NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.280 |
2.603 |
0.323 |
14.2% |
2.347 |
| High |
2.609 |
2.635 |
0.026 |
1.0% |
2.635 |
| Low |
2.260 |
2.526 |
0.266 |
11.8% |
2.259 |
| Close |
2.579 |
2.551 |
-0.028 |
-1.1% |
2.551 |
| Range |
0.349 |
0.109 |
-0.240 |
-68.8% |
0.376 |
| ATR |
0.124 |
0.123 |
-0.001 |
-0.9% |
0.000 |
| Volume |
73,195 |
80,214 |
7,019 |
9.6% |
400,882 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.898 |
2.833 |
2.611 |
|
| R3 |
2.789 |
2.724 |
2.581 |
|
| R2 |
2.680 |
2.680 |
2.571 |
|
| R1 |
2.615 |
2.615 |
2.561 |
2.593 |
| PP |
2.571 |
2.571 |
2.571 |
2.560 |
| S1 |
2.506 |
2.506 |
2.541 |
2.484 |
| S2 |
2.462 |
2.462 |
2.531 |
|
| S3 |
2.353 |
2.397 |
2.521 |
|
| S4 |
2.244 |
2.288 |
2.491 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.610 |
3.456 |
2.758 |
|
| R3 |
3.234 |
3.080 |
2.654 |
|
| R2 |
2.858 |
2.858 |
2.620 |
|
| R1 |
2.704 |
2.704 |
2.585 |
2.781 |
| PP |
2.482 |
2.482 |
2.482 |
2.520 |
| S1 |
2.328 |
2.328 |
2.517 |
2.405 |
| S2 |
2.106 |
2.106 |
2.482 |
|
| S3 |
1.730 |
1.952 |
2.448 |
|
| S4 |
1.354 |
1.576 |
2.344 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.635 |
2.259 |
0.376 |
14.7% |
0.138 |
5.4% |
78% |
True |
False |
80,176 |
| 10 |
2.635 |
2.259 |
0.376 |
14.7% |
0.122 |
4.8% |
78% |
True |
False |
67,435 |
| 20 |
2.912 |
2.259 |
0.653 |
25.6% |
0.122 |
4.8% |
45% |
False |
False |
51,059 |
| 40 |
2.912 |
2.222 |
0.690 |
27.0% |
0.113 |
4.4% |
48% |
False |
False |
40,327 |
| 60 |
2.912 |
2.222 |
0.690 |
27.0% |
0.097 |
3.8% |
48% |
False |
False |
31,989 |
| 80 |
3.140 |
2.222 |
0.918 |
36.0% |
0.093 |
3.7% |
36% |
False |
False |
26,775 |
| 100 |
3.170 |
2.222 |
0.948 |
37.2% |
0.100 |
3.9% |
35% |
False |
False |
23,649 |
| 120 |
3.495 |
2.222 |
1.273 |
49.9% |
0.102 |
4.0% |
26% |
False |
False |
20,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.098 |
|
2.618 |
2.920 |
|
1.618 |
2.811 |
|
1.000 |
2.744 |
|
0.618 |
2.702 |
|
HIGH |
2.635 |
|
0.618 |
2.593 |
|
0.500 |
2.581 |
|
0.382 |
2.568 |
|
LOW |
2.526 |
|
0.618 |
2.459 |
|
1.000 |
2.417 |
|
1.618 |
2.350 |
|
2.618 |
2.241 |
|
4.250 |
2.063 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.581 |
2.517 |
| PP |
2.571 |
2.482 |
| S1 |
2.561 |
2.448 |
|