NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.053 |
3.042 |
-0.011 |
-0.4% |
3.045 |
| High |
3.135 |
3.102 |
-0.033 |
-1.1% |
3.215 |
| Low |
2.973 |
3.008 |
0.035 |
1.2% |
2.973 |
| Close |
3.023 |
3.091 |
0.068 |
2.2% |
3.091 |
| Range |
0.162 |
0.094 |
-0.068 |
-42.0% |
0.242 |
| ATR |
0.116 |
0.114 |
-0.002 |
-1.3% |
0.000 |
| Volume |
32,988 |
33,378 |
390 |
1.2% |
123,974 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.349 |
3.314 |
3.143 |
|
| R3 |
3.255 |
3.220 |
3.117 |
|
| R2 |
3.161 |
3.161 |
3.108 |
|
| R1 |
3.126 |
3.126 |
3.100 |
3.144 |
| PP |
3.067 |
3.067 |
3.067 |
3.076 |
| S1 |
3.032 |
3.032 |
3.082 |
3.050 |
| S2 |
2.973 |
2.973 |
3.074 |
|
| S3 |
2.879 |
2.938 |
3.065 |
|
| S4 |
2.785 |
2.844 |
3.039 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.819 |
3.697 |
3.224 |
|
| R3 |
3.577 |
3.455 |
3.158 |
|
| R2 |
3.335 |
3.335 |
3.135 |
|
| R1 |
3.213 |
3.213 |
3.113 |
3.274 |
| PP |
3.093 |
3.093 |
3.093 |
3.124 |
| S1 |
2.971 |
2.971 |
3.069 |
3.032 |
| S2 |
2.851 |
2.851 |
3.047 |
|
| S3 |
2.609 |
2.729 |
3.024 |
|
| S4 |
2.367 |
2.487 |
2.958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.215 |
2.973 |
0.242 |
7.8% |
0.123 |
4.0% |
49% |
False |
False |
24,794 |
| 10 |
3.215 |
2.872 |
0.343 |
11.1% |
0.122 |
3.9% |
64% |
False |
False |
23,481 |
| 20 |
3.215 |
2.650 |
0.565 |
18.3% |
0.111 |
3.6% |
78% |
False |
False |
22,472 |
| 40 |
3.215 |
2.650 |
0.565 |
18.3% |
0.106 |
3.4% |
78% |
False |
False |
19,554 |
| 60 |
3.215 |
2.566 |
0.649 |
21.0% |
0.092 |
3.0% |
81% |
False |
False |
16,616 |
| 80 |
3.215 |
2.566 |
0.649 |
21.0% |
0.086 |
2.8% |
81% |
False |
False |
14,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.502 |
|
2.618 |
3.348 |
|
1.618 |
3.254 |
|
1.000 |
3.196 |
|
0.618 |
3.160 |
|
HIGH |
3.102 |
|
0.618 |
3.066 |
|
0.500 |
3.055 |
|
0.382 |
3.044 |
|
LOW |
3.008 |
|
0.618 |
2.950 |
|
1.000 |
2.914 |
|
1.618 |
2.856 |
|
2.618 |
2.762 |
|
4.250 |
2.609 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.079 |
3.094 |
| PP |
3.067 |
3.093 |
| S1 |
3.055 |
3.092 |
|