NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 28-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.370 |
3.365 |
-0.005 |
-0.1% |
3.173 |
| High |
3.461 |
3.388 |
-0.073 |
-2.1% |
3.308 |
| Low |
3.300 |
3.240 |
-0.060 |
-1.8% |
3.154 |
| Close |
3.331 |
3.288 |
-0.043 |
-1.3% |
3.288 |
| Range |
0.161 |
0.148 |
-0.013 |
-8.1% |
0.154 |
| ATR |
0.105 |
0.108 |
0.003 |
2.9% |
0.000 |
| Volume |
9,706 |
23,469 |
13,763 |
141.8% |
78,145 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.749 |
3.667 |
3.369 |
|
| R3 |
3.601 |
3.519 |
3.329 |
|
| R2 |
3.453 |
3.453 |
3.315 |
|
| R1 |
3.371 |
3.371 |
3.302 |
3.338 |
| PP |
3.305 |
3.305 |
3.305 |
3.289 |
| S1 |
3.223 |
3.223 |
3.274 |
3.190 |
| S2 |
3.157 |
3.157 |
3.261 |
|
| S3 |
3.009 |
3.075 |
3.247 |
|
| S4 |
2.861 |
2.927 |
3.207 |
|
|
| 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 |
3.461 |
3.198 |
0.263 |
8.0% |
0.123 |
3.7% |
34% |
False |
False |
16,400 |
| 10 |
3.461 |
3.143 |
0.318 |
9.7% |
0.115 |
3.5% |
46% |
False |
False |
16,188 |
| 20 |
3.461 |
2.962 |
0.499 |
15.2% |
0.104 |
3.2% |
65% |
False |
False |
14,576 |
| 40 |
3.479 |
2.962 |
0.517 |
15.7% |
0.099 |
3.0% |
63% |
False |
False |
12,675 |
| 60 |
3.479 |
2.909 |
0.570 |
17.3% |
0.087 |
2.6% |
66% |
False |
False |
11,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.017 |
|
2.618 |
3.775 |
|
1.618 |
3.627 |
|
1.000 |
3.536 |
|
0.618 |
3.479 |
|
HIGH |
3.388 |
|
0.618 |
3.331 |
|
0.500 |
3.314 |
|
0.382 |
3.297 |
|
LOW |
3.240 |
|
0.618 |
3.149 |
|
1.000 |
3.092 |
|
1.618 |
3.001 |
|
2.618 |
2.853 |
|
4.250 |
2.611 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.314 |
3.351 |
| PP |
3.305 |
3.330 |
| S1 |
3.297 |
3.309 |
|