NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.149 |
3.368 |
0.219 |
7.0% |
3.240 |
| High |
3.355 |
3.374 |
0.019 |
0.6% |
3.374 |
| Low |
3.114 |
3.291 |
0.177 |
5.7% |
3.114 |
| Close |
3.345 |
3.320 |
-0.025 |
-0.7% |
3.320 |
| Range |
0.241 |
0.083 |
-0.158 |
-65.6% |
0.260 |
| ATR |
0.096 |
0.095 |
-0.001 |
-0.9% |
0.000 |
| Volume |
11,832 |
36,839 |
25,007 |
211.4% |
99,958 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.577 |
3.532 |
3.366 |
|
| R3 |
3.494 |
3.449 |
3.343 |
|
| R2 |
3.411 |
3.411 |
3.335 |
|
| R1 |
3.366 |
3.366 |
3.328 |
3.347 |
| PP |
3.328 |
3.328 |
3.328 |
3.319 |
| S1 |
3.283 |
3.283 |
3.312 |
3.264 |
| S2 |
3.245 |
3.245 |
3.305 |
|
| S3 |
3.162 |
3.200 |
3.297 |
|
| S4 |
3.079 |
3.117 |
3.274 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.049 |
3.945 |
3.463 |
|
| R3 |
3.789 |
3.685 |
3.392 |
|
| R2 |
3.529 |
3.529 |
3.368 |
|
| R1 |
3.425 |
3.425 |
3.344 |
3.477 |
| PP |
3.269 |
3.269 |
3.269 |
3.296 |
| S1 |
3.165 |
3.165 |
3.296 |
3.217 |
| S2 |
3.009 |
3.009 |
3.272 |
|
| S3 |
2.749 |
2.905 |
3.249 |
|
| S4 |
2.489 |
2.645 |
3.177 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.727 |
|
2.618 |
3.591 |
|
1.618 |
3.508 |
|
1.000 |
3.457 |
|
0.618 |
3.425 |
|
HIGH |
3.374 |
|
0.618 |
3.342 |
|
0.500 |
3.333 |
|
0.382 |
3.323 |
|
LOW |
3.291 |
|
0.618 |
3.240 |
|
1.000 |
3.208 |
|
1.618 |
3.157 |
|
2.618 |
3.074 |
|
4.250 |
2.938 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.333 |
3.295 |
| PP |
3.328 |
3.269 |
| S1 |
3.324 |
3.244 |
|