NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.730 |
2.729 |
-0.001 |
0.0% |
2.533 |
| High |
2.799 |
2.836 |
0.037 |
1.3% |
2.736 |
| Low |
2.701 |
2.706 |
0.005 |
0.2% |
2.533 |
| Close |
2.752 |
2.821 |
0.069 |
2.5% |
2.695 |
| Range |
0.098 |
0.130 |
0.032 |
32.7% |
0.203 |
| ATR |
0.130 |
0.130 |
0.000 |
0.0% |
0.000 |
| Volume |
35,220 |
44,572 |
9,352 |
26.6% |
256,930 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.178 |
3.129 |
2.893 |
|
| R3 |
3.048 |
2.999 |
2.857 |
|
| R2 |
2.918 |
2.918 |
2.845 |
|
| R1 |
2.869 |
2.869 |
2.833 |
2.894 |
| PP |
2.788 |
2.788 |
2.788 |
2.800 |
| S1 |
2.739 |
2.739 |
2.809 |
2.764 |
| S2 |
2.658 |
2.658 |
2.797 |
|
| S3 |
2.528 |
2.609 |
2.785 |
|
| S4 |
2.398 |
2.479 |
2.750 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.264 |
3.182 |
2.807 |
|
| R3 |
3.061 |
2.979 |
2.751 |
|
| R2 |
2.858 |
2.858 |
2.732 |
|
| R1 |
2.776 |
2.776 |
2.714 |
2.817 |
| PP |
2.655 |
2.655 |
2.655 |
2.675 |
| S1 |
2.573 |
2.573 |
2.676 |
2.614 |
| S2 |
2.452 |
2.452 |
2.658 |
|
| S3 |
2.249 |
2.370 |
2.639 |
|
| S4 |
2.046 |
2.167 |
2.583 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.836 |
2.568 |
0.268 |
9.5% |
0.129 |
4.6% |
94% |
True |
False |
45,060 |
| 10 |
2.836 |
2.260 |
0.576 |
20.4% |
0.150 |
5.3% |
97% |
True |
False |
58,796 |
| 20 |
2.836 |
2.259 |
0.577 |
20.5% |
0.127 |
4.5% |
97% |
True |
False |
56,570 |
| 40 |
2.912 |
2.259 |
0.653 |
23.1% |
0.121 |
4.3% |
86% |
False |
False |
44,939 |
| 60 |
2.912 |
2.222 |
0.690 |
24.5% |
0.105 |
3.7% |
87% |
False |
False |
36,334 |
| 80 |
2.912 |
2.222 |
0.690 |
24.5% |
0.097 |
3.5% |
87% |
False |
False |
30,111 |
| 100 |
3.143 |
2.222 |
0.921 |
32.6% |
0.099 |
3.5% |
65% |
False |
False |
26,414 |
| 120 |
3.401 |
2.222 |
1.179 |
41.8% |
0.106 |
3.7% |
51% |
False |
False |
23,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.389 |
|
2.618 |
3.176 |
|
1.618 |
3.046 |
|
1.000 |
2.966 |
|
0.618 |
2.916 |
|
HIGH |
2.836 |
|
0.618 |
2.786 |
|
0.500 |
2.771 |
|
0.382 |
2.756 |
|
LOW |
2.706 |
|
0.618 |
2.626 |
|
1.000 |
2.576 |
|
1.618 |
2.496 |
|
2.618 |
2.366 |
|
4.250 |
2.154 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.804 |
2.787 |
| PP |
2.788 |
2.753 |
| S1 |
2.771 |
2.720 |
|