NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.318 |
3.281 |
-0.037 |
-1.1% |
3.173 |
| High |
3.366 |
3.359 |
-0.007 |
-0.2% |
3.308 |
| Low |
3.264 |
3.261 |
-0.003 |
-0.1% |
3.154 |
| Close |
3.303 |
3.357 |
0.054 |
1.6% |
3.288 |
| Range |
0.102 |
0.098 |
-0.004 |
-3.9% |
0.154 |
| ATR |
0.101 |
0.101 |
0.000 |
-0.2% |
0.000 |
| Volume |
9,567 |
15,662 |
6,095 |
63.7% |
78,145 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.620 |
3.586 |
3.411 |
|
| R3 |
3.522 |
3.488 |
3.384 |
|
| R2 |
3.424 |
3.424 |
3.375 |
|
| R1 |
3.390 |
3.390 |
3.366 |
3.407 |
| PP |
3.326 |
3.326 |
3.326 |
3.334 |
| S1 |
3.292 |
3.292 |
3.348 |
3.309 |
| S2 |
3.228 |
3.228 |
3.339 |
|
| S3 |
3.130 |
3.194 |
3.330 |
|
| S4 |
3.032 |
3.096 |
3.303 |
|
|
| 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 |
3.366 |
3.193 |
0.173 |
5.2% |
0.103 |
3.1% |
95% |
False |
False |
15,881 |
| 10 |
3.366 |
2.962 |
0.404 |
12.0% |
0.113 |
3.4% |
98% |
False |
False |
15,519 |
| 20 |
3.366 |
2.962 |
0.404 |
12.0% |
0.099 |
3.0% |
98% |
False |
False |
13,836 |
| 40 |
3.479 |
2.962 |
0.517 |
15.4% |
0.096 |
2.9% |
76% |
False |
False |
12,336 |
| 60 |
3.479 |
2.909 |
0.570 |
17.0% |
0.084 |
2.5% |
79% |
False |
False |
11,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.776 |
|
2.618 |
3.616 |
|
1.618 |
3.518 |
|
1.000 |
3.457 |
|
0.618 |
3.420 |
|
HIGH |
3.359 |
|
0.618 |
3.322 |
|
0.500 |
3.310 |
|
0.382 |
3.298 |
|
LOW |
3.261 |
|
0.618 |
3.200 |
|
1.000 |
3.163 |
|
1.618 |
3.102 |
|
2.618 |
3.004 |
|
4.250 |
2.845 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.341 |
3.332 |
| PP |
3.326 |
3.307 |
| S1 |
3.310 |
3.282 |
|