NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.773 |
2.800 |
0.027 |
1.0% |
2.730 |
| High |
2.845 |
2.861 |
0.016 |
0.6% |
2.978 |
| Low |
2.728 |
2.756 |
0.028 |
1.0% |
2.673 |
| Close |
2.833 |
2.832 |
-0.001 |
0.0% |
2.833 |
| Range |
0.117 |
0.105 |
-0.012 |
-10.3% |
0.305 |
| ATR |
0.137 |
0.135 |
-0.002 |
-1.7% |
0.000 |
| Volume |
66,306 |
75,073 |
8,767 |
13.2% |
277,130 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.131 |
3.087 |
2.890 |
|
| R3 |
3.026 |
2.982 |
2.861 |
|
| R2 |
2.921 |
2.921 |
2.851 |
|
| R1 |
2.877 |
2.877 |
2.842 |
2.899 |
| PP |
2.816 |
2.816 |
2.816 |
2.828 |
| S1 |
2.772 |
2.772 |
2.822 |
2.794 |
| S2 |
2.711 |
2.711 |
2.813 |
|
| S3 |
2.606 |
2.667 |
2.803 |
|
| S4 |
2.501 |
2.562 |
2.774 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.743 |
3.593 |
3.001 |
|
| R3 |
3.438 |
3.288 |
2.917 |
|
| R2 |
3.133 |
3.133 |
2.889 |
|
| R1 |
2.983 |
2.983 |
2.861 |
3.058 |
| PP |
2.828 |
2.828 |
2.828 |
2.866 |
| S1 |
2.678 |
2.678 |
2.805 |
2.753 |
| S2 |
2.523 |
2.523 |
2.777 |
|
| S3 |
2.218 |
2.373 |
2.749 |
|
| S4 |
1.913 |
2.068 |
2.665 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.978 |
2.673 |
0.305 |
10.8% |
0.149 |
5.3% |
52% |
False |
False |
63,396 |
| 10 |
2.978 |
2.563 |
0.415 |
14.7% |
0.143 |
5.0% |
65% |
False |
False |
55,294 |
| 20 |
2.978 |
2.259 |
0.719 |
25.4% |
0.136 |
4.8% |
80% |
False |
False |
61,970 |
| 40 |
2.978 |
2.259 |
0.719 |
25.4% |
0.127 |
4.5% |
80% |
False |
False |
48,549 |
| 60 |
2.978 |
2.222 |
0.756 |
26.7% |
0.111 |
3.9% |
81% |
False |
False |
39,893 |
| 80 |
2.978 |
2.222 |
0.756 |
26.7% |
0.102 |
3.6% |
81% |
False |
False |
32,923 |
| 100 |
3.143 |
2.222 |
0.921 |
32.5% |
0.100 |
3.5% |
66% |
False |
False |
28,584 |
| 120 |
3.235 |
2.222 |
1.013 |
35.8% |
0.108 |
3.8% |
60% |
False |
False |
25,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.307 |
|
2.618 |
3.136 |
|
1.618 |
3.031 |
|
1.000 |
2.966 |
|
0.618 |
2.926 |
|
HIGH |
2.861 |
|
0.618 |
2.821 |
|
0.500 |
2.809 |
|
0.382 |
2.796 |
|
LOW |
2.756 |
|
0.618 |
2.691 |
|
1.000 |
2.651 |
|
1.618 |
2.586 |
|
2.618 |
2.481 |
|
4.250 |
2.310 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.824 |
2.810 |
| PP |
2.816 |
2.789 |
| S1 |
2.809 |
2.767 |
|