NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.760 |
2.805 |
0.045 |
1.6% |
2.633 |
| High |
2.800 |
2.875 |
0.075 |
2.7% |
2.812 |
| Low |
2.687 |
2.772 |
0.085 |
3.2% |
2.633 |
| Close |
2.778 |
2.821 |
0.043 |
1.5% |
2.778 |
| Range |
0.113 |
0.103 |
-0.010 |
-8.8% |
0.179 |
| ATR |
0.127 |
0.125 |
-0.002 |
-1.3% |
0.000 |
| Volume |
68,134 |
34,272 |
-33,862 |
-49.7% |
254,652 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.132 |
3.079 |
2.878 |
|
| R3 |
3.029 |
2.976 |
2.849 |
|
| R2 |
2.926 |
2.926 |
2.840 |
|
| R1 |
2.873 |
2.873 |
2.830 |
2.900 |
| PP |
2.823 |
2.823 |
2.823 |
2.836 |
| S1 |
2.770 |
2.770 |
2.812 |
2.797 |
| S2 |
2.720 |
2.720 |
2.802 |
|
| S3 |
2.617 |
2.667 |
2.793 |
|
| S4 |
2.514 |
2.564 |
2.764 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.278 |
3.207 |
2.876 |
|
| R3 |
3.099 |
3.028 |
2.827 |
|
| R2 |
2.920 |
2.920 |
2.811 |
|
| R1 |
2.849 |
2.849 |
2.794 |
2.885 |
| PP |
2.741 |
2.741 |
2.741 |
2.759 |
| S1 |
2.670 |
2.670 |
2.762 |
2.706 |
| S2 |
2.562 |
2.562 |
2.745 |
|
| S3 |
2.383 |
2.491 |
2.729 |
|
| S4 |
2.204 |
2.312 |
2.680 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.875 |
2.649 |
0.226 |
8.0% |
0.132 |
4.7% |
76% |
True |
False |
49,004 |
| 10 |
2.875 |
2.357 |
0.518 |
18.4% |
0.141 |
5.0% |
90% |
True |
False |
50,499 |
| 20 |
2.875 |
2.357 |
0.518 |
18.4% |
0.122 |
4.3% |
90% |
True |
False |
43,298 |
| 40 |
2.976 |
2.357 |
0.619 |
21.9% |
0.118 |
4.2% |
75% |
False |
False |
39,404 |
| 60 |
2.976 |
2.300 |
0.676 |
24.0% |
0.101 |
3.6% |
77% |
False |
False |
34,999 |
| 80 |
2.976 |
2.300 |
0.676 |
24.0% |
0.095 |
3.4% |
77% |
False |
False |
31,244 |
| 100 |
3.198 |
2.300 |
0.898 |
31.8% |
0.100 |
3.5% |
58% |
False |
False |
30,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.313 |
|
2.618 |
3.145 |
|
1.618 |
3.042 |
|
1.000 |
2.978 |
|
0.618 |
2.939 |
|
HIGH |
2.875 |
|
0.618 |
2.836 |
|
0.500 |
2.824 |
|
0.382 |
2.811 |
|
LOW |
2.772 |
|
0.618 |
2.708 |
|
1.000 |
2.669 |
|
1.618 |
2.605 |
|
2.618 |
2.502 |
|
4.250 |
2.334 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.824 |
2.802 |
| PP |
2.823 |
2.784 |
| S1 |
2.822 |
2.765 |
|