NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.603 |
2.533 |
-0.070 |
-2.7% |
2.347 |
| High |
2.635 |
2.715 |
0.080 |
3.0% |
2.635 |
| Low |
2.526 |
2.533 |
0.007 |
0.3% |
2.259 |
| Close |
2.551 |
2.699 |
0.148 |
5.8% |
2.551 |
| Range |
0.109 |
0.182 |
0.073 |
67.0% |
0.376 |
| ATR |
0.123 |
0.127 |
0.004 |
3.4% |
0.000 |
| Volume |
80,214 |
56,184 |
-24,030 |
-30.0% |
400,882 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.195 |
3.129 |
2.799 |
|
| R3 |
3.013 |
2.947 |
2.749 |
|
| R2 |
2.831 |
2.831 |
2.732 |
|
| R1 |
2.765 |
2.765 |
2.716 |
2.798 |
| PP |
2.649 |
2.649 |
2.649 |
2.666 |
| S1 |
2.583 |
2.583 |
2.682 |
2.616 |
| S2 |
2.467 |
2.467 |
2.666 |
|
| S3 |
2.285 |
2.401 |
2.649 |
|
| S4 |
2.103 |
2.219 |
2.599 |
|
|
| 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 |
2.715 |
2.259 |
0.456 |
16.9% |
0.160 |
5.9% |
96% |
True |
False |
75,914 |
| 10 |
2.715 |
2.259 |
0.456 |
16.9% |
0.129 |
4.8% |
96% |
True |
False |
68,646 |
| 20 |
2.889 |
2.259 |
0.630 |
23.3% |
0.125 |
4.6% |
70% |
False |
False |
52,504 |
| 40 |
2.912 |
2.233 |
0.679 |
25.2% |
0.117 |
4.3% |
69% |
False |
False |
41,248 |
| 60 |
2.912 |
2.222 |
0.690 |
25.6% |
0.099 |
3.7% |
69% |
False |
False |
32,822 |
| 80 |
3.106 |
2.222 |
0.884 |
32.8% |
0.094 |
3.5% |
54% |
False |
False |
27,357 |
| 100 |
3.170 |
2.222 |
0.948 |
35.1% |
0.101 |
3.7% |
50% |
False |
False |
24,118 |
| 120 |
3.495 |
2.222 |
1.273 |
47.2% |
0.103 |
3.8% |
37% |
False |
False |
21,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.489 |
|
2.618 |
3.191 |
|
1.618 |
3.009 |
|
1.000 |
2.897 |
|
0.618 |
2.827 |
|
HIGH |
2.715 |
|
0.618 |
2.645 |
|
0.500 |
2.624 |
|
0.382 |
2.603 |
|
LOW |
2.533 |
|
0.618 |
2.421 |
|
1.000 |
2.351 |
|
1.618 |
2.239 |
|
2.618 |
2.057 |
|
4.250 |
1.760 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.674 |
2.629 |
| PP |
2.649 |
2.558 |
| S1 |
2.624 |
2.488 |
|