NYMEX Natural Gas Future May 2013
| 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 |
3.513 |
3.501 |
-0.012 |
-0.3% |
3.340 |
| High |
3.551 |
3.501 |
-0.050 |
-1.4% |
3.425 |
| Low |
3.456 |
3.407 |
-0.049 |
-1.4% |
3.331 |
| Close |
3.464 |
3.425 |
-0.039 |
-1.1% |
3.409 |
| Range |
0.095 |
0.094 |
-0.001 |
-1.1% |
0.094 |
| ATR |
0.071 |
0.073 |
0.002 |
2.3% |
0.000 |
| Volume |
716 |
2,041 |
1,325 |
185.1% |
5,889 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.726 |
3.670 |
3.477 |
|
| R3 |
3.632 |
3.576 |
3.451 |
|
| R2 |
3.538 |
3.538 |
3.442 |
|
| R1 |
3.482 |
3.482 |
3.434 |
3.463 |
| PP |
3.444 |
3.444 |
3.444 |
3.435 |
| S1 |
3.388 |
3.388 |
3.416 |
3.369 |
| S2 |
3.350 |
3.350 |
3.408 |
|
| S3 |
3.256 |
3.294 |
3.399 |
|
| S4 |
3.162 |
3.200 |
3.373 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.670 |
3.634 |
3.461 |
|
| R3 |
3.576 |
3.540 |
3.435 |
|
| R2 |
3.482 |
3.482 |
3.426 |
|
| R1 |
3.446 |
3.446 |
3.418 |
3.464 |
| PP |
3.388 |
3.388 |
3.388 |
3.398 |
| S1 |
3.352 |
3.352 |
3.400 |
3.370 |
| S2 |
3.294 |
3.294 |
3.392 |
|
| S3 |
3.200 |
3.258 |
3.383 |
|
| S4 |
3.106 |
3.164 |
3.357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.551 |
3.331 |
0.220 |
6.4% |
0.073 |
2.1% |
43% |
False |
False |
943 |
| 10 |
3.551 |
3.306 |
0.245 |
7.2% |
0.068 |
2.0% |
49% |
False |
False |
1,132 |
| 20 |
3.551 |
3.170 |
0.381 |
11.1% |
0.061 |
1.8% |
67% |
False |
False |
963 |
| 40 |
3.600 |
3.170 |
0.430 |
12.6% |
0.063 |
1.8% |
59% |
False |
False |
1,055 |
| 60 |
3.600 |
3.072 |
0.528 |
15.4% |
0.058 |
1.7% |
67% |
False |
False |
988 |
| 80 |
3.600 |
3.072 |
0.528 |
15.4% |
0.056 |
1.6% |
67% |
False |
False |
861 |
| 100 |
3.750 |
3.072 |
0.678 |
19.8% |
0.056 |
1.6% |
52% |
False |
False |
827 |
| 120 |
3.851 |
3.072 |
0.779 |
22.7% |
0.061 |
1.8% |
45% |
False |
False |
819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.901 |
|
2.618 |
3.747 |
|
1.618 |
3.653 |
|
1.000 |
3.595 |
|
0.618 |
3.559 |
|
HIGH |
3.501 |
|
0.618 |
3.465 |
|
0.500 |
3.454 |
|
0.382 |
3.443 |
|
LOW |
3.407 |
|
0.618 |
3.349 |
|
1.000 |
3.313 |
|
1.618 |
3.255 |
|
2.618 |
3.161 |
|
4.250 |
3.008 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.454 |
3.479 |
| PP |
3.444 |
3.461 |
| S1 |
3.435 |
3.443 |
|