NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.622 |
2.594 |
-0.028 |
-1.1% |
2.347 |
| High |
2.736 |
2.700 |
-0.036 |
-1.3% |
2.635 |
| Low |
2.568 |
2.570 |
0.002 |
0.1% |
2.259 |
| Close |
2.584 |
2.645 |
0.061 |
2.4% |
2.551 |
| Range |
0.168 |
0.130 |
-0.038 |
-22.6% |
0.376 |
| ATR |
0.133 |
0.133 |
0.000 |
-0.2% |
0.000 |
| Volume |
50,547 |
38,177 |
-12,370 |
-24.5% |
400,882 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.028 |
2.967 |
2.717 |
|
| R3 |
2.898 |
2.837 |
2.681 |
|
| R2 |
2.768 |
2.768 |
2.669 |
|
| R1 |
2.707 |
2.707 |
2.657 |
2.738 |
| PP |
2.638 |
2.638 |
2.638 |
2.654 |
| S1 |
2.577 |
2.577 |
2.633 |
2.608 |
| S2 |
2.508 |
2.508 |
2.621 |
|
| S3 |
2.378 |
2.447 |
2.609 |
|
| S4 |
2.248 |
2.317 |
2.574 |
|
|
| 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 |
2.526 |
0.210 |
7.9% |
0.151 |
5.7% |
57% |
False |
False |
56,071 |
| 10 |
2.736 |
2.259 |
0.477 |
18.0% |
0.141 |
5.3% |
81% |
False |
False |
68,806 |
| 20 |
2.873 |
2.259 |
0.614 |
23.2% |
0.128 |
4.8% |
63% |
False |
False |
54,556 |
| 40 |
2.912 |
2.259 |
0.653 |
24.7% |
0.122 |
4.6% |
59% |
False |
False |
43,221 |
| 60 |
2.912 |
2.222 |
0.690 |
26.1% |
0.104 |
3.9% |
61% |
False |
False |
34,793 |
| 80 |
2.912 |
2.222 |
0.690 |
26.1% |
0.096 |
3.6% |
61% |
False |
False |
28,780 |
| 100 |
3.143 |
2.222 |
0.921 |
34.8% |
0.100 |
3.8% |
46% |
False |
False |
25,335 |
| 120 |
3.401 |
2.222 |
1.179 |
44.6% |
0.105 |
4.0% |
36% |
False |
False |
22,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.253 |
|
2.618 |
3.040 |
|
1.618 |
2.910 |
|
1.000 |
2.830 |
|
0.618 |
2.780 |
|
HIGH |
2.700 |
|
0.618 |
2.650 |
|
0.500 |
2.635 |
|
0.382 |
2.620 |
|
LOW |
2.570 |
|
0.618 |
2.490 |
|
1.000 |
2.440 |
|
1.618 |
2.360 |
|
2.618 |
2.230 |
|
4.250 |
2.018 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.642 |
2.650 |
| PP |
2.638 |
2.648 |
| S1 |
2.635 |
2.647 |
|