NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.949 |
2.873 |
-0.076 |
-2.6% |
2.771 |
| High |
2.958 |
3.007 |
0.049 |
1.7% |
2.958 |
| Low |
2.862 |
2.872 |
0.010 |
0.3% |
2.650 |
| Close |
2.883 |
2.989 |
0.106 |
3.7% |
2.883 |
| Range |
0.096 |
0.135 |
0.039 |
40.6% |
0.308 |
| ATR |
0.105 |
0.107 |
0.002 |
2.0% |
0.000 |
| Volume |
39,699 |
17,171 |
-22,528 |
-56.7% |
135,106 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.361 |
3.310 |
3.063 |
|
| R3 |
3.226 |
3.175 |
3.026 |
|
| R2 |
3.091 |
3.091 |
3.014 |
|
| R1 |
3.040 |
3.040 |
3.001 |
3.066 |
| PP |
2.956 |
2.956 |
2.956 |
2.969 |
| S1 |
2.905 |
2.905 |
2.977 |
2.931 |
| S2 |
2.821 |
2.821 |
2.964 |
|
| S3 |
2.686 |
2.770 |
2.952 |
|
| S4 |
2.551 |
2.635 |
2.915 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.754 |
3.627 |
3.052 |
|
| R3 |
3.446 |
3.319 |
2.968 |
|
| R2 |
3.138 |
3.138 |
2.939 |
|
| R1 |
3.011 |
3.011 |
2.911 |
3.075 |
| PP |
2.830 |
2.830 |
2.830 |
2.862 |
| S1 |
2.703 |
2.703 |
2.855 |
2.767 |
| S2 |
2.522 |
2.522 |
2.827 |
|
| S3 |
2.214 |
2.395 |
2.798 |
|
| S4 |
1.906 |
2.087 |
2.714 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.007 |
2.650 |
0.357 |
11.9% |
0.128 |
4.3% |
95% |
True |
False |
26,022 |
| 10 |
3.007 |
2.650 |
0.357 |
11.9% |
0.105 |
3.5% |
95% |
True |
False |
21,512 |
| 20 |
3.173 |
2.650 |
0.523 |
17.5% |
0.102 |
3.4% |
65% |
False |
False |
19,001 |
| 40 |
3.190 |
2.566 |
0.624 |
20.9% |
0.097 |
3.3% |
68% |
False |
False |
16,787 |
| 60 |
3.190 |
2.566 |
0.624 |
20.9% |
0.083 |
2.8% |
68% |
False |
False |
13,905 |
| 80 |
3.333 |
2.566 |
0.767 |
25.7% |
0.082 |
2.7% |
55% |
False |
False |
11,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.581 |
|
2.618 |
3.360 |
|
1.618 |
3.225 |
|
1.000 |
3.142 |
|
0.618 |
3.090 |
|
HIGH |
3.007 |
|
0.618 |
2.955 |
|
0.500 |
2.940 |
|
0.382 |
2.924 |
|
LOW |
2.872 |
|
0.618 |
2.789 |
|
1.000 |
2.737 |
|
1.618 |
2.654 |
|
2.618 |
2.519 |
|
4.250 |
2.298 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.973 |
2.936 |
| PP |
2.956 |
2.882 |
| S1 |
2.940 |
2.829 |
|