NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 28-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.898 |
2.831 |
-0.067 |
-2.3% |
2.633 |
| High |
3.028 |
2.920 |
-0.108 |
-3.6% |
2.812 |
| Low |
2.827 |
2.735 |
-0.092 |
-3.3% |
2.633 |
| Close |
2.869 |
2.792 |
-0.077 |
-2.7% |
2.778 |
| Range |
0.201 |
0.185 |
-0.016 |
-8.0% |
0.179 |
| ATR |
0.129 |
0.133 |
0.004 |
3.1% |
0.000 |
| Volume |
39,779 |
76,313 |
36,534 |
91.8% |
254,652 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.371 |
3.266 |
2.894 |
|
| R3 |
3.186 |
3.081 |
2.843 |
|
| R2 |
3.001 |
3.001 |
2.826 |
|
| R1 |
2.896 |
2.896 |
2.809 |
2.856 |
| PP |
2.816 |
2.816 |
2.816 |
2.796 |
| S1 |
2.711 |
2.711 |
2.775 |
2.671 |
| S2 |
2.631 |
2.631 |
2.758 |
|
| S3 |
2.446 |
2.526 |
2.741 |
|
| S4 |
2.261 |
2.341 |
2.690 |
|
|
| 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 |
3.028 |
2.687 |
0.341 |
12.2% |
0.141 |
5.1% |
31% |
False |
False |
52,311 |
| 10 |
3.028 |
2.613 |
0.415 |
14.9% |
0.141 |
5.1% |
43% |
False |
False |
52,848 |
| 20 |
3.028 |
2.357 |
0.671 |
24.0% |
0.128 |
4.6% |
65% |
False |
False |
47,060 |
| 40 |
3.028 |
2.357 |
0.671 |
24.0% |
0.122 |
4.4% |
65% |
False |
False |
41,294 |
| 60 |
3.028 |
2.300 |
0.728 |
26.1% |
0.106 |
3.8% |
68% |
False |
False |
36,407 |
| 80 |
3.028 |
2.300 |
0.728 |
26.1% |
0.099 |
3.5% |
68% |
False |
False |
32,506 |
| 100 |
3.198 |
2.300 |
0.898 |
32.2% |
0.100 |
3.6% |
55% |
False |
False |
30,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.706 |
|
2.618 |
3.404 |
|
1.618 |
3.219 |
|
1.000 |
3.105 |
|
0.618 |
3.034 |
|
HIGH |
2.920 |
|
0.618 |
2.849 |
|
0.500 |
2.828 |
|
0.382 |
2.806 |
|
LOW |
2.735 |
|
0.618 |
2.621 |
|
1.000 |
2.550 |
|
1.618 |
2.436 |
|
2.618 |
2.251 |
|
4.250 |
1.949 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.828 |
2.882 |
| PP |
2.816 |
2.852 |
| S1 |
2.804 |
2.822 |
|