NYMEX Natural Gas Future July 2012
| 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 |
2.197 |
2.526 |
0.329 |
15.0% |
2.262 |
| High |
2.531 |
2.557 |
0.026 |
1.0% |
2.557 |
| Low |
2.168 |
2.444 |
0.276 |
12.7% |
2.168 |
| Close |
2.495 |
2.467 |
-0.028 |
-1.1% |
2.467 |
| Range |
0.363 |
0.113 |
-0.250 |
-68.9% |
0.389 |
| ATR |
0.130 |
0.129 |
-0.001 |
-0.9% |
0.000 |
| Volume |
256,457 |
133,315 |
-123,142 |
-48.0% |
759,620 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.828 |
2.761 |
2.529 |
|
| R3 |
2.715 |
2.648 |
2.498 |
|
| R2 |
2.602 |
2.602 |
2.488 |
|
| R1 |
2.535 |
2.535 |
2.477 |
2.512 |
| PP |
2.489 |
2.489 |
2.489 |
2.478 |
| S1 |
2.422 |
2.422 |
2.457 |
2.399 |
| S2 |
2.376 |
2.376 |
2.446 |
|
| S3 |
2.263 |
2.309 |
2.436 |
|
| S4 |
2.150 |
2.196 |
2.405 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.564 |
3.405 |
2.681 |
|
| R3 |
3.175 |
3.016 |
2.574 |
|
| R2 |
2.786 |
2.786 |
2.538 |
|
| R1 |
2.627 |
2.627 |
2.503 |
2.707 |
| PP |
2.397 |
2.397 |
2.397 |
2.437 |
| S1 |
2.238 |
2.238 |
2.431 |
2.318 |
| S2 |
2.008 |
2.008 |
2.396 |
|
| S3 |
1.619 |
1.849 |
2.360 |
|
| S4 |
1.230 |
1.460 |
2.253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.557 |
2.168 |
0.389 |
15.8% |
0.142 |
5.7% |
77% |
True |
False |
151,924 |
| 10 |
2.557 |
2.168 |
0.389 |
15.8% |
0.128 |
5.2% |
77% |
True |
False |
144,660 |
| 20 |
2.838 |
2.168 |
0.670 |
27.2% |
0.130 |
5.3% |
45% |
False |
False |
129,326 |
| 40 |
2.838 |
2.096 |
0.742 |
30.1% |
0.123 |
5.0% |
50% |
False |
False |
94,886 |
| 60 |
2.838 |
2.096 |
0.742 |
30.1% |
0.106 |
4.3% |
50% |
False |
False |
79,163 |
| 80 |
3.097 |
2.096 |
1.001 |
40.6% |
0.102 |
4.1% |
37% |
False |
False |
64,585 |
| 100 |
3.128 |
2.096 |
1.032 |
41.8% |
0.107 |
4.3% |
36% |
False |
False |
56,082 |
| 120 |
3.460 |
2.096 |
1.364 |
55.3% |
0.109 |
4.4% |
27% |
False |
False |
48,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.037 |
|
2.618 |
2.853 |
|
1.618 |
2.740 |
|
1.000 |
2.670 |
|
0.618 |
2.627 |
|
HIGH |
2.557 |
|
0.618 |
2.514 |
|
0.500 |
2.501 |
|
0.382 |
2.487 |
|
LOW |
2.444 |
|
0.618 |
2.374 |
|
1.000 |
2.331 |
|
1.618 |
2.261 |
|
2.618 |
2.148 |
|
4.250 |
1.964 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.501 |
2.432 |
| PP |
2.489 |
2.397 |
| S1 |
2.478 |
2.363 |
|