NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.402 |
2.423 |
0.021 |
0.9% |
2.536 |
| High |
2.472 |
2.423 |
-0.049 |
-2.0% |
2.664 |
| Low |
2.362 |
2.379 |
0.017 |
0.7% |
2.434 |
| Close |
2.435 |
2.382 |
-0.053 |
-2.2% |
2.493 |
| Range |
0.110 |
0.044 |
-0.066 |
-60.0% |
0.230 |
| ATR |
0.109 |
0.105 |
-0.004 |
-3.5% |
0.000 |
| Volume |
42,325 |
54,213 |
11,888 |
28.1% |
189,361 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.527 |
2.498 |
2.406 |
|
| R3 |
2.483 |
2.454 |
2.394 |
|
| R2 |
2.439 |
2.439 |
2.390 |
|
| R1 |
2.410 |
2.410 |
2.386 |
2.403 |
| PP |
2.395 |
2.395 |
2.395 |
2.391 |
| S1 |
2.366 |
2.366 |
2.378 |
2.359 |
| S2 |
2.351 |
2.351 |
2.374 |
|
| S3 |
2.307 |
2.322 |
2.370 |
|
| S4 |
2.263 |
2.278 |
2.358 |
|
|
| 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 |
2.626 |
2.362 |
0.264 |
11.1% |
0.093 |
3.9% |
8% |
False |
False |
43,614 |
| 10 |
2.677 |
2.362 |
0.315 |
13.2% |
0.094 |
4.0% |
6% |
False |
False |
40,227 |
| 20 |
2.976 |
2.362 |
0.614 |
25.8% |
0.111 |
4.7% |
3% |
False |
False |
38,760 |
| 40 |
2.976 |
2.300 |
0.676 |
28.4% |
0.102 |
4.3% |
12% |
False |
False |
35,160 |
| 60 |
2.976 |
2.300 |
0.676 |
28.4% |
0.091 |
3.8% |
12% |
False |
False |
30,472 |
| 80 |
3.198 |
2.300 |
0.898 |
37.7% |
0.091 |
3.8% |
9% |
False |
False |
28,231 |
| 100 |
3.210 |
2.300 |
0.910 |
38.2% |
0.102 |
4.3% |
9% |
False |
False |
28,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.610 |
|
2.618 |
2.538 |
|
1.618 |
2.494 |
|
1.000 |
2.467 |
|
0.618 |
2.450 |
|
HIGH |
2.423 |
|
0.618 |
2.406 |
|
0.500 |
2.401 |
|
0.382 |
2.396 |
|
LOW |
2.379 |
|
0.618 |
2.352 |
|
1.000 |
2.335 |
|
1.618 |
2.308 |
|
2.618 |
2.264 |
|
4.250 |
2.192 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.401 |
2.417 |
| PP |
2.395 |
2.405 |
| S1 |
2.388 |
2.394 |
|