NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.669 |
2.787 |
0.118 |
4.4% |
2.467 |
| High |
2.786 |
2.946 |
0.160 |
5.7% |
2.679 |
| Low |
2.648 |
2.730 |
0.082 |
3.1% |
2.459 |
| Close |
2.767 |
2.774 |
0.007 |
0.3% |
2.625 |
| Range |
0.138 |
0.216 |
0.078 |
56.5% |
0.220 |
| ATR |
0.135 |
0.141 |
0.006 |
4.3% |
0.000 |
| Volume |
70,233 |
11,722 |
-58,511 |
-83.3% |
754,369 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.465 |
3.335 |
2.893 |
|
| R3 |
3.249 |
3.119 |
2.833 |
|
| R2 |
3.033 |
3.033 |
2.814 |
|
| R1 |
2.903 |
2.903 |
2.794 |
2.860 |
| PP |
2.817 |
2.817 |
2.817 |
2.795 |
| S1 |
2.687 |
2.687 |
2.754 |
2.644 |
| S2 |
2.601 |
2.601 |
2.734 |
|
| S3 |
2.385 |
2.471 |
2.715 |
|
| S4 |
2.169 |
2.255 |
2.655 |
|
|
| 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 |
2.946 |
2.505 |
0.441 |
15.9% |
0.139 |
5.0% |
61% |
True |
False |
93,906 |
| 10 |
2.946 |
2.168 |
0.778 |
28.0% |
0.171 |
6.2% |
78% |
True |
False |
131,509 |
| 20 |
2.946 |
2.168 |
0.778 |
28.0% |
0.137 |
4.9% |
78% |
True |
False |
135,248 |
| 40 |
2.946 |
2.168 |
0.778 |
28.0% |
0.133 |
4.8% |
78% |
True |
False |
106,735 |
| 60 |
2.946 |
2.096 |
0.850 |
30.6% |
0.116 |
4.2% |
80% |
True |
False |
90,882 |
| 80 |
2.946 |
2.096 |
0.850 |
30.6% |
0.106 |
3.8% |
80% |
True |
False |
74,539 |
| 100 |
3.104 |
2.096 |
1.008 |
36.3% |
0.107 |
3.9% |
67% |
False |
False |
63,740 |
| 120 |
3.327 |
2.096 |
1.231 |
44.4% |
0.113 |
4.1% |
55% |
False |
False |
55,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.864 |
|
2.618 |
3.511 |
|
1.618 |
3.295 |
|
1.000 |
3.162 |
|
0.618 |
3.079 |
|
HIGH |
2.946 |
|
0.618 |
2.863 |
|
0.500 |
2.838 |
|
0.382 |
2.813 |
|
LOW |
2.730 |
|
0.618 |
2.597 |
|
1.000 |
2.514 |
|
1.618 |
2.381 |
|
2.618 |
2.165 |
|
4.250 |
1.812 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.838 |
2.795 |
| PP |
2.817 |
2.788 |
| S1 |
2.795 |
2.781 |
|