NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.697 |
2.715 |
0.018 |
0.7% |
2.784 |
| High |
2.766 |
2.715 |
-0.051 |
-1.8% |
2.903 |
| Low |
2.676 |
2.680 |
0.004 |
0.1% |
2.720 |
| Close |
2.734 |
2.683 |
-0.051 |
-1.9% |
2.793 |
| Range |
0.090 |
0.035 |
-0.055 |
-61.1% |
0.183 |
| ATR |
0.095 |
0.092 |
-0.003 |
-3.1% |
0.000 |
| Volume |
20,546 |
32,341 |
11,795 |
57.4% |
79,535 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.798 |
2.775 |
2.702 |
|
| R3 |
2.763 |
2.740 |
2.693 |
|
| R2 |
2.728 |
2.728 |
2.689 |
|
| R1 |
2.705 |
2.705 |
2.686 |
2.699 |
| PP |
2.693 |
2.693 |
2.693 |
2.690 |
| S1 |
2.670 |
2.670 |
2.680 |
2.664 |
| S2 |
2.658 |
2.658 |
2.677 |
|
| S3 |
2.623 |
2.635 |
2.673 |
|
| S4 |
2.588 |
2.600 |
2.664 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.354 |
3.257 |
2.894 |
|
| R3 |
3.171 |
3.074 |
2.843 |
|
| R2 |
2.988 |
2.988 |
2.827 |
|
| R1 |
2.891 |
2.891 |
2.810 |
2.940 |
| PP |
2.805 |
2.805 |
2.805 |
2.830 |
| S1 |
2.708 |
2.708 |
2.776 |
2.757 |
| S2 |
2.622 |
2.622 |
2.759 |
|
| S3 |
2.439 |
2.525 |
2.743 |
|
| S4 |
2.256 |
2.342 |
2.692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.861 |
2.676 |
0.185 |
6.9% |
0.076 |
2.8% |
4% |
False |
False |
23,441 |
| 10 |
2.910 |
2.676 |
0.234 |
8.7% |
0.081 |
3.0% |
3% |
False |
False |
18,851 |
| 20 |
3.190 |
2.676 |
0.514 |
19.2% |
0.095 |
3.6% |
1% |
False |
False |
17,325 |
| 40 |
3.190 |
2.566 |
0.624 |
23.3% |
0.088 |
3.3% |
19% |
False |
False |
15,546 |
| 60 |
3.190 |
2.566 |
0.624 |
23.3% |
0.078 |
2.9% |
19% |
False |
False |
12,822 |
| 80 |
3.361 |
2.566 |
0.795 |
29.6% |
0.079 |
2.9% |
15% |
False |
False |
11,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.864 |
|
2.618 |
2.807 |
|
1.618 |
2.772 |
|
1.000 |
2.750 |
|
0.618 |
2.737 |
|
HIGH |
2.715 |
|
0.618 |
2.702 |
|
0.500 |
2.698 |
|
0.382 |
2.693 |
|
LOW |
2.680 |
|
0.618 |
2.658 |
|
1.000 |
2.645 |
|
1.618 |
2.623 |
|
2.618 |
2.588 |
|
4.250 |
2.531 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.698 |
2.724 |
| PP |
2.693 |
2.710 |
| S1 |
2.688 |
2.697 |
|