NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.229 |
3.265 |
0.036 |
1.1% |
3.173 |
| High |
3.301 |
3.303 |
0.002 |
0.1% |
3.308 |
| Low |
3.204 |
3.198 |
-0.006 |
-0.2% |
3.154 |
| Close |
3.244 |
3.288 |
0.044 |
1.4% |
3.288 |
| Range |
0.097 |
0.105 |
0.008 |
8.2% |
0.154 |
| ATR |
0.101 |
0.101 |
0.000 |
0.3% |
0.000 |
| Volume |
19,142 |
23,598 |
4,456 |
23.3% |
78,145 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.578 |
3.538 |
3.346 |
|
| R3 |
3.473 |
3.433 |
3.317 |
|
| R2 |
3.368 |
3.368 |
3.307 |
|
| R1 |
3.328 |
3.328 |
3.298 |
3.348 |
| PP |
3.263 |
3.263 |
3.263 |
3.273 |
| S1 |
3.223 |
3.223 |
3.278 |
3.243 |
| S2 |
3.158 |
3.158 |
3.269 |
|
| S3 |
3.053 |
3.118 |
3.259 |
|
| S4 |
2.948 |
3.013 |
3.230 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.712 |
3.654 |
3.373 |
|
| R3 |
3.558 |
3.500 |
3.330 |
|
| R2 |
3.404 |
3.404 |
3.316 |
|
| R1 |
3.346 |
3.346 |
3.302 |
3.375 |
| PP |
3.250 |
3.250 |
3.250 |
3.265 |
| S1 |
3.192 |
3.192 |
3.274 |
3.221 |
| S2 |
3.096 |
3.096 |
3.260 |
|
| S3 |
2.942 |
3.038 |
3.246 |
|
| S4 |
2.788 |
2.884 |
3.203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.308 |
3.154 |
0.154 |
4.7% |
0.110 |
3.3% |
87% |
False |
False |
15,629 |
| 10 |
3.308 |
2.962 |
0.346 |
10.5% |
0.107 |
3.3% |
94% |
False |
False |
15,885 |
| 20 |
3.330 |
2.962 |
0.368 |
11.2% |
0.099 |
3.0% |
89% |
False |
False |
13,808 |
| 40 |
3.479 |
2.962 |
0.517 |
15.7% |
0.096 |
2.9% |
63% |
False |
False |
12,229 |
| 60 |
3.479 |
2.909 |
0.570 |
17.3% |
0.084 |
2.5% |
66% |
False |
False |
11,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.749 |
|
2.618 |
3.578 |
|
1.618 |
3.473 |
|
1.000 |
3.408 |
|
0.618 |
3.368 |
|
HIGH |
3.303 |
|
0.618 |
3.263 |
|
0.500 |
3.251 |
|
0.382 |
3.238 |
|
LOW |
3.198 |
|
0.618 |
3.133 |
|
1.000 |
3.093 |
|
1.618 |
3.028 |
|
2.618 |
2.923 |
|
4.250 |
2.752 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.276 |
3.276 |
| PP |
3.263 |
3.263 |
| S1 |
3.251 |
3.251 |
|