NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.779 |
2.773 |
-0.006 |
-0.2% |
2.730 |
| High |
2.860 |
2.845 |
-0.015 |
-0.5% |
2.978 |
| Low |
2.673 |
2.728 |
0.055 |
2.1% |
2.673 |
| Close |
2.734 |
2.833 |
0.099 |
3.6% |
2.833 |
| Range |
0.187 |
0.117 |
-0.070 |
-37.4% |
0.305 |
| ATR |
0.139 |
0.137 |
-0.002 |
-1.1% |
0.000 |
| Volume |
83,646 |
66,306 |
-17,340 |
-20.7% |
277,130 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.153 |
3.110 |
2.897 |
|
| R3 |
3.036 |
2.993 |
2.865 |
|
| R2 |
2.919 |
2.919 |
2.854 |
|
| R1 |
2.876 |
2.876 |
2.844 |
2.898 |
| PP |
2.802 |
2.802 |
2.802 |
2.813 |
| S1 |
2.759 |
2.759 |
2.822 |
2.781 |
| S2 |
2.685 |
2.685 |
2.812 |
|
| S3 |
2.568 |
2.642 |
2.801 |
|
| S4 |
2.451 |
2.525 |
2.769 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.743 |
3.593 |
3.001 |
|
| R3 |
3.438 |
3.288 |
2.917 |
|
| R2 |
3.133 |
3.133 |
2.889 |
|
| R1 |
2.983 |
2.983 |
2.861 |
3.058 |
| PP |
2.828 |
2.828 |
2.828 |
2.866 |
| S1 |
2.678 |
2.678 |
2.805 |
2.753 |
| S2 |
2.523 |
2.523 |
2.777 |
|
| S3 |
2.218 |
2.373 |
2.749 |
|
| S4 |
1.913 |
2.068 |
2.665 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.978 |
2.673 |
0.305 |
10.8% |
0.148 |
5.2% |
52% |
False |
False |
55,426 |
| 10 |
2.978 |
2.533 |
0.445 |
15.7% |
0.151 |
5.3% |
67% |
False |
False |
53,406 |
| 20 |
2.978 |
2.259 |
0.719 |
25.4% |
0.136 |
4.8% |
80% |
False |
False |
60,420 |
| 40 |
2.978 |
2.259 |
0.719 |
25.4% |
0.127 |
4.5% |
80% |
False |
False |
47,480 |
| 60 |
2.978 |
2.222 |
0.756 |
26.7% |
0.110 |
3.9% |
81% |
False |
False |
38,830 |
| 80 |
2.978 |
2.222 |
0.756 |
26.7% |
0.101 |
3.6% |
81% |
False |
False |
32,232 |
| 100 |
3.143 |
2.222 |
0.921 |
32.5% |
0.100 |
3.5% |
66% |
False |
False |
27,970 |
| 120 |
3.335 |
2.222 |
1.113 |
39.3% |
0.108 |
3.8% |
55% |
False |
False |
25,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.342 |
|
2.618 |
3.151 |
|
1.618 |
3.034 |
|
1.000 |
2.962 |
|
0.618 |
2.917 |
|
HIGH |
2.845 |
|
0.618 |
2.800 |
|
0.500 |
2.787 |
|
0.382 |
2.773 |
|
LOW |
2.728 |
|
0.618 |
2.656 |
|
1.000 |
2.611 |
|
1.618 |
2.539 |
|
2.618 |
2.422 |
|
4.250 |
2.231 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.818 |
2.831 |
| PP |
2.802 |
2.828 |
| S1 |
2.787 |
2.826 |
|