NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.045 |
3.020 |
-0.025 |
-0.8% |
2.873 |
| High |
3.093 |
3.106 |
0.013 |
0.4% |
3.033 |
| Low |
2.994 |
3.018 |
0.024 |
0.8% |
2.872 |
| Close |
3.038 |
3.099 |
0.061 |
2.0% |
3.011 |
| Range |
0.099 |
0.088 |
-0.011 |
-11.1% |
0.161 |
| ATR |
0.109 |
0.107 |
-0.001 |
-1.4% |
0.000 |
| Volume |
15,563 |
21,676 |
6,113 |
39.3% |
110,841 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.338 |
3.307 |
3.147 |
|
| R3 |
3.250 |
3.219 |
3.123 |
|
| R2 |
3.162 |
3.162 |
3.115 |
|
| R1 |
3.131 |
3.131 |
3.107 |
3.147 |
| PP |
3.074 |
3.074 |
3.074 |
3.082 |
| S1 |
3.043 |
3.043 |
3.091 |
3.059 |
| S2 |
2.986 |
2.986 |
3.083 |
|
| S3 |
2.898 |
2.955 |
3.075 |
|
| S4 |
2.810 |
2.867 |
3.051 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.455 |
3.394 |
3.100 |
|
| R3 |
3.294 |
3.233 |
3.055 |
|
| R2 |
3.133 |
3.133 |
3.041 |
|
| R1 |
3.072 |
3.072 |
3.026 |
3.103 |
| PP |
2.972 |
2.972 |
2.972 |
2.987 |
| S1 |
2.911 |
2.911 |
2.996 |
2.942 |
| S2 |
2.811 |
2.811 |
2.981 |
|
| S3 |
2.650 |
2.750 |
2.967 |
|
| S4 |
2.489 |
2.589 |
2.922 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.106 |
2.899 |
0.207 |
6.7% |
0.104 |
3.4% |
97% |
True |
False |
21,783 |
| 10 |
3.106 |
2.650 |
0.456 |
14.7% |
0.121 |
3.9% |
98% |
True |
False |
24,047 |
| 20 |
3.106 |
2.650 |
0.456 |
14.7% |
0.103 |
3.3% |
98% |
True |
False |
20,548 |
| 40 |
3.190 |
2.650 |
0.540 |
17.4% |
0.101 |
3.2% |
83% |
False |
False |
18,270 |
| 60 |
3.190 |
2.566 |
0.624 |
20.1% |
0.088 |
2.8% |
85% |
False |
False |
15,585 |
| 80 |
3.190 |
2.566 |
0.624 |
20.1% |
0.083 |
2.7% |
85% |
False |
False |
13,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.480 |
|
2.618 |
3.336 |
|
1.618 |
3.248 |
|
1.000 |
3.194 |
|
0.618 |
3.160 |
|
HIGH |
3.106 |
|
0.618 |
3.072 |
|
0.500 |
3.062 |
|
0.382 |
3.052 |
|
LOW |
3.018 |
|
0.618 |
2.964 |
|
1.000 |
2.930 |
|
1.618 |
2.876 |
|
2.618 |
2.788 |
|
4.250 |
2.644 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.087 |
3.070 |
| PP |
3.074 |
3.042 |
| S1 |
3.062 |
3.013 |
|