NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.101 |
3.035 |
-0.066 |
-2.1% |
3.093 |
| High |
3.102 |
3.086 |
-0.016 |
-0.5% |
3.193 |
| Low |
3.045 |
3.003 |
-0.042 |
-1.4% |
3.045 |
| Close |
3.056 |
3.057 |
0.001 |
0.0% |
3.116 |
| Range |
0.057 |
0.083 |
0.026 |
45.6% |
0.148 |
| ATR |
0.089 |
0.089 |
0.000 |
-0.5% |
0.000 |
| Volume |
11,087 |
17,805 |
6,718 |
60.6% |
56,542 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.298 |
3.260 |
3.103 |
|
| R3 |
3.215 |
3.177 |
3.080 |
|
| R2 |
3.132 |
3.132 |
3.072 |
|
| R1 |
3.094 |
3.094 |
3.065 |
3.113 |
| PP |
3.049 |
3.049 |
3.049 |
3.058 |
| S1 |
3.011 |
3.011 |
3.049 |
3.030 |
| S2 |
2.966 |
2.966 |
3.042 |
|
| S3 |
2.883 |
2.928 |
3.034 |
|
| S4 |
2.800 |
2.845 |
3.011 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.562 |
3.487 |
3.197 |
|
| R3 |
3.414 |
3.339 |
3.157 |
|
| R2 |
3.266 |
3.266 |
3.143 |
|
| R1 |
3.191 |
3.191 |
3.130 |
3.229 |
| PP |
3.118 |
3.118 |
3.118 |
3.137 |
| S1 |
3.043 |
3.043 |
3.102 |
3.081 |
| S2 |
2.970 |
2.970 |
3.089 |
|
| S3 |
2.822 |
2.895 |
3.075 |
|
| S4 |
2.674 |
2.747 |
3.035 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.193 |
3.003 |
0.190 |
6.2% |
0.082 |
2.7% |
28% |
False |
True |
12,668 |
| 10 |
3.213 |
3.003 |
0.210 |
6.9% |
0.085 |
2.8% |
26% |
False |
True |
12,153 |
| 20 |
3.479 |
3.003 |
0.476 |
15.6% |
0.092 |
3.0% |
11% |
False |
True |
11,929 |
| 40 |
3.479 |
2.909 |
0.570 |
18.6% |
0.084 |
2.7% |
26% |
False |
False |
10,828 |
| 60 |
3.479 |
2.909 |
0.570 |
18.6% |
0.077 |
2.5% |
26% |
False |
False |
9,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.439 |
|
2.618 |
3.303 |
|
1.618 |
3.220 |
|
1.000 |
3.169 |
|
0.618 |
3.137 |
|
HIGH |
3.086 |
|
0.618 |
3.054 |
|
0.500 |
3.045 |
|
0.382 |
3.035 |
|
LOW |
3.003 |
|
0.618 |
2.952 |
|
1.000 |
2.920 |
|
1.618 |
2.869 |
|
2.618 |
2.786 |
|
4.250 |
2.650 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.053 |
3.067 |
| PP |
3.049 |
3.064 |
| S1 |
3.045 |
3.060 |
|