NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.729 |
2.833 |
0.104 |
3.8% |
2.533 |
| High |
2.836 |
2.978 |
0.142 |
5.0% |
2.736 |
| Low |
2.706 |
2.772 |
0.066 |
2.4% |
2.533 |
| Close |
2.821 |
2.809 |
-0.012 |
-0.4% |
2.695 |
| Range |
0.130 |
0.206 |
0.076 |
58.5% |
0.203 |
| ATR |
0.130 |
0.135 |
0.005 |
4.2% |
0.000 |
| Volume |
44,572 |
47,386 |
2,814 |
6.3% |
256,930 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.471 |
3.346 |
2.922 |
|
| R3 |
3.265 |
3.140 |
2.866 |
|
| R2 |
3.059 |
3.059 |
2.847 |
|
| R1 |
2.934 |
2.934 |
2.828 |
2.894 |
| PP |
2.853 |
2.853 |
2.853 |
2.833 |
| S1 |
2.728 |
2.728 |
2.790 |
2.688 |
| S2 |
2.647 |
2.647 |
2.771 |
|
| S3 |
2.441 |
2.522 |
2.752 |
|
| S4 |
2.235 |
2.316 |
2.696 |
|
|
| 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 |
2.978 |
2.570 |
0.408 |
14.5% |
0.137 |
4.9% |
59% |
True |
False |
44,428 |
| 10 |
2.978 |
2.260 |
0.718 |
25.6% |
0.166 |
5.9% |
76% |
True |
False |
53,751 |
| 20 |
2.978 |
2.259 |
0.719 |
25.6% |
0.132 |
4.7% |
76% |
True |
False |
57,312 |
| 40 |
2.978 |
2.259 |
0.719 |
25.6% |
0.125 |
4.4% |
76% |
True |
False |
45,573 |
| 60 |
2.978 |
2.222 |
0.756 |
26.9% |
0.107 |
3.8% |
78% |
True |
False |
36,843 |
| 80 |
2.978 |
2.222 |
0.756 |
26.9% |
0.099 |
3.5% |
78% |
True |
False |
30,606 |
| 100 |
3.143 |
2.222 |
0.921 |
32.8% |
0.100 |
3.6% |
64% |
False |
False |
26,731 |
| 120 |
3.356 |
2.222 |
1.134 |
40.4% |
0.106 |
3.8% |
52% |
False |
False |
23,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.854 |
|
2.618 |
3.517 |
|
1.618 |
3.311 |
|
1.000 |
3.184 |
|
0.618 |
3.105 |
|
HIGH |
2.978 |
|
0.618 |
2.899 |
|
0.500 |
2.875 |
|
0.382 |
2.851 |
|
LOW |
2.772 |
|
0.618 |
2.645 |
|
1.000 |
2.566 |
|
1.618 |
2.439 |
|
2.618 |
2.233 |
|
4.250 |
1.897 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.875 |
2.840 |
| PP |
2.853 |
2.829 |
| S1 |
2.831 |
2.819 |
|