NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.677 |
2.589 |
-0.088 |
-3.3% |
2.305 |
| High |
2.705 |
2.709 |
0.004 |
0.1% |
2.601 |
| Low |
2.536 |
2.538 |
0.002 |
0.1% |
2.215 |
| Close |
2.574 |
2.555 |
-0.019 |
-0.7% |
2.514 |
| Range |
0.169 |
0.171 |
0.002 |
1.2% |
0.386 |
| ATR |
0.133 |
0.136 |
0.003 |
2.0% |
0.000 |
| Volume |
66,093 |
61,215 |
-4,878 |
-7.4% |
368,242 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.114 |
3.005 |
2.649 |
|
| R3 |
2.943 |
2.834 |
2.602 |
|
| R2 |
2.772 |
2.772 |
2.586 |
|
| R1 |
2.663 |
2.663 |
2.571 |
2.632 |
| PP |
2.601 |
2.601 |
2.601 |
2.585 |
| S1 |
2.492 |
2.492 |
2.539 |
2.461 |
| S2 |
2.430 |
2.430 |
2.524 |
|
| S3 |
2.259 |
2.321 |
2.508 |
|
| S4 |
2.088 |
2.150 |
2.461 |
|
|
| 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 |
2.709 |
2.215 |
0.494 |
19.3% |
0.199 |
7.8% |
69% |
True |
False |
75,342 |
| 10 |
2.709 |
2.215 |
0.494 |
19.3% |
0.149 |
5.8% |
69% |
True |
False |
70,059 |
| 20 |
2.850 |
2.215 |
0.635 |
24.9% |
0.131 |
5.1% |
54% |
False |
False |
53,883 |
| 40 |
2.881 |
2.215 |
0.666 |
26.1% |
0.126 |
4.9% |
51% |
False |
False |
45,341 |
| 60 |
2.881 |
2.175 |
0.706 |
27.6% |
0.106 |
4.2% |
54% |
False |
False |
37,690 |
| 80 |
2.921 |
2.175 |
0.746 |
29.2% |
0.099 |
3.9% |
51% |
False |
False |
31,052 |
| 100 |
3.148 |
2.175 |
0.973 |
38.1% |
0.104 |
4.1% |
39% |
False |
False |
27,500 |
| 120 |
3.393 |
2.175 |
1.218 |
47.7% |
0.107 |
4.2% |
31% |
False |
False |
24,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.436 |
|
2.618 |
3.157 |
|
1.618 |
2.986 |
|
1.000 |
2.880 |
|
0.618 |
2.815 |
|
HIGH |
2.709 |
|
0.618 |
2.644 |
|
0.500 |
2.624 |
|
0.382 |
2.603 |
|
LOW |
2.538 |
|
0.618 |
2.432 |
|
1.000 |
2.367 |
|
1.618 |
2.261 |
|
2.618 |
2.090 |
|
4.250 |
1.811 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.624 |
2.609 |
| PP |
2.601 |
2.591 |
| S1 |
2.578 |
2.573 |
|