NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.771 |
2.697 |
-0.074 |
-2.7% |
2.784 |
| High |
2.771 |
2.766 |
-0.005 |
-0.2% |
2.903 |
| Low |
2.715 |
2.676 |
-0.039 |
-1.4% |
2.720 |
| Close |
2.729 |
2.734 |
0.005 |
0.2% |
2.793 |
| Range |
0.056 |
0.090 |
0.034 |
60.7% |
0.183 |
| ATR |
0.095 |
0.095 |
0.000 |
-0.4% |
0.000 |
| Volume |
22,167 |
20,546 |
-1,621 |
-7.3% |
79,535 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.995 |
2.955 |
2.784 |
|
| R3 |
2.905 |
2.865 |
2.759 |
|
| R2 |
2.815 |
2.815 |
2.751 |
|
| R1 |
2.775 |
2.775 |
2.742 |
2.795 |
| PP |
2.725 |
2.725 |
2.725 |
2.736 |
| S1 |
2.685 |
2.685 |
2.726 |
2.705 |
| S2 |
2.635 |
2.635 |
2.718 |
|
| S3 |
2.545 |
2.595 |
2.709 |
|
| S4 |
2.455 |
2.505 |
2.685 |
|
|
| 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 |
2.676 |
0.227 |
8.3% |
0.084 |
3.1% |
26% |
False |
True |
19,020 |
| 10 |
2.910 |
2.676 |
0.234 |
8.6% |
0.086 |
3.2% |
25% |
False |
True |
17,050 |
| 20 |
3.190 |
2.676 |
0.514 |
18.8% |
0.099 |
3.6% |
11% |
False |
True |
16,114 |
| 40 |
3.190 |
2.566 |
0.624 |
22.8% |
0.088 |
3.2% |
27% |
False |
False |
14,900 |
| 60 |
3.190 |
2.566 |
0.624 |
22.8% |
0.078 |
2.9% |
27% |
False |
False |
12,362 |
| 80 |
3.364 |
2.566 |
0.798 |
29.2% |
0.080 |
2.9% |
21% |
False |
False |
10,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.149 |
|
2.618 |
3.002 |
|
1.618 |
2.912 |
|
1.000 |
2.856 |
|
0.618 |
2.822 |
|
HIGH |
2.766 |
|
0.618 |
2.732 |
|
0.500 |
2.721 |
|
0.382 |
2.710 |
|
LOW |
2.676 |
|
0.618 |
2.620 |
|
1.000 |
2.586 |
|
1.618 |
2.530 |
|
2.618 |
2.440 |
|
4.250 |
2.294 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.730 |
2.741 |
| PP |
2.725 |
2.739 |
| S1 |
2.721 |
2.736 |
|