NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.554 |
2.627 |
0.073 |
2.9% |
2.508 |
| High |
2.674 |
2.697 |
0.023 |
0.9% |
2.709 |
| Low |
2.542 |
2.577 |
0.035 |
1.4% |
2.508 |
| Close |
2.618 |
2.668 |
0.050 |
1.9% |
2.668 |
| Range |
0.132 |
0.120 |
-0.012 |
-9.1% |
0.201 |
| ATR |
0.136 |
0.134 |
-0.001 |
-0.8% |
0.000 |
| Volume |
95,620 |
83,308 |
-12,312 |
-12.9% |
380,062 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.007 |
2.958 |
2.734 |
|
| R3 |
2.887 |
2.838 |
2.701 |
|
| R2 |
2.767 |
2.767 |
2.690 |
|
| R1 |
2.718 |
2.718 |
2.679 |
2.743 |
| PP |
2.647 |
2.647 |
2.647 |
2.660 |
| S1 |
2.598 |
2.598 |
2.657 |
2.623 |
| S2 |
2.527 |
2.527 |
2.646 |
|
| S3 |
2.407 |
2.478 |
2.635 |
|
| S4 |
2.287 |
2.358 |
2.602 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.231 |
3.151 |
2.779 |
|
| R3 |
3.030 |
2.950 |
2.723 |
|
| R2 |
2.829 |
2.829 |
2.705 |
|
| R1 |
2.749 |
2.749 |
2.686 |
2.789 |
| PP |
2.628 |
2.628 |
2.628 |
2.649 |
| S1 |
2.548 |
2.548 |
2.650 |
2.588 |
| S2 |
2.427 |
2.427 |
2.631 |
|
| S3 |
2.226 |
2.347 |
2.613 |
|
| S4 |
2.025 |
2.146 |
2.557 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.709 |
2.508 |
0.201 |
7.5% |
0.155 |
5.8% |
80% |
False |
False |
76,012 |
| 10 |
2.709 |
2.215 |
0.494 |
18.5% |
0.148 |
5.6% |
92% |
False |
False |
74,830 |
| 20 |
2.758 |
2.215 |
0.543 |
20.4% |
0.132 |
4.9% |
83% |
False |
False |
59,488 |
| 40 |
2.881 |
2.215 |
0.666 |
25.0% |
0.125 |
4.7% |
68% |
False |
False |
48,581 |
| 60 |
2.881 |
2.175 |
0.706 |
26.5% |
0.109 |
4.1% |
70% |
False |
False |
40,321 |
| 80 |
2.881 |
2.175 |
0.706 |
26.5% |
0.100 |
3.7% |
70% |
False |
False |
33,089 |
| 100 |
3.137 |
2.175 |
0.962 |
36.1% |
0.103 |
3.9% |
51% |
False |
False |
29,122 |
| 120 |
3.390 |
2.175 |
1.215 |
45.5% |
0.108 |
4.0% |
41% |
False |
False |
25,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.207 |
|
2.618 |
3.011 |
|
1.618 |
2.891 |
|
1.000 |
2.817 |
|
0.618 |
2.771 |
|
HIGH |
2.697 |
|
0.618 |
2.651 |
|
0.500 |
2.637 |
|
0.382 |
2.623 |
|
LOW |
2.577 |
|
0.618 |
2.503 |
|
1.000 |
2.457 |
|
1.618 |
2.383 |
|
2.618 |
2.263 |
|
4.250 |
2.067 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.658 |
2.653 |
| PP |
2.647 |
2.638 |
| S1 |
2.637 |
2.624 |
|