NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.811 |
2.855 |
0.044 |
1.6% |
2.805 |
| High |
2.888 |
2.906 |
0.018 |
0.6% |
3.028 |
| Low |
2.778 |
2.803 |
0.025 |
0.9% |
2.735 |
| Close |
2.877 |
2.877 |
0.000 |
0.0% |
2.877 |
| Range |
0.110 |
0.103 |
-0.007 |
-6.4% |
0.293 |
| ATR |
0.131 |
0.129 |
-0.002 |
-1.5% |
0.000 |
| Volume |
65,470 |
66,694 |
1,224 |
1.9% |
258,894 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.171 |
3.127 |
2.934 |
|
| R3 |
3.068 |
3.024 |
2.905 |
|
| R2 |
2.965 |
2.965 |
2.896 |
|
| R1 |
2.921 |
2.921 |
2.886 |
2.943 |
| PP |
2.862 |
2.862 |
2.862 |
2.873 |
| S1 |
2.818 |
2.818 |
2.868 |
2.840 |
| S2 |
2.759 |
2.759 |
2.858 |
|
| S3 |
2.656 |
2.715 |
2.849 |
|
| S4 |
2.553 |
2.612 |
2.820 |
|
|
| 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 |
58,263 |
| 10 |
3.028 |
2.649 |
0.379 |
13.2% |
0.136 |
4.7% |
60% |
False |
False |
53,634 |
| 20 |
3.028 |
2.357 |
0.671 |
23.3% |
0.130 |
4.5% |
77% |
False |
False |
49,105 |
| 40 |
3.028 |
2.357 |
0.671 |
23.3% |
0.122 |
4.2% |
77% |
False |
False |
43,078 |
| 60 |
3.028 |
2.300 |
0.728 |
25.3% |
0.107 |
3.7% |
79% |
False |
False |
38,026 |
| 80 |
3.028 |
2.300 |
0.728 |
25.3% |
0.100 |
3.5% |
79% |
False |
False |
33,509 |
| 100 |
3.198 |
2.300 |
0.898 |
31.2% |
0.100 |
3.5% |
64% |
False |
False |
31,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.344 |
|
2.618 |
3.176 |
|
1.618 |
3.073 |
|
1.000 |
3.009 |
|
0.618 |
2.970 |
|
HIGH |
2.906 |
|
0.618 |
2.867 |
|
0.500 |
2.855 |
|
0.382 |
2.842 |
|
LOW |
2.803 |
|
0.618 |
2.739 |
|
1.000 |
2.700 |
|
1.618 |
2.636 |
|
2.618 |
2.533 |
|
4.250 |
2.365 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.870 |
2.861 |
| PP |
2.862 |
2.844 |
| S1 |
2.855 |
2.828 |
|