NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.793 |
2.702 |
-0.091 |
-3.3% |
2.465 |
| High |
2.810 |
2.812 |
0.002 |
0.1% |
2.720 |
| Low |
2.649 |
2.655 |
0.006 |
0.2% |
2.357 |
| Close |
2.686 |
2.673 |
-0.013 |
-0.5% |
2.635 |
| Range |
0.161 |
0.157 |
-0.004 |
-2.5% |
0.363 |
| ATR |
0.126 |
0.128 |
0.002 |
1.8% |
0.000 |
| Volume |
49,021 |
45,532 |
-3,489 |
-7.1% |
258,167 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.184 |
3.086 |
2.759 |
|
| R3 |
3.027 |
2.929 |
2.716 |
|
| R2 |
2.870 |
2.870 |
2.702 |
|
| R1 |
2.772 |
2.772 |
2.687 |
2.743 |
| PP |
2.713 |
2.713 |
2.713 |
2.699 |
| S1 |
2.615 |
2.615 |
2.659 |
2.586 |
| S2 |
2.556 |
2.556 |
2.644 |
|
| S3 |
2.399 |
2.458 |
2.630 |
|
| S4 |
2.242 |
2.301 |
2.587 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.660 |
3.510 |
2.835 |
|
| R3 |
3.297 |
3.147 |
2.735 |
|
| R2 |
2.934 |
2.934 |
2.702 |
|
| R1 |
2.784 |
2.784 |
2.668 |
2.859 |
| PP |
2.571 |
2.571 |
2.571 |
2.608 |
| S1 |
2.421 |
2.421 |
2.602 |
2.496 |
| S2 |
2.208 |
2.208 |
2.568 |
|
| S3 |
1.845 |
2.058 |
2.535 |
|
| S4 |
1.482 |
1.695 |
2.435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.812 |
2.357 |
0.455 |
17.0% |
0.183 |
6.9% |
69% |
True |
False |
51,596 |
| 10 |
2.812 |
2.357 |
0.455 |
17.0% |
0.138 |
5.2% |
69% |
True |
False |
47,605 |
| 20 |
2.940 |
2.357 |
0.583 |
21.8% |
0.122 |
4.5% |
54% |
False |
False |
41,485 |
| 40 |
2.976 |
2.357 |
0.619 |
23.2% |
0.118 |
4.4% |
51% |
False |
False |
38,254 |
| 60 |
2.976 |
2.300 |
0.676 |
25.3% |
0.100 |
3.7% |
55% |
False |
False |
33,431 |
| 80 |
2.985 |
2.300 |
0.685 |
25.6% |
0.095 |
3.5% |
54% |
False |
False |
30,131 |
| 100 |
3.210 |
2.300 |
0.910 |
34.0% |
0.101 |
3.8% |
41% |
False |
False |
29,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.479 |
|
2.618 |
3.223 |
|
1.618 |
3.066 |
|
1.000 |
2.969 |
|
0.618 |
2.909 |
|
HIGH |
2.812 |
|
0.618 |
2.752 |
|
0.500 |
2.734 |
|
0.382 |
2.715 |
|
LOW |
2.655 |
|
0.618 |
2.558 |
|
1.000 |
2.498 |
|
1.618 |
2.401 |
|
2.618 |
2.244 |
|
4.250 |
1.988 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.734 |
2.723 |
| PP |
2.713 |
2.706 |
| S1 |
2.693 |
2.690 |
|