NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.701 |
2.633 |
-0.068 |
-2.5% |
2.465 |
| High |
2.720 |
2.788 |
0.068 |
2.5% |
2.720 |
| Low |
2.613 |
2.633 |
0.020 |
0.8% |
2.357 |
| Close |
2.635 |
2.775 |
0.140 |
5.3% |
2.635 |
| Range |
0.107 |
0.155 |
0.048 |
44.9% |
0.363 |
| ATR |
0.120 |
0.123 |
0.002 |
2.1% |
0.000 |
| Volume |
80,411 |
43,900 |
-36,511 |
-45.4% |
258,167 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.197 |
3.141 |
2.860 |
|
| R3 |
3.042 |
2.986 |
2.818 |
|
| R2 |
2.887 |
2.887 |
2.803 |
|
| R1 |
2.831 |
2.831 |
2.789 |
2.859 |
| PP |
2.732 |
2.732 |
2.732 |
2.746 |
| S1 |
2.676 |
2.676 |
2.761 |
2.704 |
| S2 |
2.577 |
2.577 |
2.747 |
|
| S3 |
2.422 |
2.521 |
2.732 |
|
| S4 |
2.267 |
2.366 |
2.690 |
|
|
| 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 |
2.788 |
2.357 |
0.431 |
15.5% |
0.151 |
5.4% |
97% |
True |
False |
51,993 |
| 10 |
2.788 |
2.357 |
0.431 |
15.5% |
0.123 |
4.4% |
97% |
True |
False |
44,577 |
| 20 |
2.955 |
2.357 |
0.598 |
21.5% |
0.119 |
4.3% |
70% |
False |
False |
42,061 |
| 40 |
2.976 |
2.314 |
0.662 |
23.9% |
0.113 |
4.1% |
70% |
False |
False |
37,549 |
| 60 |
2.976 |
2.300 |
0.676 |
24.4% |
0.096 |
3.5% |
70% |
False |
False |
32,415 |
| 80 |
3.155 |
2.300 |
0.855 |
30.8% |
0.094 |
3.4% |
56% |
False |
False |
29,448 |
| 100 |
3.210 |
2.300 |
0.910 |
32.8% |
0.102 |
3.7% |
52% |
False |
False |
28,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.447 |
|
2.618 |
3.194 |
|
1.618 |
3.039 |
|
1.000 |
2.943 |
|
0.618 |
2.884 |
|
HIGH |
2.788 |
|
0.618 |
2.729 |
|
0.500 |
2.711 |
|
0.382 |
2.692 |
|
LOW |
2.633 |
|
0.618 |
2.537 |
|
1.000 |
2.478 |
|
1.618 |
2.382 |
|
2.618 |
2.227 |
|
4.250 |
1.974 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.754 |
2.708 |
| PP |
2.732 |
2.640 |
| S1 |
2.711 |
2.573 |
|