NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.999 |
3.222 |
0.223 |
7.4% |
3.101 |
| High |
3.208 |
3.232 |
0.024 |
0.7% |
3.232 |
| Low |
2.962 |
3.143 |
0.181 |
6.1% |
2.962 |
| Close |
3.198 |
3.171 |
-0.027 |
-0.8% |
3.171 |
| Range |
0.246 |
0.089 |
-0.157 |
-63.8% |
0.270 |
| ATR |
0.098 |
0.097 |
-0.001 |
-0.7% |
0.000 |
| Volume |
9,801 |
25,332 |
15,531 |
158.5% |
80,709 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.449 |
3.399 |
3.220 |
|
| R3 |
3.360 |
3.310 |
3.195 |
|
| R2 |
3.271 |
3.271 |
3.187 |
|
| R1 |
3.221 |
3.221 |
3.179 |
3.202 |
| PP |
3.182 |
3.182 |
3.182 |
3.172 |
| S1 |
3.132 |
3.132 |
3.163 |
3.113 |
| S2 |
3.093 |
3.093 |
3.155 |
|
| S3 |
3.004 |
3.043 |
3.147 |
|
| S4 |
2.915 |
2.954 |
3.122 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.932 |
3.821 |
3.320 |
|
| R3 |
3.662 |
3.551 |
3.245 |
|
| R2 |
3.392 |
3.392 |
3.221 |
|
| R1 |
3.281 |
3.281 |
3.196 |
3.337 |
| PP |
3.122 |
3.122 |
3.122 |
3.149 |
| S1 |
3.011 |
3.011 |
3.146 |
3.067 |
| S2 |
2.852 |
2.852 |
3.122 |
|
| S3 |
2.582 |
2.741 |
3.097 |
|
| S4 |
2.312 |
2.471 |
3.023 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.232 |
2.962 |
0.270 |
8.5% |
0.105 |
3.3% |
77% |
True |
False |
16,141 |
| 10 |
3.232 |
2.962 |
0.270 |
8.5% |
0.095 |
3.0% |
77% |
True |
False |
13,725 |
| 20 |
3.479 |
2.962 |
0.517 |
16.3% |
0.095 |
3.0% |
40% |
False |
False |
13,006 |
| 40 |
3.479 |
2.909 |
0.570 |
18.0% |
0.090 |
2.9% |
46% |
False |
False |
11,433 |
| 60 |
3.479 |
2.909 |
0.570 |
18.0% |
0.080 |
2.5% |
46% |
False |
False |
10,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.610 |
|
2.618 |
3.465 |
|
1.618 |
3.376 |
|
1.000 |
3.321 |
|
0.618 |
3.287 |
|
HIGH |
3.232 |
|
0.618 |
3.198 |
|
0.500 |
3.188 |
|
0.382 |
3.177 |
|
LOW |
3.143 |
|
0.618 |
3.088 |
|
1.000 |
3.054 |
|
1.618 |
2.999 |
|
2.618 |
2.910 |
|
4.250 |
2.765 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.188 |
3.146 |
| PP |
3.182 |
3.122 |
| S1 |
3.177 |
3.097 |
|