NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.526 |
2.467 |
-0.059 |
-2.3% |
2.262 |
| High |
2.557 |
2.658 |
0.101 |
3.9% |
2.557 |
| Low |
2.444 |
2.459 |
0.015 |
0.6% |
2.168 |
| Close |
2.467 |
2.658 |
0.191 |
7.7% |
2.467 |
| Range |
0.113 |
0.199 |
0.086 |
76.1% |
0.389 |
| ATR |
0.129 |
0.134 |
0.005 |
3.9% |
0.000 |
| Volume |
133,315 |
168,225 |
34,910 |
26.2% |
759,620 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.189 |
3.122 |
2.767 |
|
| R3 |
2.990 |
2.923 |
2.713 |
|
| R2 |
2.791 |
2.791 |
2.694 |
|
| R1 |
2.724 |
2.724 |
2.676 |
2.758 |
| PP |
2.592 |
2.592 |
2.592 |
2.608 |
| S1 |
2.525 |
2.525 |
2.640 |
2.559 |
| S2 |
2.393 |
2.393 |
2.622 |
|
| S3 |
2.194 |
2.326 |
2.603 |
|
| S4 |
1.995 |
2.127 |
2.549 |
|
|
| 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 |
2.658 |
2.168 |
0.490 |
18.4% |
0.164 |
6.2% |
100% |
True |
False |
163,322 |
| 10 |
2.658 |
2.168 |
0.490 |
18.4% |
0.136 |
5.1% |
100% |
True |
False |
148,810 |
| 20 |
2.822 |
2.168 |
0.654 |
24.6% |
0.132 |
5.0% |
75% |
False |
False |
133,360 |
| 40 |
2.838 |
2.121 |
0.717 |
27.0% |
0.127 |
4.8% |
75% |
False |
False |
97,923 |
| 60 |
2.838 |
2.096 |
0.742 |
27.9% |
0.108 |
4.0% |
76% |
False |
False |
81,675 |
| 80 |
3.060 |
2.096 |
0.964 |
36.3% |
0.103 |
3.9% |
58% |
False |
False |
66,538 |
| 100 |
3.128 |
2.096 |
1.032 |
38.8% |
0.108 |
4.1% |
54% |
False |
False |
57,512 |
| 120 |
3.460 |
2.096 |
1.364 |
51.3% |
0.110 |
4.1% |
41% |
False |
False |
49,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.504 |
|
2.618 |
3.179 |
|
1.618 |
2.980 |
|
1.000 |
2.857 |
|
0.618 |
2.781 |
|
HIGH |
2.658 |
|
0.618 |
2.582 |
|
0.500 |
2.559 |
|
0.382 |
2.535 |
|
LOW |
2.459 |
|
0.618 |
2.336 |
|
1.000 |
2.260 |
|
1.618 |
2.137 |
|
2.618 |
1.938 |
|
4.250 |
1.613 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.625 |
2.576 |
| PP |
2.592 |
2.495 |
| S1 |
2.559 |
2.413 |
|