NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.430 |
3.357 |
-0.073 |
-2.1% |
3.240 |
| High |
3.430 |
3.445 |
0.015 |
0.4% |
3.374 |
| Low |
3.328 |
3.342 |
0.014 |
0.4% |
3.114 |
| Close |
3.362 |
3.369 |
0.007 |
0.2% |
3.320 |
| Range |
0.102 |
0.103 |
0.001 |
1.0% |
0.260 |
| ATR |
0.097 |
0.098 |
0.000 |
0.4% |
0.000 |
| Volume |
25,690 |
20,010 |
-5,680 |
-22.1% |
99,958 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.694 |
3.635 |
3.426 |
|
| R3 |
3.591 |
3.532 |
3.397 |
|
| R2 |
3.488 |
3.488 |
3.388 |
|
| R1 |
3.429 |
3.429 |
3.378 |
3.459 |
| PP |
3.385 |
3.385 |
3.385 |
3.400 |
| S1 |
3.326 |
3.326 |
3.360 |
3.356 |
| S2 |
3.282 |
3.282 |
3.350 |
|
| S3 |
3.179 |
3.223 |
3.341 |
|
| S4 |
3.076 |
3.120 |
3.312 |
|
|
| 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 |
3.883 |
|
2.618 |
3.715 |
|
1.618 |
3.612 |
|
1.000 |
3.548 |
|
0.618 |
3.509 |
|
HIGH |
3.445 |
|
0.618 |
3.406 |
|
0.500 |
3.394 |
|
0.382 |
3.381 |
|
LOW |
3.342 |
|
0.618 |
3.278 |
|
1.000 |
3.239 |
|
1.618 |
3.175 |
|
2.618 |
3.072 |
|
4.250 |
2.904 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.394 |
3.370 |
| PP |
3.385 |
3.370 |
| S1 |
3.377 |
3.369 |
|