NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.465 |
2.402 |
-0.063 |
-2.6% |
2.536 |
| High |
2.469 |
2.472 |
0.003 |
0.1% |
2.664 |
| Low |
2.397 |
2.362 |
-0.035 |
-1.5% |
2.434 |
| Close |
2.413 |
2.435 |
0.022 |
0.9% |
2.493 |
| Range |
0.072 |
0.110 |
0.038 |
52.8% |
0.230 |
| ATR |
0.108 |
0.109 |
0.000 |
0.1% |
0.000 |
| Volume |
42,101 |
42,325 |
224 |
0.5% |
189,361 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.753 |
2.704 |
2.496 |
|
| R3 |
2.643 |
2.594 |
2.465 |
|
| R2 |
2.533 |
2.533 |
2.455 |
|
| R1 |
2.484 |
2.484 |
2.445 |
2.509 |
| PP |
2.423 |
2.423 |
2.423 |
2.435 |
| S1 |
2.374 |
2.374 |
2.425 |
2.399 |
| S2 |
2.313 |
2.313 |
2.415 |
|
| S3 |
2.203 |
2.264 |
2.405 |
|
| S4 |
2.093 |
2.154 |
2.375 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.220 |
3.087 |
2.620 |
|
| R3 |
2.990 |
2.857 |
2.556 |
|
| R2 |
2.760 |
2.760 |
2.535 |
|
| R1 |
2.627 |
2.627 |
2.514 |
2.579 |
| PP |
2.530 |
2.530 |
2.530 |
2.506 |
| S1 |
2.397 |
2.397 |
2.472 |
2.349 |
| S2 |
2.300 |
2.300 |
2.451 |
|
| S3 |
2.070 |
2.167 |
2.430 |
|
| S4 |
1.840 |
1.937 |
2.367 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.664 |
2.362 |
0.302 |
12.4% |
0.100 |
4.1% |
24% |
False |
True |
38,905 |
| 10 |
2.677 |
2.362 |
0.315 |
12.9% |
0.101 |
4.1% |
23% |
False |
True |
37,696 |
| 20 |
2.976 |
2.362 |
0.614 |
25.2% |
0.115 |
4.7% |
12% |
False |
True |
37,124 |
| 40 |
2.976 |
2.300 |
0.676 |
27.8% |
0.102 |
4.2% |
20% |
False |
False |
34,308 |
| 60 |
2.976 |
2.300 |
0.676 |
27.8% |
0.091 |
3.8% |
20% |
False |
False |
29,809 |
| 80 |
3.198 |
2.300 |
0.898 |
36.9% |
0.092 |
3.8% |
15% |
False |
False |
27,994 |
| 100 |
3.210 |
2.300 |
0.910 |
37.4% |
0.102 |
4.2% |
15% |
False |
False |
27,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.940 |
|
2.618 |
2.760 |
|
1.618 |
2.650 |
|
1.000 |
2.582 |
|
0.618 |
2.540 |
|
HIGH |
2.472 |
|
0.618 |
2.430 |
|
0.500 |
2.417 |
|
0.382 |
2.404 |
|
LOW |
2.362 |
|
0.618 |
2.294 |
|
1.000 |
2.252 |
|
1.618 |
2.184 |
|
2.618 |
2.074 |
|
4.250 |
1.895 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.429 |
2.439 |
| PP |
2.423 |
2.437 |
| S1 |
2.417 |
2.436 |
|