NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.477 |
2.465 |
-0.012 |
-0.5% |
2.536 |
| High |
2.515 |
2.469 |
-0.046 |
-1.8% |
2.664 |
| Low |
2.434 |
2.397 |
-0.037 |
-1.5% |
2.434 |
| Close |
2.493 |
2.413 |
-0.080 |
-3.2% |
2.493 |
| Range |
0.081 |
0.072 |
-0.009 |
-11.1% |
0.230 |
| ATR |
0.109 |
0.108 |
-0.001 |
-0.9% |
0.000 |
| Volume |
44,888 |
42,101 |
-2,787 |
-6.2% |
189,361 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.642 |
2.600 |
2.453 |
|
| R3 |
2.570 |
2.528 |
2.433 |
|
| R2 |
2.498 |
2.498 |
2.426 |
|
| R1 |
2.456 |
2.456 |
2.420 |
2.441 |
| PP |
2.426 |
2.426 |
2.426 |
2.419 |
| S1 |
2.384 |
2.384 |
2.406 |
2.369 |
| S2 |
2.354 |
2.354 |
2.400 |
|
| S3 |
2.282 |
2.312 |
2.393 |
|
| S4 |
2.210 |
2.240 |
2.373 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.220 |
3.087 |
2.620 |
|
| R3 |
2.990 |
2.857 |
2.556 |
|
| R2 |
2.760 |
2.760 |
2.535 |
|
| R1 |
2.627 |
2.627 |
2.514 |
2.579 |
| PP |
2.530 |
2.530 |
2.530 |
2.506 |
| S1 |
2.397 |
2.397 |
2.472 |
2.349 |
| S2 |
2.300 |
2.300 |
2.451 |
|
| S3 |
2.070 |
2.167 |
2.430 |
|
| S4 |
1.840 |
1.937 |
2.367 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.664 |
2.397 |
0.267 |
11.1% |
0.095 |
3.9% |
6% |
False |
True |
37,161 |
| 10 |
2.761 |
2.397 |
0.364 |
15.1% |
0.102 |
4.2% |
4% |
False |
True |
36,097 |
| 20 |
2.976 |
2.397 |
0.579 |
24.0% |
0.115 |
4.7% |
3% |
False |
True |
37,207 |
| 40 |
2.976 |
2.300 |
0.676 |
28.0% |
0.100 |
4.1% |
17% |
False |
False |
33,897 |
| 60 |
2.976 |
2.300 |
0.676 |
28.0% |
0.090 |
3.7% |
17% |
False |
False |
29,544 |
| 80 |
3.198 |
2.300 |
0.898 |
37.2% |
0.092 |
3.8% |
13% |
False |
False |
27,756 |
| 100 |
3.210 |
2.300 |
0.910 |
37.7% |
0.103 |
4.3% |
12% |
False |
False |
27,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.775 |
|
2.618 |
2.657 |
|
1.618 |
2.585 |
|
1.000 |
2.541 |
|
0.618 |
2.513 |
|
HIGH |
2.469 |
|
0.618 |
2.441 |
|
0.500 |
2.433 |
|
0.382 |
2.425 |
|
LOW |
2.397 |
|
0.618 |
2.353 |
|
1.000 |
2.325 |
|
1.618 |
2.281 |
|
2.618 |
2.209 |
|
4.250 |
2.091 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.433 |
2.512 |
| PP |
2.426 |
2.479 |
| S1 |
2.420 |
2.446 |
|