NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.707 |
2.701 |
-0.006 |
-0.2% |
2.508 |
| High |
2.774 |
2.821 |
0.047 |
1.7% |
2.709 |
| Low |
2.682 |
2.686 |
0.004 |
0.1% |
2.508 |
| Close |
2.734 |
2.807 |
0.073 |
2.7% |
2.668 |
| Range |
0.092 |
0.135 |
0.043 |
46.7% |
0.201 |
| ATR |
0.132 |
0.133 |
0.000 |
0.1% |
0.000 |
| Volume |
77,038 |
98,921 |
21,883 |
28.4% |
380,062 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.176 |
3.127 |
2.881 |
|
| R3 |
3.041 |
2.992 |
2.844 |
|
| R2 |
2.906 |
2.906 |
2.832 |
|
| R1 |
2.857 |
2.857 |
2.819 |
2.882 |
| PP |
2.771 |
2.771 |
2.771 |
2.784 |
| S1 |
2.722 |
2.722 |
2.795 |
2.747 |
| S2 |
2.636 |
2.636 |
2.782 |
|
| S3 |
2.501 |
2.587 |
2.770 |
|
| S4 |
2.366 |
2.452 |
2.733 |
|
|
| 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 |
2.821 |
2.538 |
0.283 |
10.1% |
0.130 |
4.6% |
95% |
True |
False |
83,220 |
| 10 |
2.821 |
2.215 |
0.606 |
21.6% |
0.152 |
5.4% |
98% |
True |
False |
80,714 |
| 20 |
2.821 |
2.215 |
0.606 |
21.6% |
0.130 |
4.6% |
98% |
True |
False |
64,889 |
| 40 |
2.881 |
2.215 |
0.666 |
23.7% |
0.125 |
4.5% |
89% |
False |
False |
51,577 |
| 60 |
2.881 |
2.175 |
0.706 |
25.2% |
0.109 |
3.9% |
90% |
False |
False |
42,763 |
| 80 |
2.881 |
2.175 |
0.706 |
25.2% |
0.101 |
3.6% |
90% |
False |
False |
35,028 |
| 100 |
3.137 |
2.175 |
0.962 |
34.3% |
0.102 |
3.6% |
66% |
False |
False |
30,566 |
| 120 |
3.345 |
2.175 |
1.170 |
41.7% |
0.108 |
3.8% |
54% |
False |
False |
26,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.395 |
|
2.618 |
3.174 |
|
1.618 |
3.039 |
|
1.000 |
2.956 |
|
0.618 |
2.904 |
|
HIGH |
2.821 |
|
0.618 |
2.769 |
|
0.500 |
2.754 |
|
0.382 |
2.738 |
|
LOW |
2.686 |
|
0.618 |
2.603 |
|
1.000 |
2.551 |
|
1.618 |
2.468 |
|
2.618 |
2.333 |
|
4.250 |
2.112 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.789 |
2.771 |
| PP |
2.771 |
2.735 |
| S1 |
2.754 |
2.699 |
|