NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.298 |
2.318 |
0.020 |
0.9% |
2.440 |
| High |
2.370 |
2.324 |
-0.046 |
-1.9% |
2.579 |
| Low |
2.259 |
2.277 |
0.018 |
0.8% |
2.333 |
| Close |
2.333 |
2.281 |
-0.052 |
-2.2% |
2.386 |
| Range |
0.111 |
0.047 |
-0.064 |
-57.7% |
0.246 |
| ATR |
0.111 |
0.107 |
-0.004 |
-3.5% |
0.000 |
| Volume |
72,144 |
97,833 |
25,689 |
35.6% |
273,473 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.435 |
2.405 |
2.307 |
|
| R3 |
2.388 |
2.358 |
2.294 |
|
| R2 |
2.341 |
2.341 |
2.290 |
|
| R1 |
2.311 |
2.311 |
2.285 |
2.303 |
| PP |
2.294 |
2.294 |
2.294 |
2.290 |
| S1 |
2.264 |
2.264 |
2.277 |
2.256 |
| S2 |
2.247 |
2.247 |
2.272 |
|
| S3 |
2.200 |
2.217 |
2.268 |
|
| S4 |
2.153 |
2.170 |
2.255 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.171 |
3.024 |
2.521 |
|
| R3 |
2.925 |
2.778 |
2.454 |
|
| R2 |
2.679 |
2.679 |
2.431 |
|
| R1 |
2.532 |
2.532 |
2.409 |
2.483 |
| PP |
2.433 |
2.433 |
2.433 |
2.408 |
| S1 |
2.286 |
2.286 |
2.363 |
2.237 |
| S2 |
2.187 |
2.187 |
2.341 |
|
| S3 |
1.941 |
2.040 |
2.318 |
|
| S4 |
1.695 |
1.794 |
2.251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.536 |
2.259 |
0.277 |
12.1% |
0.095 |
4.2% |
8% |
False |
False |
78,418 |
| 10 |
2.600 |
2.259 |
0.341 |
14.9% |
0.098 |
4.3% |
6% |
False |
False |
60,872 |
| 20 |
2.912 |
2.259 |
0.653 |
28.6% |
0.115 |
5.0% |
3% |
False |
False |
45,780 |
| 40 |
2.912 |
2.222 |
0.690 |
30.2% |
0.104 |
4.6% |
9% |
False |
False |
37,169 |
| 60 |
2.912 |
2.222 |
0.690 |
30.2% |
0.091 |
4.0% |
9% |
False |
False |
29,653 |
| 80 |
3.140 |
2.222 |
0.918 |
40.2% |
0.090 |
4.0% |
6% |
False |
False |
25,228 |
| 100 |
3.170 |
2.222 |
0.948 |
41.6% |
0.101 |
4.4% |
6% |
False |
False |
22,366 |
| 120 |
3.523 |
2.222 |
1.301 |
57.0% |
0.100 |
4.4% |
5% |
False |
False |
19,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.524 |
|
2.618 |
2.447 |
|
1.618 |
2.400 |
|
1.000 |
2.371 |
|
0.618 |
2.353 |
|
HIGH |
2.324 |
|
0.618 |
2.306 |
|
0.500 |
2.301 |
|
0.382 |
2.295 |
|
LOW |
2.277 |
|
0.618 |
2.248 |
|
1.000 |
2.230 |
|
1.618 |
2.201 |
|
2.618 |
2.154 |
|
4.250 |
2.077 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.301 |
2.315 |
| PP |
2.294 |
2.303 |
| S1 |
2.288 |
2.292 |
|