NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.533 |
2.720 |
0.187 |
7.4% |
2.347 |
| High |
2.715 |
2.731 |
0.016 |
0.6% |
2.635 |
| Low |
2.533 |
2.563 |
0.030 |
1.2% |
2.259 |
| Close |
2.699 |
2.604 |
-0.095 |
-3.5% |
2.551 |
| Range |
0.182 |
0.168 |
-0.014 |
-7.7% |
0.376 |
| ATR |
0.127 |
0.130 |
0.003 |
2.3% |
0.000 |
| Volume |
56,184 |
55,235 |
-949 |
-1.7% |
400,882 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.137 |
3.038 |
2.696 |
|
| R3 |
2.969 |
2.870 |
2.650 |
|
| R2 |
2.801 |
2.801 |
2.635 |
|
| R1 |
2.702 |
2.702 |
2.619 |
2.668 |
| PP |
2.633 |
2.633 |
2.633 |
2.615 |
| S1 |
2.534 |
2.534 |
2.589 |
2.500 |
| S2 |
2.465 |
2.465 |
2.573 |
|
| S3 |
2.297 |
2.366 |
2.558 |
|
| S4 |
2.129 |
2.198 |
2.512 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.610 |
3.456 |
2.758 |
|
| R3 |
3.234 |
3.080 |
2.654 |
|
| R2 |
2.858 |
2.858 |
2.620 |
|
| R1 |
2.704 |
2.704 |
2.585 |
2.781 |
| PP |
2.482 |
2.482 |
2.482 |
2.520 |
| S1 |
2.328 |
2.328 |
2.517 |
2.405 |
| S2 |
2.106 |
2.106 |
2.482 |
|
| S3 |
1.730 |
1.952 |
2.448 |
|
| S4 |
1.354 |
1.576 |
2.344 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.731 |
2.260 |
0.471 |
18.1% |
0.171 |
6.6% |
73% |
True |
False |
72,532 |
| 10 |
2.731 |
2.259 |
0.472 |
18.1% |
0.137 |
5.3% |
73% |
True |
False |
70,151 |
| 20 |
2.875 |
2.259 |
0.616 |
23.7% |
0.126 |
4.8% |
56% |
False |
False |
53,095 |
| 40 |
2.912 |
2.259 |
0.653 |
25.1% |
0.119 |
4.6% |
53% |
False |
False |
42,307 |
| 60 |
2.912 |
2.222 |
0.690 |
26.5% |
0.101 |
3.9% |
55% |
False |
False |
33,557 |
| 80 |
3.048 |
2.222 |
0.826 |
31.7% |
0.095 |
3.6% |
46% |
False |
False |
27,890 |
| 100 |
3.167 |
2.222 |
0.945 |
36.3% |
0.100 |
3.9% |
40% |
False |
False |
24,589 |
| 120 |
3.453 |
2.222 |
1.231 |
47.3% |
0.104 |
4.0% |
31% |
False |
False |
21,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.445 |
|
2.618 |
3.171 |
|
1.618 |
3.003 |
|
1.000 |
2.899 |
|
0.618 |
2.835 |
|
HIGH |
2.731 |
|
0.618 |
2.667 |
|
0.500 |
2.647 |
|
0.382 |
2.627 |
|
LOW |
2.563 |
|
0.618 |
2.459 |
|
1.000 |
2.395 |
|
1.618 |
2.291 |
|
2.618 |
2.123 |
|
4.250 |
1.849 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.647 |
2.629 |
| PP |
2.633 |
2.620 |
| S1 |
2.618 |
2.612 |
|