NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.343 |
3.371 |
0.028 |
0.8% |
3.318 |
| High |
3.384 |
3.431 |
0.047 |
1.4% |
3.461 |
| Low |
3.300 |
3.342 |
0.042 |
1.3% |
3.240 |
| Close |
3.362 |
3.429 |
0.067 |
2.0% |
3.355 |
| Range |
0.084 |
0.089 |
0.005 |
6.0% |
0.221 |
| ATR |
0.105 |
0.104 |
-0.001 |
-1.1% |
0.000 |
| Volume |
21,556 |
11,999 |
-9,557 |
-44.3% |
83,969 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.668 |
3.637 |
3.478 |
|
| R3 |
3.579 |
3.548 |
3.453 |
|
| R2 |
3.490 |
3.490 |
3.445 |
|
| R1 |
3.459 |
3.459 |
3.437 |
3.475 |
| PP |
3.401 |
3.401 |
3.401 |
3.408 |
| S1 |
3.370 |
3.370 |
3.421 |
3.386 |
| S2 |
3.312 |
3.312 |
3.413 |
|
| S3 |
3.223 |
3.281 |
3.405 |
|
| S4 |
3.134 |
3.192 |
3.380 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.015 |
3.906 |
3.477 |
|
| R3 |
3.794 |
3.685 |
3.416 |
|
| R2 |
3.573 |
3.573 |
3.396 |
|
| R1 |
3.464 |
3.464 |
3.375 |
3.519 |
| PP |
3.352 |
3.352 |
3.352 |
3.379 |
| S1 |
3.243 |
3.243 |
3.335 |
3.298 |
| S2 |
3.131 |
3.131 |
3.314 |
|
| S3 |
2.910 |
3.022 |
3.294 |
|
| S4 |
2.689 |
2.801 |
3.233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.461 |
3.240 |
0.221 |
6.4% |
0.114 |
3.3% |
86% |
False |
False |
18,459 |
| 10 |
3.461 |
3.193 |
0.268 |
7.8% |
0.109 |
3.2% |
88% |
False |
False |
17,170 |
| 20 |
3.461 |
2.962 |
0.499 |
14.6% |
0.106 |
3.1% |
94% |
False |
False |
15,541 |
| 40 |
3.479 |
2.962 |
0.517 |
15.1% |
0.100 |
2.9% |
90% |
False |
False |
13,566 |
| 60 |
3.479 |
2.909 |
0.570 |
16.6% |
0.089 |
2.6% |
91% |
False |
False |
12,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.809 |
|
2.618 |
3.664 |
|
1.618 |
3.575 |
|
1.000 |
3.520 |
|
0.618 |
3.486 |
|
HIGH |
3.431 |
|
0.618 |
3.397 |
|
0.500 |
3.387 |
|
0.382 |
3.376 |
|
LOW |
3.342 |
|
0.618 |
3.287 |
|
1.000 |
3.253 |
|
1.618 |
3.198 |
|
2.618 |
3.109 |
|
4.250 |
2.964 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.415 |
3.404 |
| PP |
3.401 |
3.378 |
| S1 |
3.387 |
3.353 |
|