NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.683 |
2.760 |
0.077 |
2.9% |
2.633 |
| High |
2.780 |
2.800 |
0.020 |
0.7% |
2.812 |
| Low |
2.655 |
2.687 |
0.032 |
1.2% |
2.633 |
| Close |
2.728 |
2.778 |
0.050 |
1.8% |
2.778 |
| Range |
0.125 |
0.113 |
-0.012 |
-9.6% |
0.179 |
| ATR |
0.128 |
0.127 |
-0.001 |
-0.8% |
0.000 |
| Volume |
48,065 |
68,134 |
20,069 |
41.8% |
254,652 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.094 |
3.049 |
2.840 |
|
| R3 |
2.981 |
2.936 |
2.809 |
|
| R2 |
2.868 |
2.868 |
2.799 |
|
| R1 |
2.823 |
2.823 |
2.788 |
2.846 |
| PP |
2.755 |
2.755 |
2.755 |
2.766 |
| S1 |
2.710 |
2.710 |
2.768 |
2.733 |
| S2 |
2.642 |
2.642 |
2.757 |
|
| S3 |
2.529 |
2.597 |
2.747 |
|
| S4 |
2.416 |
2.484 |
2.716 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.278 |
3.207 |
2.876 |
|
| R3 |
3.099 |
3.028 |
2.827 |
|
| R2 |
2.920 |
2.920 |
2.811 |
|
| R1 |
2.849 |
2.849 |
2.794 |
2.885 |
| PP |
2.741 |
2.741 |
2.741 |
2.759 |
| S1 |
2.670 |
2.670 |
2.762 |
2.706 |
| S2 |
2.562 |
2.562 |
2.745 |
|
| S3 |
2.383 |
2.491 |
2.729 |
|
| S4 |
2.204 |
2.312 |
2.680 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.812 |
2.633 |
0.179 |
6.4% |
0.142 |
5.1% |
81% |
False |
False |
50,930 |
| 10 |
2.812 |
2.357 |
0.455 |
16.4% |
0.138 |
5.0% |
93% |
False |
False |
51,281 |
| 20 |
2.860 |
2.357 |
0.503 |
18.1% |
0.123 |
4.4% |
84% |
False |
False |
43,582 |
| 40 |
2.976 |
2.357 |
0.619 |
22.3% |
0.117 |
4.2% |
68% |
False |
False |
39,664 |
| 60 |
2.976 |
2.300 |
0.676 |
24.3% |
0.102 |
3.7% |
71% |
False |
False |
34,730 |
| 80 |
2.976 |
2.300 |
0.676 |
24.3% |
0.095 |
3.4% |
71% |
False |
False |
31,096 |
| 100 |
3.198 |
2.300 |
0.898 |
32.3% |
0.100 |
3.6% |
53% |
False |
False |
29,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.280 |
|
2.618 |
3.096 |
|
1.618 |
2.983 |
|
1.000 |
2.913 |
|
0.618 |
2.870 |
|
HIGH |
2.800 |
|
0.618 |
2.757 |
|
0.500 |
2.744 |
|
0.382 |
2.730 |
|
LOW |
2.687 |
|
0.618 |
2.617 |
|
1.000 |
2.574 |
|
1.618 |
2.504 |
|
2.618 |
2.391 |
|
4.250 |
2.207 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.767 |
2.763 |
| PP |
2.755 |
2.748 |
| S1 |
2.744 |
2.734 |
|