NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.268 |
2.241 |
-0.027 |
-1.2% |
2.407 |
| High |
2.282 |
2.573 |
0.291 |
12.8% |
2.534 |
| Low |
2.232 |
2.215 |
-0.017 |
-0.8% |
2.283 |
| Close |
2.236 |
2.541 |
0.305 |
13.6% |
2.344 |
| Range |
0.050 |
0.358 |
0.308 |
616.0% |
0.251 |
| ATR |
0.109 |
0.127 |
0.018 |
16.2% |
0.000 |
| Volume |
75,543 |
70,165 |
-5,378 |
-7.1% |
244,838 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.517 |
3.387 |
2.738 |
|
| R3 |
3.159 |
3.029 |
2.639 |
|
| R2 |
2.801 |
2.801 |
2.607 |
|
| R1 |
2.671 |
2.671 |
2.574 |
2.736 |
| PP |
2.443 |
2.443 |
2.443 |
2.476 |
| S1 |
2.313 |
2.313 |
2.508 |
2.378 |
| S2 |
2.085 |
2.085 |
2.475 |
|
| S3 |
1.727 |
1.955 |
2.443 |
|
| S4 |
1.369 |
1.597 |
2.344 |
|
|
| 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 |
2.573 |
2.215 |
0.358 |
14.1% |
0.136 |
5.3% |
91% |
True |
True |
67,548 |
| 10 |
2.573 |
2.215 |
0.358 |
14.1% |
0.123 |
4.9% |
91% |
True |
True |
56,081 |
| 20 |
2.881 |
2.215 |
0.666 |
26.2% |
0.129 |
5.1% |
49% |
False |
True |
46,532 |
| 40 |
2.881 |
2.175 |
0.706 |
27.8% |
0.116 |
4.6% |
52% |
False |
False |
40,318 |
| 60 |
2.881 |
2.175 |
0.706 |
27.8% |
0.101 |
4.0% |
52% |
False |
False |
33,209 |
| 80 |
3.134 |
2.175 |
0.959 |
37.7% |
0.097 |
3.8% |
38% |
False |
False |
27,570 |
| 100 |
3.148 |
2.175 |
0.973 |
38.3% |
0.103 |
4.1% |
38% |
False |
False |
24,961 |
| 120 |
3.522 |
2.175 |
1.347 |
53.0% |
0.104 |
4.1% |
27% |
False |
False |
21,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.095 |
|
2.618 |
3.510 |
|
1.618 |
3.152 |
|
1.000 |
2.931 |
|
0.618 |
2.794 |
|
HIGH |
2.573 |
|
0.618 |
2.436 |
|
0.500 |
2.394 |
|
0.382 |
2.352 |
|
LOW |
2.215 |
|
0.618 |
1.994 |
|
1.000 |
1.857 |
|
1.618 |
1.636 |
|
2.618 |
1.278 |
|
4.250 |
0.694 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.492 |
2.492 |
| PP |
2.443 |
2.443 |
| S1 |
2.394 |
2.394 |
|