |
2.222 |
1.301 |
55.8% |
0.100 |
4.3% |
9% |
False |
False |
18,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.842 |
|
2.618 |
2.661 |
|
1.618 |
2.550 |
|
1.000 |
2.481 |
|
0.618 |
2.439 |
|
HIGH |
2.370 |
|
0.618 |
2.328 |
|
0.500 |
2.315 |
|
0.382 |
2.301 |
|
LOW |
2.259 |
|
0.618 |
2.190 |
|
1.000 |
2.148 |
|
1.618 |
2.079 |
|
2.618 |
1.968 |
|
4.250 |
1.787 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.327 |
2.334 |
| PP |
2.321 |
2.334 |
| S1 |
2.315 |
2.333 |
|