NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.702 |
2.683 |
-0.019 |
-0.7% |
2.465 |
| High |
2.812 |
2.780 |
-0.032 |
-1.1% |
2.720 |
| Low |
2.655 |
2.655 |
0.000 |
0.0% |
2.357 |
| Close |
2.673 |
2.728 |
0.055 |
2.1% |
2.635 |
| Range |
0.157 |
0.125 |
-0.032 |
-20.4% |
0.363 |
| ATR |
0.128 |
0.128 |
0.000 |
-0.2% |
0.000 |
| Volume |
45,532 |
48,065 |
2,533 |
5.6% |
258,167 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.096 |
3.037 |
2.797 |
|
| R3 |
2.971 |
2.912 |
2.762 |
|
| R2 |
2.846 |
2.846 |
2.751 |
|
| R1 |
2.787 |
2.787 |
2.739 |
2.817 |
| PP |
2.721 |
2.721 |
2.721 |
2.736 |
| S1 |
2.662 |
2.662 |
2.717 |
2.692 |
| S2 |
2.596 |
2.596 |
2.705 |
|
| S3 |
2.471 |
2.537 |
2.694 |
|
| S4 |
2.346 |
2.412 |
2.659 |
|
|
| 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 |
2.812 |
2.613 |
0.199 |
7.3% |
0.141 |
5.2% |
58% |
False |
False |
53,385 |
| 10 |
2.812 |
2.357 |
0.455 |
16.7% |
0.135 |
4.9% |
82% |
False |
False |
48,957 |
| 20 |
2.940 |
2.357 |
0.583 |
21.4% |
0.123 |
4.5% |
64% |
False |
False |
42,036 |
| 40 |
2.976 |
2.357 |
0.619 |
22.7% |
0.118 |
4.3% |
60% |
False |
False |
38,802 |
| 60 |
2.976 |
2.300 |
0.676 |
24.8% |
0.101 |
3.7% |
63% |
False |
False |
33,993 |
| 80 |
2.976 |
2.300 |
0.676 |
24.8% |
0.095 |
3.5% |
63% |
False |
False |
30,431 |
| 100 |
3.198 |
2.300 |
0.898 |
32.9% |
0.100 |
3.7% |
48% |
False |
False |
29,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.311 |
|
2.618 |
3.107 |
|
1.618 |
2.982 |
|
1.000 |
2.905 |
|
0.618 |
2.857 |
|
HIGH |
2.780 |
|
0.618 |
2.732 |
|
0.500 |
2.718 |
|
0.382 |
2.703 |
|
LOW |
2.655 |
|
0.618 |
2.578 |
|
1.000 |
2.530 |
|
1.618 |
2.453 |
|
2.618 |
2.328 |
|
4.250 |
2.124 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.725 |
2.731 |
| PP |
2.721 |
2.730 |
| S1 |
2.718 |
2.729 |
|