NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.800 |
2.898 |
0.098 |
3.5% |
2.633 |
| High |
2.896 |
3.028 |
0.132 |
4.6% |
2.812 |
| Low |
2.792 |
2.827 |
0.035 |
1.3% |
2.633 |
| Close |
2.886 |
2.869 |
-0.017 |
-0.6% |
2.778 |
| Range |
0.104 |
0.201 |
0.097 |
93.3% |
0.179 |
| ATR |
0.123 |
0.129 |
0.006 |
4.5% |
0.000 |
| Volume |
43,060 |
39,779 |
-3,281 |
-7.6% |
254,652 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.511 |
3.391 |
2.980 |
|
| R3 |
3.310 |
3.190 |
2.924 |
|
| R2 |
3.109 |
3.109 |
2.906 |
|
| R1 |
2.989 |
2.989 |
2.887 |
2.949 |
| PP |
2.908 |
2.908 |
2.908 |
2.888 |
| S1 |
2.788 |
2.788 |
2.851 |
2.748 |
| S2 |
2.707 |
2.707 |
2.832 |
|
| S3 |
2.506 |
2.587 |
2.814 |
|
| S4 |
2.305 |
2.386 |
2.758 |
|
|
| 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 |
3.028 |
2.655 |
0.373 |
13.0% |
0.129 |
4.5% |
57% |
True |
False |
46,662 |
| 10 |
3.028 |
2.357 |
0.671 |
23.4% |
0.156 |
5.4% |
76% |
True |
False |
49,129 |
| 20 |
3.028 |
2.357 |
0.671 |
23.4% |
0.125 |
4.4% |
76% |
True |
False |
44,678 |
| 40 |
3.028 |
2.357 |
0.671 |
23.4% |
0.120 |
4.2% |
76% |
True |
False |
40,316 |
| 60 |
3.028 |
2.300 |
0.728 |
25.4% |
0.104 |
3.6% |
78% |
True |
False |
35,514 |
| 80 |
3.028 |
2.300 |
0.728 |
25.4% |
0.097 |
3.4% |
78% |
True |
False |
31,760 |
| 100 |
3.198 |
2.300 |
0.898 |
31.3% |
0.100 |
3.5% |
63% |
False |
False |
30,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.882 |
|
2.618 |
3.554 |
|
1.618 |
3.353 |
|
1.000 |
3.229 |
|
0.618 |
3.152 |
|
HIGH |
3.028 |
|
0.618 |
2.951 |
|
0.500 |
2.928 |
|
0.382 |
2.904 |
|
LOW |
2.827 |
|
0.618 |
2.703 |
|
1.000 |
2.626 |
|
1.618 |
2.502 |
|
2.618 |
2.301 |
|
4.250 |
1.973 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.928 |
2.900 |
| PP |
2.908 |
2.890 |
| S1 |
2.889 |
2.879 |
|