NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.250 |
2.268 |
0.018 |
0.8% |
2.407 |
| High |
2.322 |
2.282 |
-0.040 |
-1.7% |
2.534 |
| Low |
2.217 |
2.232 |
0.015 |
0.7% |
2.283 |
| Close |
2.287 |
2.236 |
-0.051 |
-2.2% |
2.344 |
| Range |
0.105 |
0.050 |
-0.055 |
-52.4% |
0.251 |
| ATR |
0.114 |
0.109 |
-0.004 |
-3.7% |
0.000 |
| Volume |
51,361 |
75,543 |
24,182 |
47.1% |
244,838 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.400 |
2.368 |
2.264 |
|
| R3 |
2.350 |
2.318 |
2.250 |
|
| R2 |
2.300 |
2.300 |
2.245 |
|
| R1 |
2.268 |
2.268 |
2.241 |
2.259 |
| PP |
2.250 |
2.250 |
2.250 |
2.246 |
| S1 |
2.218 |
2.218 |
2.231 |
2.209 |
| S2 |
2.200 |
2.200 |
2.227 |
|
| S3 |
2.150 |
2.168 |
2.222 |
|
| S4 |
2.100 |
2.118 |
2.209 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.140 |
2.993 |
2.482 |
|
| R3 |
2.889 |
2.742 |
2.413 |
|
| R2 |
2.638 |
2.638 |
2.390 |
|
| R1 |
2.491 |
2.491 |
2.367 |
2.439 |
| PP |
2.387 |
2.387 |
2.387 |
2.361 |
| S1 |
2.240 |
2.240 |
2.321 |
2.188 |
| S2 |
2.136 |
2.136 |
2.298 |
|
| S3 |
1.885 |
1.989 |
2.275 |
|
| S4 |
1.634 |
1.738 |
2.206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.493 |
2.217 |
0.276 |
12.3% |
0.099 |
4.4% |
7% |
False |
False |
64,775 |
| 10 |
2.553 |
2.217 |
0.336 |
15.0% |
0.100 |
4.5% |
6% |
False |
False |
52,732 |
| 20 |
2.881 |
2.217 |
0.664 |
29.7% |
0.118 |
5.3% |
3% |
False |
False |
44,516 |
| 40 |
2.881 |
2.175 |
0.706 |
31.6% |
0.108 |
4.8% |
9% |
False |
False |
39,141 |
| 60 |
2.881 |
2.175 |
0.706 |
31.6% |
0.096 |
4.3% |
9% |
False |
False |
32,198 |
| 80 |
3.134 |
2.175 |
0.959 |
42.9% |
0.094 |
4.2% |
6% |
False |
False |
26,825 |
| 100 |
3.148 |
2.175 |
0.973 |
43.5% |
0.103 |
4.6% |
6% |
False |
False |
24,321 |
| 120 |
3.522 |
2.175 |
1.347 |
60.2% |
0.102 |
4.5% |
5% |
False |
False |
21,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.495 |
|
2.618 |
2.413 |
|
1.618 |
2.363 |
|
1.000 |
2.332 |
|
0.618 |
2.313 |
|
HIGH |
2.282 |
|
0.618 |
2.263 |
|
0.500 |
2.257 |
|
0.382 |
2.251 |
|
LOW |
2.232 |
|
0.618 |
2.201 |
|
1.000 |
2.182 |
|
1.618 |
2.151 |
|
2.618 |
2.101 |
|
4.250 |
2.020 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.257 |
2.272 |
| PP |
2.250 |
2.260 |
| S1 |
2.243 |
2.248 |
|