NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.381 |
2.701 |
0.320 |
13.4% |
2.465 |
| High |
2.694 |
2.720 |
0.026 |
1.0% |
2.720 |
| Low |
2.357 |
2.613 |
0.256 |
10.9% |
2.357 |
| Close |
2.667 |
2.635 |
-0.032 |
-1.2% |
2.635 |
| Range |
0.337 |
0.107 |
-0.230 |
-68.2% |
0.363 |
| ATR |
0.121 |
0.120 |
-0.001 |
-0.8% |
0.000 |
| Volume |
39,117 |
80,411 |
41,294 |
105.6% |
258,167 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.977 |
2.913 |
2.694 |
|
| R3 |
2.870 |
2.806 |
2.664 |
|
| R2 |
2.763 |
2.763 |
2.655 |
|
| R1 |
2.699 |
2.699 |
2.645 |
2.678 |
| PP |
2.656 |
2.656 |
2.656 |
2.645 |
| S1 |
2.592 |
2.592 |
2.625 |
2.571 |
| S2 |
2.549 |
2.549 |
2.615 |
|
| S3 |
2.442 |
2.485 |
2.606 |
|
| S4 |
2.335 |
2.378 |
2.576 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.660 |
3.510 |
2.835 |
|
| R3 |
3.297 |
3.147 |
2.735 |
|
| R2 |
2.934 |
2.934 |
2.702 |
|
| R1 |
2.784 |
2.784 |
2.668 |
2.859 |
| PP |
2.571 |
2.571 |
2.571 |
2.608 |
| S1 |
2.421 |
2.421 |
2.602 |
2.496 |
| S2 |
2.208 |
2.208 |
2.568 |
|
| S3 |
1.845 |
2.058 |
2.535 |
|
| S4 |
1.482 |
1.695 |
2.435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.720 |
2.357 |
0.363 |
13.8% |
0.134 |
5.1% |
77% |
True |
False |
51,633 |
| 10 |
2.720 |
2.357 |
0.363 |
13.8% |
0.118 |
4.5% |
77% |
True |
False |
44,752 |
| 20 |
2.976 |
2.357 |
0.619 |
23.5% |
0.118 |
4.5% |
45% |
False |
False |
41,628 |
| 40 |
2.976 |
2.300 |
0.676 |
25.7% |
0.110 |
4.2% |
50% |
False |
False |
36,993 |
| 60 |
2.976 |
2.300 |
0.676 |
25.7% |
0.096 |
3.6% |
50% |
False |
False |
31,922 |
| 80 |
3.198 |
2.300 |
0.898 |
34.1% |
0.094 |
3.6% |
37% |
False |
False |
29,106 |
| 100 |
3.210 |
2.300 |
0.910 |
34.5% |
0.101 |
3.8% |
37% |
False |
False |
28,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.175 |
|
2.618 |
3.000 |
|
1.618 |
2.893 |
|
1.000 |
2.827 |
|
0.618 |
2.786 |
|
HIGH |
2.720 |
|
0.618 |
2.679 |
|
0.500 |
2.667 |
|
0.382 |
2.654 |
|
LOW |
2.613 |
|
0.618 |
2.547 |
|
1.000 |
2.506 |
|
1.618 |
2.440 |
|
2.618 |
2.333 |
|
4.250 |
2.158 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.667 |
2.603 |
| PP |
2.656 |
2.571 |
| S1 |
2.646 |
2.539 |
|