NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.318 |
2.280 |
-0.038 |
-1.6% |
2.440 |
| High |
2.324 |
2.609 |
0.285 |
12.3% |
2.579 |
| Low |
2.277 |
2.260 |
-0.017 |
-0.7% |
2.333 |
| Close |
2.281 |
2.579 |
0.298 |
13.1% |
2.386 |
| Range |
0.047 |
0.349 |
0.302 |
642.6% |
0.246 |
| ATR |
0.107 |
0.124 |
0.017 |
16.1% |
0.000 |
| Volume |
97,833 |
73,195 |
-24,638 |
-25.2% |
273,473 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.530 |
3.403 |
2.771 |
|
| R3 |
3.181 |
3.054 |
2.675 |
|
| R2 |
2.832 |
2.832 |
2.643 |
|
| R1 |
2.705 |
2.705 |
2.611 |
2.769 |
| PP |
2.483 |
2.483 |
2.483 |
2.514 |
| S1 |
2.356 |
2.356 |
2.547 |
2.420 |
| S2 |
2.134 |
2.134 |
2.515 |
|
| S3 |
1.785 |
2.007 |
2.483 |
|
| S4 |
1.436 |
1.658 |
2.387 |
|
|
| 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 |
2.609 |
2.259 |
0.350 |
13.6% |
0.131 |
5.1% |
91% |
True |
False |
81,541 |
| 10 |
2.609 |
2.259 |
0.350 |
13.6% |
0.119 |
4.6% |
91% |
True |
False |
64,892 |
| 20 |
2.912 |
2.259 |
0.653 |
25.3% |
0.125 |
4.8% |
49% |
False |
False |
48,430 |
| 40 |
2.912 |
2.222 |
0.690 |
26.8% |
0.112 |
4.3% |
52% |
False |
False |
38,655 |
| 60 |
2.912 |
2.222 |
0.690 |
26.8% |
0.096 |
3.7% |
52% |
False |
False |
30,750 |
| 80 |
3.140 |
2.222 |
0.918 |
35.6% |
0.093 |
3.6% |
39% |
False |
False |
25,940 |
| 100 |
3.170 |
2.222 |
0.948 |
36.8% |
0.101 |
3.9% |
38% |
False |
False |
23,032 |
| 120 |
3.523 |
2.222 |
1.301 |
50.4% |
0.102 |
3.9% |
27% |
False |
False |
20,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.092 |
|
2.618 |
3.523 |
|
1.618 |
3.174 |
|
1.000 |
2.958 |
|
0.618 |
2.825 |
|
HIGH |
2.609 |
|
0.618 |
2.476 |
|
0.500 |
2.435 |
|
0.382 |
2.393 |
|
LOW |
2.260 |
|
0.618 |
2.044 |
|
1.000 |
1.911 |
|
1.618 |
1.695 |
|
2.618 |
1.346 |
|
4.250 |
0.777 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.531 |
2.531 |
| PP |
2.483 |
2.482 |
| S1 |
2.435 |
2.434 |
|