NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.241 |
2.571 |
0.330 |
14.7% |
2.305 |
| High |
2.573 |
2.601 |
0.028 |
1.1% |
2.601 |
| Low |
2.215 |
2.489 |
0.274 |
12.4% |
2.215 |
| Close |
2.541 |
2.514 |
-0.027 |
-1.1% |
2.514 |
| Range |
0.358 |
0.112 |
-0.246 |
-68.7% |
0.386 |
| ATR |
0.127 |
0.126 |
-0.001 |
-0.9% |
0.000 |
| Volume |
70,165 |
105,415 |
35,250 |
50.2% |
368,242 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.871 |
2.804 |
2.576 |
|
| R3 |
2.759 |
2.692 |
2.545 |
|
| R2 |
2.647 |
2.647 |
2.535 |
|
| R1 |
2.580 |
2.580 |
2.524 |
2.558 |
| PP |
2.535 |
2.535 |
2.535 |
2.523 |
| S1 |
2.468 |
2.468 |
2.504 |
2.446 |
| S2 |
2.423 |
2.423 |
2.493 |
|
| S3 |
2.311 |
2.356 |
2.483 |
|
| S4 |
2.199 |
2.244 |
2.452 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.601 |
3.444 |
2.726 |
|
| R3 |
3.215 |
3.058 |
2.620 |
|
| R2 |
2.829 |
2.829 |
2.585 |
|
| R1 |
2.672 |
2.672 |
2.549 |
2.751 |
| PP |
2.443 |
2.443 |
2.443 |
2.483 |
| S1 |
2.286 |
2.286 |
2.479 |
2.365 |
| S2 |
2.057 |
2.057 |
2.443 |
|
| S3 |
1.671 |
1.900 |
2.408 |
|
| S4 |
1.285 |
1.514 |
2.302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.601 |
2.215 |
0.386 |
15.4% |
0.141 |
5.6% |
77% |
True |
False |
73,648 |
| 10 |
2.601 |
2.215 |
0.386 |
15.4% |
0.126 |
5.0% |
77% |
True |
False |
61,308 |
| 20 |
2.881 |
2.215 |
0.666 |
26.5% |
0.126 |
5.0% |
45% |
False |
False |
49,777 |
| 40 |
2.881 |
2.175 |
0.706 |
28.1% |
0.118 |
4.7% |
48% |
False |
False |
42,423 |
| 60 |
2.881 |
2.175 |
0.706 |
28.1% |
0.102 |
4.0% |
48% |
False |
False |
34,795 |
| 80 |
3.134 |
2.175 |
0.959 |
38.1% |
0.097 |
3.9% |
35% |
False |
False |
28,785 |
| 100 |
3.148 |
2.175 |
0.973 |
38.7% |
0.103 |
4.1% |
35% |
False |
False |
25,833 |
| 120 |
3.491 |
2.175 |
1.316 |
52.3% |
0.104 |
4.1% |
26% |
False |
False |
22,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.077 |
|
2.618 |
2.894 |
|
1.618 |
2.782 |
|
1.000 |
2.713 |
|
0.618 |
2.670 |
|
HIGH |
2.601 |
|
0.618 |
2.558 |
|
0.500 |
2.545 |
|
0.382 |
2.532 |
|
LOW |
2.489 |
|
0.618 |
2.420 |
|
1.000 |
2.377 |
|
1.618 |
2.308 |
|
2.618 |
2.196 |
|
4.250 |
2.013 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.545 |
2.479 |
| PP |
2.535 |
2.443 |
| S1 |
2.524 |
2.408 |
|