NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.645 |
2.730 |
0.085 |
3.2% |
2.533 |
| High |
2.723 |
2.799 |
0.076 |
2.8% |
2.736 |
| Low |
2.603 |
2.701 |
0.098 |
3.8% |
2.533 |
| Close |
2.695 |
2.752 |
0.057 |
2.1% |
2.695 |
| Range |
0.120 |
0.098 |
-0.022 |
-18.3% |
0.203 |
| ATR |
0.132 |
0.130 |
-0.002 |
-1.5% |
0.000 |
| Volume |
56,787 |
35,220 |
-21,567 |
-38.0% |
256,930 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.045 |
2.996 |
2.806 |
|
| R3 |
2.947 |
2.898 |
2.779 |
|
| R2 |
2.849 |
2.849 |
2.770 |
|
| R1 |
2.800 |
2.800 |
2.761 |
2.825 |
| PP |
2.751 |
2.751 |
2.751 |
2.763 |
| S1 |
2.702 |
2.702 |
2.743 |
2.727 |
| S2 |
2.653 |
2.653 |
2.734 |
|
| S3 |
2.555 |
2.604 |
2.725 |
|
| S4 |
2.457 |
2.506 |
2.698 |
|
|
| 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 |
2.799 |
2.563 |
0.236 |
8.6% |
0.137 |
5.0% |
80% |
True |
False |
47,193 |
| 10 |
2.799 |
2.259 |
0.540 |
19.6% |
0.148 |
5.4% |
91% |
True |
False |
61,553 |
| 20 |
2.799 |
2.259 |
0.540 |
19.6% |
0.128 |
4.6% |
91% |
True |
False |
55,766 |
| 40 |
2.912 |
2.259 |
0.653 |
23.7% |
0.122 |
4.4% |
75% |
False |
False |
44,284 |
| 60 |
2.912 |
2.222 |
0.690 |
25.1% |
0.104 |
3.8% |
77% |
False |
False |
35,892 |
| 80 |
2.912 |
2.222 |
0.690 |
25.1% |
0.096 |
3.5% |
77% |
False |
False |
29,688 |
| 100 |
3.143 |
2.222 |
0.921 |
33.5% |
0.100 |
3.6% |
58% |
False |
False |
26,108 |
| 120 |
3.401 |
2.222 |
1.179 |
42.8% |
0.105 |
3.8% |
45% |
False |
False |
23,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.216 |
|
2.618 |
3.056 |
|
1.618 |
2.958 |
|
1.000 |
2.897 |
|
0.618 |
2.860 |
|
HIGH |
2.799 |
|
0.618 |
2.762 |
|
0.500 |
2.750 |
|
0.382 |
2.738 |
|
LOW |
2.701 |
|
0.618 |
2.640 |
|
1.000 |
2.603 |
|
1.618 |
2.542 |
|
2.618 |
2.444 |
|
4.250 |
2.285 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.751 |
2.730 |
| PP |
2.751 |
2.707 |
| S1 |
2.750 |
2.685 |
|