NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.222 |
3.173 |
-0.049 |
-1.5% |
3.101 |
| High |
3.232 |
3.277 |
0.045 |
1.4% |
3.232 |
| Low |
3.143 |
3.154 |
0.011 |
0.3% |
2.962 |
| Close |
3.171 |
3.259 |
0.088 |
2.8% |
3.171 |
| Range |
0.089 |
0.123 |
0.034 |
38.2% |
0.270 |
| ATR |
0.097 |
0.099 |
0.002 |
1.9% |
0.000 |
| Volume |
25,332 |
10,435 |
-14,897 |
-58.8% |
80,709 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.599 |
3.552 |
3.327 |
|
| R3 |
3.476 |
3.429 |
3.293 |
|
| R2 |
3.353 |
3.353 |
3.282 |
|
| R1 |
3.306 |
3.306 |
3.270 |
3.330 |
| PP |
3.230 |
3.230 |
3.230 |
3.242 |
| S1 |
3.183 |
3.183 |
3.248 |
3.207 |
| S2 |
3.107 |
3.107 |
3.236 |
|
| S3 |
2.984 |
3.060 |
3.225 |
|
| S4 |
2.861 |
2.937 |
3.191 |
|
|
| 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 |
3.277 |
2.962 |
0.315 |
9.7% |
0.118 |
3.6% |
94% |
True |
False |
16,011 |
| 10 |
3.277 |
2.962 |
0.315 |
9.7% |
0.099 |
3.0% |
94% |
True |
False |
13,406 |
| 20 |
3.468 |
2.962 |
0.506 |
15.5% |
0.097 |
3.0% |
59% |
False |
False |
12,996 |
| 40 |
3.479 |
2.909 |
0.570 |
17.5% |
0.093 |
2.9% |
61% |
False |
False |
11,470 |
| 60 |
3.479 |
2.909 |
0.570 |
17.5% |
0.080 |
2.5% |
61% |
False |
False |
10,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.800 |
|
2.618 |
3.599 |
|
1.618 |
3.476 |
|
1.000 |
3.400 |
|
0.618 |
3.353 |
|
HIGH |
3.277 |
|
0.618 |
3.230 |
|
0.500 |
3.216 |
|
0.382 |
3.201 |
|
LOW |
3.154 |
|
0.618 |
3.078 |
|
1.000 |
3.031 |
|
1.618 |
2.955 |
|
2.618 |
2.832 |
|
4.250 |
2.631 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.245 |
3.213 |
| PP |
3.230 |
3.166 |
| S1 |
3.216 |
3.120 |
|