NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.715 |
2.682 |
-0.033 |
-1.2% |
2.784 |
| High |
2.715 |
2.935 |
0.220 |
8.1% |
2.903 |
| Low |
2.680 |
2.650 |
-0.030 |
-1.1% |
2.720 |
| Close |
2.683 |
2.918 |
0.235 |
8.8% |
2.793 |
| Range |
0.035 |
0.285 |
0.250 |
714.3% |
0.183 |
| ATR |
0.092 |
0.106 |
0.014 |
15.0% |
0.000 |
| Volume |
32,341 |
20,353 |
-11,988 |
-37.1% |
79,535 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.689 |
3.589 |
3.075 |
|
| R3 |
3.404 |
3.304 |
2.996 |
|
| R2 |
3.119 |
3.119 |
2.970 |
|
| R1 |
3.019 |
3.019 |
2.944 |
3.069 |
| PP |
2.834 |
2.834 |
2.834 |
2.860 |
| S1 |
2.734 |
2.734 |
2.892 |
2.784 |
| S2 |
2.549 |
2.549 |
2.866 |
|
| S3 |
2.264 |
2.449 |
2.840 |
|
| S4 |
1.979 |
2.164 |
2.761 |
|
|
| 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 |
2.935 |
2.650 |
0.285 |
9.8% |
0.110 |
3.8% |
94% |
True |
True |
24,558 |
| 10 |
2.935 |
2.650 |
0.285 |
9.8% |
0.097 |
3.3% |
94% |
True |
True |
19,101 |
| 20 |
3.190 |
2.650 |
0.540 |
18.5% |
0.103 |
3.5% |
50% |
False |
True |
17,939 |
| 40 |
3.190 |
2.566 |
0.624 |
21.4% |
0.094 |
3.2% |
56% |
False |
False |
15,865 |
| 60 |
3.190 |
2.566 |
0.624 |
21.4% |
0.082 |
2.8% |
56% |
False |
False |
13,090 |
| 80 |
3.361 |
2.566 |
0.795 |
27.2% |
0.081 |
2.8% |
44% |
False |
False |
11,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.146 |
|
2.618 |
3.681 |
|
1.618 |
3.396 |
|
1.000 |
3.220 |
|
0.618 |
3.111 |
|
HIGH |
2.935 |
|
0.618 |
2.826 |
|
0.500 |
2.793 |
|
0.382 |
2.759 |
|
LOW |
2.650 |
|
0.618 |
2.474 |
|
1.000 |
2.365 |
|
1.618 |
2.189 |
|
2.618 |
1.904 |
|
4.250 |
1.439 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.876 |
2.876 |
| PP |
2.834 |
2.834 |
| S1 |
2.793 |
2.793 |
|