NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.660 |
2.669 |
0.009 |
0.3% |
2.467 |
| High |
2.731 |
2.786 |
0.055 |
2.0% |
2.679 |
| Low |
2.644 |
2.648 |
0.004 |
0.2% |
2.459 |
| Close |
2.694 |
2.767 |
0.073 |
2.7% |
2.625 |
| Range |
0.087 |
0.138 |
0.051 |
58.6% |
0.220 |
| ATR |
0.135 |
0.135 |
0.000 |
0.2% |
0.000 |
| Volume |
88,994 |
70,233 |
-18,761 |
-21.1% |
754,369 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.148 |
3.095 |
2.843 |
|
| R3 |
3.010 |
2.957 |
2.805 |
|
| R2 |
2.872 |
2.872 |
2.792 |
|
| R1 |
2.819 |
2.819 |
2.780 |
2.846 |
| PP |
2.734 |
2.734 |
2.734 |
2.747 |
| S1 |
2.681 |
2.681 |
2.754 |
2.708 |
| S2 |
2.596 |
2.596 |
2.742 |
|
| S3 |
2.458 |
2.543 |
2.729 |
|
| S4 |
2.320 |
2.405 |
2.691 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.248 |
3.156 |
2.746 |
|
| R3 |
3.028 |
2.936 |
2.686 |
|
| R2 |
2.808 |
2.808 |
2.665 |
|
| R1 |
2.716 |
2.716 |
2.645 |
2.762 |
| PP |
2.588 |
2.588 |
2.588 |
2.611 |
| S1 |
2.496 |
2.496 |
2.605 |
2.542 |
| S2 |
2.368 |
2.368 |
2.585 |
|
| S3 |
2.148 |
2.276 |
2.565 |
|
| S4 |
1.928 |
2.056 |
2.504 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.786 |
2.503 |
0.283 |
10.2% |
0.131 |
4.7% |
93% |
True |
False |
120,583 |
| 10 |
2.786 |
2.168 |
0.618 |
22.3% |
0.154 |
5.6% |
97% |
True |
False |
142,037 |
| 20 |
2.786 |
2.168 |
0.618 |
22.3% |
0.132 |
4.8% |
97% |
True |
False |
141,185 |
| 40 |
2.838 |
2.168 |
0.670 |
24.2% |
0.130 |
4.7% |
89% |
False |
False |
107,915 |
| 60 |
2.838 |
2.096 |
0.742 |
26.8% |
0.114 |
4.1% |
90% |
False |
False |
91,401 |
| 80 |
2.838 |
2.096 |
0.742 |
26.8% |
0.105 |
3.8% |
90% |
False |
False |
74,724 |
| 100 |
3.104 |
2.096 |
1.008 |
36.4% |
0.106 |
3.8% |
67% |
False |
False |
63,863 |
| 120 |
3.368 |
2.096 |
1.272 |
46.0% |
0.112 |
4.1% |
53% |
False |
False |
55,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.373 |
|
2.618 |
3.147 |
|
1.618 |
3.009 |
|
1.000 |
2.924 |
|
0.618 |
2.871 |
|
HIGH |
2.786 |
|
0.618 |
2.733 |
|
0.500 |
2.717 |
|
0.382 |
2.701 |
|
LOW |
2.648 |
|
0.618 |
2.563 |
|
1.000 |
2.510 |
|
1.618 |
2.425 |
|
2.618 |
2.287 |
|
4.250 |
2.062 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.750 |
2.733 |
| PP |
2.734 |
2.698 |
| S1 |
2.717 |
2.664 |
|