NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.594 |
2.645 |
0.051 |
2.0% |
2.533 |
| High |
2.700 |
2.723 |
0.023 |
0.9% |
2.736 |
| Low |
2.570 |
2.603 |
0.033 |
1.3% |
2.533 |
| Close |
2.645 |
2.695 |
0.050 |
1.9% |
2.695 |
| Range |
0.130 |
0.120 |
-0.010 |
-7.7% |
0.203 |
| ATR |
0.133 |
0.132 |
-0.001 |
-0.7% |
0.000 |
| Volume |
38,177 |
56,787 |
18,610 |
48.7% |
256,930 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.034 |
2.984 |
2.761 |
|
| R3 |
2.914 |
2.864 |
2.728 |
|
| R2 |
2.794 |
2.794 |
2.717 |
|
| R1 |
2.744 |
2.744 |
2.706 |
2.769 |
| PP |
2.674 |
2.674 |
2.674 |
2.686 |
| S1 |
2.624 |
2.624 |
2.684 |
2.649 |
| S2 |
2.554 |
2.554 |
2.673 |
|
| S3 |
2.434 |
2.504 |
2.662 |
|
| S4 |
2.314 |
2.384 |
2.629 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.264 |
3.182 |
2.807 |
|
| R3 |
3.061 |
2.979 |
2.751 |
|
| R2 |
2.858 |
2.858 |
2.732 |
|
| R1 |
2.776 |
2.776 |
2.714 |
2.817 |
| PP |
2.655 |
2.655 |
2.655 |
2.675 |
| S1 |
2.573 |
2.573 |
2.676 |
2.614 |
| S2 |
2.452 |
2.452 |
2.658 |
|
| S3 |
2.249 |
2.370 |
2.639 |
|
| S4 |
2.046 |
2.167 |
2.583 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.736 |
2.533 |
0.203 |
7.5% |
0.154 |
5.7% |
80% |
False |
False |
51,386 |
| 10 |
2.736 |
2.259 |
0.477 |
17.7% |
0.146 |
5.4% |
91% |
False |
False |
65,781 |
| 20 |
2.791 |
2.259 |
0.532 |
19.7% |
0.129 |
4.8% |
82% |
False |
False |
55,915 |
| 40 |
2.912 |
2.259 |
0.653 |
24.2% |
0.122 |
4.5% |
67% |
False |
False |
44,216 |
| 60 |
2.912 |
2.222 |
0.690 |
25.6% |
0.105 |
3.9% |
69% |
False |
False |
35,550 |
| 80 |
2.912 |
2.222 |
0.690 |
25.6% |
0.096 |
3.6% |
69% |
False |
False |
29,395 |
| 100 |
3.143 |
2.222 |
0.921 |
34.2% |
0.100 |
3.7% |
51% |
False |
False |
25,850 |
| 120 |
3.401 |
2.222 |
1.179 |
43.7% |
0.105 |
3.9% |
40% |
False |
False |
22,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.233 |
|
2.618 |
3.037 |
|
1.618 |
2.917 |
|
1.000 |
2.843 |
|
0.618 |
2.797 |
|
HIGH |
2.723 |
|
0.618 |
2.677 |
|
0.500 |
2.663 |
|
0.382 |
2.649 |
|
LOW |
2.603 |
|
0.618 |
2.529 |
|
1.000 |
2.483 |
|
1.618 |
2.409 |
|
2.618 |
2.289 |
|
4.250 |
2.093 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.684 |
2.681 |
| PP |
2.674 |
2.666 |
| S1 |
2.663 |
2.652 |
|