NYMEX Natural Gas Future October 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 |
2.805 |
2.800 |
-0.005 |
-0.2% |
2.633 |
| High |
2.875 |
2.896 |
0.021 |
0.7% |
2.812 |
| Low |
2.772 |
2.792 |
0.020 |
0.7% |
2.633 |
| Close |
2.821 |
2.886 |
0.065 |
2.3% |
2.778 |
| Range |
0.103 |
0.104 |
0.001 |
1.0% |
0.179 |
| ATR |
0.125 |
0.123 |
-0.001 |
-1.2% |
0.000 |
| Volume |
34,272 |
43,060 |
8,788 |
25.6% |
254,652 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.170 |
3.132 |
2.943 |
|
| R3 |
3.066 |
3.028 |
2.915 |
|
| R2 |
2.962 |
2.962 |
2.905 |
|
| R1 |
2.924 |
2.924 |
2.896 |
2.943 |
| PP |
2.858 |
2.858 |
2.858 |
2.868 |
| S1 |
2.820 |
2.820 |
2.876 |
2.839 |
| S2 |
2.754 |
2.754 |
2.867 |
|
| S3 |
2.650 |
2.716 |
2.857 |
|
| S4 |
2.546 |
2.612 |
2.829 |
|
|
| 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 |
2.896 |
2.655 |
0.241 |
8.4% |
0.120 |
4.2% |
96% |
True |
False |
47,812 |
| 10 |
2.896 |
2.357 |
0.539 |
18.7% |
0.141 |
4.9% |
98% |
True |
False |
50,572 |
| 20 |
2.896 |
2.357 |
0.539 |
18.7% |
0.121 |
4.2% |
98% |
True |
False |
44,134 |
| 40 |
2.976 |
2.357 |
0.619 |
21.4% |
0.117 |
4.0% |
85% |
False |
False |
39,962 |
| 60 |
2.976 |
2.300 |
0.676 |
23.4% |
0.102 |
3.5% |
87% |
False |
False |
35,313 |
| 80 |
2.976 |
2.300 |
0.676 |
23.4% |
0.096 |
3.3% |
87% |
False |
False |
31,495 |
| 100 |
3.198 |
2.300 |
0.898 |
31.1% |
0.099 |
3.4% |
65% |
False |
False |
30,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.338 |
|
2.618 |
3.168 |
|
1.618 |
3.064 |
|
1.000 |
3.000 |
|
0.618 |
2.960 |
|
HIGH |
2.896 |
|
0.618 |
2.856 |
|
0.500 |
2.844 |
|
0.382 |
2.832 |
|
LOW |
2.792 |
|
0.618 |
2.728 |
|
1.000 |
2.688 |
|
1.618 |
2.624 |
|
2.618 |
2.520 |
|
4.250 |
2.350 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.872 |
2.855 |
| PP |
2.858 |
2.823 |
| S1 |
2.844 |
2.792 |
|