NYMEX Natural Gas Future November 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 |
2.756 |
2.771 |
0.015 |
0.5% |
2.784 |
| High |
2.806 |
2.771 |
-0.035 |
-1.2% |
2.903 |
| Low |
2.720 |
2.715 |
-0.005 |
-0.2% |
2.720 |
| Close |
2.793 |
2.729 |
-0.064 |
-2.3% |
2.793 |
| Range |
0.086 |
0.056 |
-0.030 |
-34.9% |
0.183 |
| ATR |
0.097 |
0.095 |
-0.001 |
-1.4% |
0.000 |
| Volume |
27,384 |
22,167 |
-5,217 |
-19.1% |
79,535 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.906 |
2.874 |
2.760 |
|
| R3 |
2.850 |
2.818 |
2.744 |
|
| R2 |
2.794 |
2.794 |
2.739 |
|
| R1 |
2.762 |
2.762 |
2.734 |
2.750 |
| PP |
2.738 |
2.738 |
2.738 |
2.733 |
| S1 |
2.706 |
2.706 |
2.724 |
2.694 |
| S2 |
2.682 |
2.682 |
2.719 |
|
| S3 |
2.626 |
2.650 |
2.714 |
|
| S4 |
2.570 |
2.594 |
2.698 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.354 |
3.257 |
2.894 |
|
| R3 |
3.171 |
3.074 |
2.843 |
|
| R2 |
2.988 |
2.988 |
2.827 |
|
| R1 |
2.891 |
2.891 |
2.810 |
2.940 |
| PP |
2.805 |
2.805 |
2.805 |
2.830 |
| S1 |
2.708 |
2.708 |
2.776 |
2.757 |
| S2 |
2.622 |
2.622 |
2.759 |
|
| S3 |
2.439 |
2.525 |
2.743 |
|
| S4 |
2.256 |
2.342 |
2.692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.903 |
2.715 |
0.188 |
6.9% |
0.082 |
3.0% |
7% |
False |
True |
17,002 |
| 10 |
2.970 |
2.715 |
0.255 |
9.3% |
0.088 |
3.2% |
5% |
False |
True |
16,339 |
| 20 |
3.190 |
2.715 |
0.475 |
17.4% |
0.099 |
3.6% |
3% |
False |
True |
16,468 |
| 40 |
3.190 |
2.566 |
0.624 |
22.9% |
0.086 |
3.2% |
26% |
False |
False |
14,654 |
| 60 |
3.190 |
2.566 |
0.624 |
22.9% |
0.078 |
2.8% |
26% |
False |
False |
12,120 |
| 80 |
3.364 |
2.566 |
0.798 |
29.2% |
0.080 |
2.9% |
20% |
False |
False |
10,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.009 |
|
2.618 |
2.918 |
|
1.618 |
2.862 |
|
1.000 |
2.827 |
|
0.618 |
2.806 |
|
HIGH |
2.771 |
|
0.618 |
2.750 |
|
0.500 |
2.743 |
|
0.382 |
2.736 |
|
LOW |
2.715 |
|
0.618 |
2.680 |
|
1.000 |
2.659 |
|
1.618 |
2.624 |
|
2.618 |
2.568 |
|
4.250 |
2.477 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.743 |
2.788 |
| PP |
2.738 |
2.768 |
| S1 |
2.734 |
2.749 |
|