NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.020 |
3.118 |
0.098 |
3.2% |
2.873 |
| High |
3.106 |
3.215 |
0.109 |
3.5% |
3.033 |
| Low |
3.018 |
3.042 |
0.024 |
0.8% |
2.872 |
| Close |
3.099 |
3.076 |
-0.023 |
-0.7% |
3.011 |
| Range |
0.088 |
0.173 |
0.085 |
96.6% |
0.161 |
| ATR |
0.107 |
0.112 |
0.005 |
4.4% |
0.000 |
| Volume |
21,676 |
20,369 |
-1,307 |
-6.0% |
110,841 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.630 |
3.526 |
3.171 |
|
| R3 |
3.457 |
3.353 |
3.124 |
|
| R2 |
3.284 |
3.284 |
3.108 |
|
| R1 |
3.180 |
3.180 |
3.092 |
3.146 |
| PP |
3.111 |
3.111 |
3.111 |
3.094 |
| S1 |
3.007 |
3.007 |
3.060 |
2.973 |
| S2 |
2.938 |
2.938 |
3.044 |
|
| S3 |
2.765 |
2.834 |
3.028 |
|
| S4 |
2.592 |
2.661 |
2.981 |
|
|
| 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 |
3.215 |
2.920 |
0.295 |
9.6% |
0.115 |
3.7% |
53% |
True |
False |
22,356 |
| 10 |
3.215 |
2.650 |
0.565 |
18.4% |
0.134 |
4.4% |
75% |
True |
False |
22,850 |
| 20 |
3.215 |
2.650 |
0.565 |
18.4% |
0.108 |
3.5% |
75% |
True |
False |
20,850 |
| 40 |
3.215 |
2.650 |
0.565 |
18.4% |
0.104 |
3.4% |
75% |
True |
False |
18,489 |
| 60 |
3.215 |
2.566 |
0.649 |
21.1% |
0.089 |
2.9% |
79% |
True |
False |
15,765 |
| 80 |
3.215 |
2.566 |
0.649 |
21.1% |
0.084 |
2.7% |
79% |
True |
False |
13,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.950 |
|
2.618 |
3.668 |
|
1.618 |
3.495 |
|
1.000 |
3.388 |
|
0.618 |
3.322 |
|
HIGH |
3.215 |
|
0.618 |
3.149 |
|
0.500 |
3.129 |
|
0.382 |
3.108 |
|
LOW |
3.042 |
|
0.618 |
2.935 |
|
1.000 |
2.869 |
|
1.618 |
2.762 |
|
2.618 |
2.589 |
|
4.250 |
2.307 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.129 |
3.105 |
| PP |
3.111 |
3.095 |
| S1 |
3.094 |
3.086 |
|