NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.589 |
2.554 |
-0.035 |
-1.4% |
2.305 |
| High |
2.709 |
2.674 |
-0.035 |
-1.3% |
2.601 |
| Low |
2.538 |
2.542 |
0.004 |
0.2% |
2.215 |
| Close |
2.555 |
2.618 |
0.063 |
2.5% |
2.514 |
| Range |
0.171 |
0.132 |
-0.039 |
-22.8% |
0.386 |
| ATR |
0.136 |
0.136 |
0.000 |
-0.2% |
0.000 |
| Volume |
61,215 |
95,620 |
34,405 |
56.2% |
368,242 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.007 |
2.945 |
2.691 |
|
| R3 |
2.875 |
2.813 |
2.654 |
|
| R2 |
2.743 |
2.743 |
2.642 |
|
| R1 |
2.681 |
2.681 |
2.630 |
2.712 |
| PP |
2.611 |
2.611 |
2.611 |
2.627 |
| S1 |
2.549 |
2.549 |
2.606 |
2.580 |
| S2 |
2.479 |
2.479 |
2.594 |
|
| S3 |
2.347 |
2.417 |
2.582 |
|
| S4 |
2.215 |
2.285 |
2.545 |
|
|
| 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 |
2.489 |
0.220 |
8.4% |
0.154 |
5.9% |
59% |
False |
False |
80,433 |
| 10 |
2.709 |
2.215 |
0.494 |
18.9% |
0.145 |
5.5% |
82% |
False |
False |
73,991 |
| 20 |
2.850 |
2.215 |
0.635 |
24.3% |
0.132 |
5.0% |
63% |
False |
False |
57,067 |
| 40 |
2.881 |
2.215 |
0.666 |
25.4% |
0.126 |
4.8% |
61% |
False |
False |
47,192 |
| 60 |
2.881 |
2.175 |
0.706 |
27.0% |
0.107 |
4.1% |
63% |
False |
False |
39,120 |
| 80 |
2.890 |
2.175 |
0.715 |
27.3% |
0.100 |
3.8% |
62% |
False |
False |
32,159 |
| 100 |
3.137 |
2.175 |
0.962 |
36.7% |
0.103 |
4.0% |
46% |
False |
False |
28,360 |
| 120 |
3.390 |
2.175 |
1.215 |
46.4% |
0.107 |
4.1% |
36% |
False |
False |
24,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.235 |
|
2.618 |
3.020 |
|
1.618 |
2.888 |
|
1.000 |
2.806 |
|
0.618 |
2.756 |
|
HIGH |
2.674 |
|
0.618 |
2.624 |
|
0.500 |
2.608 |
|
0.382 |
2.592 |
|
LOW |
2.542 |
|
0.618 |
2.460 |
|
1.000 |
2.410 |
|
1.618 |
2.328 |
|
2.618 |
2.196 |
|
4.250 |
1.981 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.615 |
2.623 |
| PP |
2.611 |
2.621 |
| S1 |
2.608 |
2.620 |
|