NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.701 |
2.817 |
0.116 |
4.3% |
2.508 |
| High |
2.821 |
2.975 |
0.154 |
5.5% |
2.709 |
| Low |
2.686 |
2.755 |
0.069 |
2.6% |
2.508 |
| Close |
2.807 |
2.798 |
-0.009 |
-0.3% |
2.668 |
| Range |
0.135 |
0.220 |
0.085 |
63.0% |
0.201 |
| ATR |
0.133 |
0.139 |
0.006 |
4.7% |
0.000 |
| Volume |
98,921 |
230,318 |
131,397 |
132.8% |
380,062 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.503 |
3.370 |
2.919 |
|
| R3 |
3.283 |
3.150 |
2.859 |
|
| R2 |
3.063 |
3.063 |
2.838 |
|
| R1 |
2.930 |
2.930 |
2.818 |
2.887 |
| PP |
2.843 |
2.843 |
2.843 |
2.821 |
| S1 |
2.710 |
2.710 |
2.778 |
2.667 |
| S2 |
2.623 |
2.623 |
2.758 |
|
| S3 |
2.403 |
2.490 |
2.738 |
|
| S4 |
2.183 |
2.270 |
2.677 |
|
|
| 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 |
2.975 |
2.542 |
0.433 |
15.5% |
0.140 |
5.0% |
59% |
True |
False |
117,041 |
| 10 |
2.975 |
2.215 |
0.760 |
27.2% |
0.169 |
6.1% |
77% |
True |
False |
96,191 |
| 20 |
2.975 |
2.215 |
0.760 |
27.2% |
0.135 |
4.8% |
77% |
True |
False |
74,462 |
| 40 |
2.975 |
2.215 |
0.760 |
27.2% |
0.129 |
4.6% |
77% |
True |
False |
56,598 |
| 60 |
2.975 |
2.175 |
0.800 |
28.6% |
0.111 |
4.0% |
78% |
True |
False |
46,239 |
| 80 |
2.975 |
2.175 |
0.800 |
28.6% |
0.103 |
3.7% |
78% |
True |
False |
37,791 |
| 100 |
3.137 |
2.175 |
0.962 |
34.4% |
0.103 |
3.7% |
65% |
False |
False |
32,691 |
| 120 |
3.343 |
2.175 |
1.168 |
41.7% |
0.109 |
3.9% |
53% |
False |
False |
28,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.910 |
|
2.618 |
3.551 |
|
1.618 |
3.331 |
|
1.000 |
3.195 |
|
0.618 |
3.111 |
|
HIGH |
2.975 |
|
0.618 |
2.891 |
|
0.500 |
2.865 |
|
0.382 |
2.839 |
|
LOW |
2.755 |
|
0.618 |
2.619 |
|
1.000 |
2.535 |
|
1.618 |
2.399 |
|
2.618 |
2.179 |
|
4.250 |
1.820 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.865 |
2.829 |
| PP |
2.843 |
2.818 |
| S1 |
2.820 |
2.808 |
|