NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.633 |
2.793 |
0.160 |
6.1% |
2.465 |
| High |
2.788 |
2.810 |
0.022 |
0.8% |
2.720 |
| Low |
2.633 |
2.649 |
0.016 |
0.6% |
2.357 |
| Close |
2.775 |
2.686 |
-0.089 |
-3.2% |
2.635 |
| Range |
0.155 |
0.161 |
0.006 |
3.9% |
0.363 |
| ATR |
0.123 |
0.126 |
0.003 |
2.2% |
0.000 |
| Volume |
43,900 |
49,021 |
5,121 |
11.7% |
258,167 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.198 |
3.103 |
2.775 |
|
| R3 |
3.037 |
2.942 |
2.730 |
|
| R2 |
2.876 |
2.876 |
2.716 |
|
| R1 |
2.781 |
2.781 |
2.701 |
2.748 |
| PP |
2.715 |
2.715 |
2.715 |
2.699 |
| S1 |
2.620 |
2.620 |
2.671 |
2.587 |
| S2 |
2.554 |
2.554 |
2.656 |
|
| S3 |
2.393 |
2.459 |
2.642 |
|
| S4 |
2.232 |
2.298 |
2.597 |
|
|
| 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 |
2.810 |
2.357 |
0.453 |
16.9% |
0.161 |
6.0% |
73% |
True |
False |
53,332 |
| 10 |
2.810 |
2.357 |
0.453 |
16.9% |
0.131 |
4.9% |
73% |
True |
False |
46,118 |
| 20 |
2.940 |
2.357 |
0.583 |
21.7% |
0.120 |
4.5% |
56% |
False |
False |
40,961 |
| 40 |
2.976 |
2.357 |
0.619 |
23.0% |
0.115 |
4.3% |
53% |
False |
False |
38,294 |
| 60 |
2.976 |
2.300 |
0.676 |
25.2% |
0.098 |
3.7% |
57% |
False |
False |
32,909 |
| 80 |
3.104 |
2.300 |
0.804 |
29.9% |
0.095 |
3.5% |
48% |
False |
False |
29,747 |
| 100 |
3.210 |
2.300 |
0.910 |
33.9% |
0.101 |
3.8% |
42% |
False |
False |
28,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.494 |
|
2.618 |
3.231 |
|
1.618 |
3.070 |
|
1.000 |
2.971 |
|
0.618 |
2.909 |
|
HIGH |
2.810 |
|
0.618 |
2.748 |
|
0.500 |
2.730 |
|
0.382 |
2.711 |
|
LOW |
2.649 |
|
0.618 |
2.550 |
|
1.000 |
2.488 |
|
1.618 |
2.389 |
|
2.618 |
2.228 |
|
4.250 |
1.965 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.730 |
2.712 |
| PP |
2.715 |
2.703 |
| S1 |
2.701 |
2.695 |
|