NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 28-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.833 |
2.779 |
-0.054 |
-1.9% |
2.533 |
| High |
2.978 |
2.860 |
-0.118 |
-4.0% |
2.736 |
| Low |
2.772 |
2.673 |
-0.099 |
-3.6% |
2.533 |
| Close |
2.809 |
2.734 |
-0.075 |
-2.7% |
2.695 |
| Range |
0.206 |
0.187 |
-0.019 |
-9.2% |
0.203 |
| ATR |
0.135 |
0.139 |
0.004 |
2.7% |
0.000 |
| Volume |
47,386 |
83,646 |
36,260 |
76.5% |
256,930 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.317 |
3.212 |
2.837 |
|
| R3 |
3.130 |
3.025 |
2.785 |
|
| R2 |
2.943 |
2.943 |
2.768 |
|
| R1 |
2.838 |
2.838 |
2.751 |
2.797 |
| PP |
2.756 |
2.756 |
2.756 |
2.735 |
| S1 |
2.651 |
2.651 |
2.717 |
2.610 |
| S2 |
2.569 |
2.569 |
2.700 |
|
| S3 |
2.382 |
2.464 |
2.683 |
|
| S4 |
2.195 |
2.277 |
2.631 |
|
|
| 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 |
2.603 |
0.375 |
13.7% |
0.148 |
5.4% |
35% |
False |
False |
53,522 |
| 10 |
2.978 |
2.526 |
0.452 |
16.5% |
0.150 |
5.5% |
46% |
False |
False |
54,796 |
| 20 |
2.978 |
2.259 |
0.719 |
26.3% |
0.135 |
4.9% |
66% |
False |
False |
59,844 |
| 40 |
2.978 |
2.259 |
0.719 |
26.3% |
0.126 |
4.6% |
66% |
False |
False |
46,755 |
| 60 |
2.978 |
2.222 |
0.756 |
27.7% |
0.109 |
4.0% |
68% |
False |
False |
37,987 |
| 80 |
2.978 |
2.222 |
0.756 |
27.7% |
0.101 |
3.7% |
68% |
False |
False |
31,510 |
| 100 |
3.143 |
2.222 |
0.921 |
33.7% |
0.101 |
3.7% |
56% |
False |
False |
27,404 |
| 120 |
3.335 |
2.222 |
1.113 |
40.7% |
0.107 |
3.9% |
46% |
False |
False |
24,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.655 |
|
2.618 |
3.350 |
|
1.618 |
3.163 |
|
1.000 |
3.047 |
|
0.618 |
2.976 |
|
HIGH |
2.860 |
|
0.618 |
2.789 |
|
0.500 |
2.767 |
|
0.382 |
2.744 |
|
LOW |
2.673 |
|
0.618 |
2.557 |
|
1.000 |
2.486 |
|
1.618 |
2.370 |
|
2.618 |
2.183 |
|
4.250 |
1.878 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.767 |
2.826 |
| PP |
2.756 |
2.795 |
| S1 |
2.745 |
2.765 |
|