NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.831 |
2.811 |
-0.020 |
-0.7% |
2.805 |
| High |
2.920 |
2.888 |
-0.032 |
-1.1% |
3.028 |
| Low |
2.735 |
2.778 |
0.043 |
1.6% |
2.735 |
| Close |
2.792 |
2.877 |
0.085 |
3.0% |
2.877 |
| Range |
0.185 |
0.110 |
-0.075 |
-40.5% |
0.293 |
| ATR |
0.133 |
0.131 |
-0.002 |
-1.2% |
0.000 |
| Volume |
76,313 |
65,470 |
-10,843 |
-14.2% |
258,894 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.178 |
3.137 |
2.938 |
|
| R3 |
3.068 |
3.027 |
2.907 |
|
| R2 |
2.958 |
2.958 |
2.897 |
|
| R1 |
2.917 |
2.917 |
2.887 |
2.938 |
| PP |
2.848 |
2.848 |
2.848 |
2.858 |
| S1 |
2.807 |
2.807 |
2.867 |
2.828 |
| S2 |
2.738 |
2.738 |
2.857 |
|
| S3 |
2.628 |
2.697 |
2.847 |
|
| S4 |
2.518 |
2.587 |
2.817 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.759 |
3.611 |
3.038 |
|
| R3 |
3.466 |
3.318 |
2.958 |
|
| R2 |
3.173 |
3.173 |
2.931 |
|
| R1 |
3.025 |
3.025 |
2.904 |
3.099 |
| PP |
2.880 |
2.880 |
2.880 |
2.917 |
| S1 |
2.732 |
2.732 |
2.850 |
2.806 |
| S2 |
2.587 |
2.587 |
2.823 |
|
| S3 |
2.294 |
2.439 |
2.796 |
|
| S4 |
2.001 |
2.146 |
2.716 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.028 |
2.735 |
0.293 |
10.2% |
0.141 |
4.9% |
48% |
False |
False |
51,778 |
| 10 |
3.028 |
2.633 |
0.395 |
13.7% |
0.141 |
4.9% |
62% |
False |
False |
51,354 |
| 20 |
3.028 |
2.357 |
0.671 |
23.3% |
0.130 |
4.5% |
77% |
False |
False |
48,053 |
| 40 |
3.028 |
2.357 |
0.671 |
23.3% |
0.122 |
4.2% |
77% |
False |
False |
42,160 |
| 60 |
3.028 |
2.300 |
0.728 |
25.3% |
0.107 |
3.7% |
79% |
False |
False |
37,149 |
| 80 |
3.028 |
2.300 |
0.728 |
25.3% |
0.099 |
3.5% |
79% |
False |
False |
32,976 |
| 100 |
3.198 |
2.300 |
0.898 |
31.2% |
0.100 |
3.5% |
64% |
False |
False |
31,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.356 |
|
2.618 |
3.176 |
|
1.618 |
3.066 |
|
1.000 |
2.998 |
|
0.618 |
2.956 |
|
HIGH |
2.888 |
|
0.618 |
2.846 |
|
0.500 |
2.833 |
|
0.382 |
2.820 |
|
LOW |
2.778 |
|
0.618 |
2.710 |
|
1.000 |
2.668 |
|
1.618 |
2.600 |
|
2.618 |
2.490 |
|
4.250 |
2.311 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.862 |
2.882 |
| PP |
2.848 |
2.880 |
| S1 |
2.833 |
2.879 |
|