NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.423 |
2.381 |
-0.042 |
-1.7% |
2.536 |
| High |
2.423 |
2.694 |
0.271 |
11.2% |
2.664 |
| Low |
2.379 |
2.357 |
-0.022 |
-0.9% |
2.434 |
| Close |
2.382 |
2.667 |
0.285 |
12.0% |
2.493 |
| Range |
0.044 |
0.337 |
0.293 |
665.9% |
0.230 |
| ATR |
0.105 |
0.121 |
0.017 |
15.8% |
0.000 |
| Volume |
54,213 |
39,117 |
-15,096 |
-27.8% |
189,361 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.584 |
3.462 |
2.852 |
|
| R3 |
3.247 |
3.125 |
2.760 |
|
| R2 |
2.910 |
2.910 |
2.729 |
|
| R1 |
2.788 |
2.788 |
2.698 |
2.849 |
| PP |
2.573 |
2.573 |
2.573 |
2.603 |
| S1 |
2.451 |
2.451 |
2.636 |
2.512 |
| S2 |
2.236 |
2.236 |
2.605 |
|
| S3 |
1.899 |
2.114 |
2.574 |
|
| S4 |
1.562 |
1.777 |
2.482 |
|
|
| 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 |
2.694 |
2.357 |
0.337 |
12.6% |
0.129 |
4.8% |
92% |
True |
True |
44,528 |
| 10 |
2.694 |
2.357 |
0.337 |
12.6% |
0.115 |
4.3% |
92% |
True |
True |
41,273 |
| 20 |
2.976 |
2.357 |
0.619 |
23.2% |
0.121 |
4.5% |
50% |
False |
True |
39,569 |
| 40 |
2.976 |
2.300 |
0.676 |
25.3% |
0.109 |
4.1% |
54% |
False |
False |
35,645 |
| 60 |
2.976 |
2.300 |
0.676 |
25.3% |
0.095 |
3.6% |
54% |
False |
False |
30,888 |
| 80 |
3.198 |
2.300 |
0.898 |
33.7% |
0.094 |
3.5% |
41% |
False |
False |
28,311 |
| 100 |
3.210 |
2.300 |
0.910 |
34.1% |
0.102 |
3.8% |
40% |
False |
False |
28,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.126 |
|
2.618 |
3.576 |
|
1.618 |
3.239 |
|
1.000 |
3.031 |
|
0.618 |
2.902 |
|
HIGH |
2.694 |
|
0.618 |
2.565 |
|
0.500 |
2.526 |
|
0.382 |
2.486 |
|
LOW |
2.357 |
|
0.618 |
2.149 |
|
1.000 |
2.020 |
|
1.618 |
1.812 |
|
2.618 |
1.475 |
|
4.250 |
0.925 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.620 |
2.620 |
| PP |
2.573 |
2.573 |
| S1 |
2.526 |
2.526 |
|