NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.042 |
3.077 |
0.035 |
1.2% |
3.045 |
| High |
3.102 |
3.123 |
0.021 |
0.7% |
3.215 |
| Low |
3.008 |
3.028 |
0.020 |
0.7% |
2.973 |
| Close |
3.091 |
3.100 |
0.009 |
0.3% |
3.091 |
| Range |
0.094 |
0.095 |
0.001 |
1.1% |
0.242 |
| ATR |
0.114 |
0.113 |
-0.001 |
-1.2% |
0.000 |
| Volume |
33,378 |
38,107 |
4,729 |
14.2% |
123,974 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.369 |
3.329 |
3.152 |
|
| R3 |
3.274 |
3.234 |
3.126 |
|
| R2 |
3.179 |
3.179 |
3.117 |
|
| R1 |
3.139 |
3.139 |
3.109 |
3.159 |
| PP |
3.084 |
3.084 |
3.084 |
3.094 |
| S1 |
3.044 |
3.044 |
3.091 |
3.064 |
| S2 |
2.989 |
2.989 |
3.083 |
|
| S3 |
2.894 |
2.949 |
3.074 |
|
| S4 |
2.799 |
2.854 |
3.048 |
|
|
| 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% |
0.122 |
3.9% |
52% |
False |
False |
29,303 |
| 10 |
3.215 |
2.886 |
0.329 |
10.6% |
0.118 |
3.8% |
65% |
False |
False |
25,575 |
| 20 |
3.215 |
2.650 |
0.565 |
18.2% |
0.111 |
3.6% |
80% |
False |
False |
23,543 |
| 40 |
3.215 |
2.650 |
0.565 |
18.2% |
0.106 |
3.4% |
80% |
False |
False |
20,171 |
| 60 |
3.215 |
2.566 |
0.649 |
20.9% |
0.093 |
3.0% |
82% |
False |
False |
17,180 |
| 80 |
3.215 |
2.566 |
0.649 |
20.9% |
0.086 |
2.8% |
82% |
False |
False |
14,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.527 |
|
2.618 |
3.372 |
|
1.618 |
3.277 |
|
1.000 |
3.218 |
|
0.618 |
3.182 |
|
HIGH |
3.123 |
|
0.618 |
3.087 |
|
0.500 |
3.076 |
|
0.382 |
3.064 |
|
LOW |
3.028 |
|
0.618 |
2.969 |
|
1.000 |
2.933 |
|
1.618 |
2.874 |
|
2.618 |
2.779 |
|
4.250 |
2.624 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.092 |
3.085 |
| PP |
3.084 |
3.069 |
| S1 |
3.076 |
3.054 |
|