NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.720 |
2.622 |
-0.098 |
-3.6% |
2.347 |
| High |
2.731 |
2.736 |
0.005 |
0.2% |
2.635 |
| Low |
2.563 |
2.568 |
0.005 |
0.2% |
2.259 |
| Close |
2.604 |
2.584 |
-0.020 |
-0.8% |
2.551 |
| Range |
0.168 |
0.168 |
0.000 |
0.0% |
0.376 |
| ATR |
0.130 |
0.133 |
0.003 |
2.1% |
0.000 |
| Volume |
55,235 |
50,547 |
-4,688 |
-8.5% |
400,882 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.133 |
3.027 |
2.676 |
|
| R3 |
2.965 |
2.859 |
2.630 |
|
| R2 |
2.797 |
2.797 |
2.615 |
|
| R1 |
2.691 |
2.691 |
2.599 |
2.660 |
| PP |
2.629 |
2.629 |
2.629 |
2.614 |
| S1 |
2.523 |
2.523 |
2.569 |
2.492 |
| S2 |
2.461 |
2.461 |
2.553 |
|
| S3 |
2.293 |
2.355 |
2.538 |
|
| S4 |
2.125 |
2.187 |
2.492 |
|
|
| 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 |
2.736 |
2.260 |
0.476 |
18.4% |
0.195 |
7.6% |
68% |
True |
False |
63,075 |
| 10 |
2.736 |
2.259 |
0.477 |
18.5% |
0.145 |
5.6% |
68% |
True |
False |
70,746 |
| 20 |
2.875 |
2.259 |
0.616 |
23.8% |
0.127 |
4.9% |
53% |
False |
False |
54,392 |
| 40 |
2.912 |
2.259 |
0.653 |
25.3% |
0.122 |
4.7% |
50% |
False |
False |
42,679 |
| 60 |
2.912 |
2.222 |
0.690 |
26.7% |
0.102 |
4.0% |
52% |
False |
False |
34,310 |
| 80 |
2.912 |
2.222 |
0.690 |
26.7% |
0.095 |
3.7% |
52% |
False |
False |
28,416 |
| 100 |
3.167 |
2.222 |
0.945 |
36.6% |
0.100 |
3.9% |
38% |
False |
False |
25,015 |
| 120 |
3.410 |
2.222 |
1.188 |
46.0% |
0.105 |
4.1% |
30% |
False |
False |
22,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.450 |
|
2.618 |
3.176 |
|
1.618 |
3.008 |
|
1.000 |
2.904 |
|
0.618 |
2.840 |
|
HIGH |
2.736 |
|
0.618 |
2.672 |
|
0.500 |
2.652 |
|
0.382 |
2.632 |
|
LOW |
2.568 |
|
0.618 |
2.464 |
|
1.000 |
2.400 |
|
1.618 |
2.296 |
|
2.618 |
2.128 |
|
4.250 |
1.854 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.652 |
2.635 |
| PP |
2.629 |
2.618 |
| S1 |
2.607 |
2.601 |
|