NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.046 |
2.999 |
-0.047 |
-1.5% |
3.093 |
| High |
3.046 |
3.208 |
0.162 |
5.3% |
3.193 |
| Low |
2.998 |
2.962 |
-0.036 |
-1.2% |
3.045 |
| Close |
3.006 |
3.198 |
0.192 |
6.4% |
3.116 |
| Range |
0.048 |
0.246 |
0.198 |
412.5% |
0.148 |
| ATR |
0.087 |
0.098 |
0.011 |
13.1% |
0.000 |
| Volume |
16,684 |
9,801 |
-6,883 |
-41.3% |
56,542 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.861 |
3.775 |
3.333 |
|
| R3 |
3.615 |
3.529 |
3.266 |
|
| R2 |
3.369 |
3.369 |
3.243 |
|
| R1 |
3.283 |
3.283 |
3.221 |
3.326 |
| PP |
3.123 |
3.123 |
3.123 |
3.144 |
| S1 |
3.037 |
3.037 |
3.175 |
3.080 |
| S2 |
2.877 |
2.877 |
3.153 |
|
| S3 |
2.631 |
2.791 |
3.130 |
|
| S4 |
2.385 |
2.545 |
3.063 |
|
|
| 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 |
3.208 |
2.962 |
0.246 |
7.7% |
0.104 |
3.3% |
96% |
True |
True |
14,905 |
| 10 |
3.208 |
2.962 |
0.246 |
7.7% |
0.093 |
2.9% |
96% |
True |
True |
12,965 |
| 20 |
3.479 |
2.962 |
0.517 |
16.2% |
0.097 |
3.0% |
46% |
False |
True |
12,517 |
| 40 |
3.479 |
2.909 |
0.570 |
17.8% |
0.090 |
2.8% |
51% |
False |
False |
11,009 |
| 60 |
3.479 |
2.909 |
0.570 |
17.8% |
0.080 |
2.5% |
51% |
False |
False |
9,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.254 |
|
2.618 |
3.852 |
|
1.618 |
3.606 |
|
1.000 |
3.454 |
|
0.618 |
3.360 |
|
HIGH |
3.208 |
|
0.618 |
3.114 |
|
0.500 |
3.085 |
|
0.382 |
3.056 |
|
LOW |
2.962 |
|
0.618 |
2.810 |
|
1.000 |
2.716 |
|
1.618 |
2.564 |
|
2.618 |
2.318 |
|
4.250 |
1.917 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.160 |
3.160 |
| PP |
3.123 |
3.123 |
| S1 |
3.085 |
3.085 |
|