NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.682 |
2.949 |
0.267 |
10.0% |
2.771 |
| High |
2.935 |
2.958 |
0.023 |
0.8% |
2.958 |
| Low |
2.650 |
2.862 |
0.212 |
8.0% |
2.650 |
| Close |
2.918 |
2.883 |
-0.035 |
-1.2% |
2.883 |
| Range |
0.285 |
0.096 |
-0.189 |
-66.3% |
0.308 |
| ATR |
0.106 |
0.105 |
-0.001 |
-0.7% |
0.000 |
| Volume |
20,353 |
39,699 |
19,346 |
95.1% |
135,106 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.189 |
3.132 |
2.936 |
|
| R3 |
3.093 |
3.036 |
2.909 |
|
| R2 |
2.997 |
2.997 |
2.901 |
|
| R1 |
2.940 |
2.940 |
2.892 |
2.921 |
| PP |
2.901 |
2.901 |
2.901 |
2.891 |
| S1 |
2.844 |
2.844 |
2.874 |
2.825 |
| S2 |
2.805 |
2.805 |
2.865 |
|
| S3 |
2.709 |
2.748 |
2.857 |
|
| S4 |
2.613 |
2.652 |
2.830 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.754 |
3.627 |
3.052 |
|
| R3 |
3.446 |
3.319 |
2.968 |
|
| R2 |
3.138 |
3.138 |
2.939 |
|
| R1 |
3.011 |
3.011 |
2.911 |
3.075 |
| PP |
2.830 |
2.830 |
2.830 |
2.862 |
| S1 |
2.703 |
2.703 |
2.855 |
2.767 |
| S2 |
2.522 |
2.522 |
2.827 |
|
| S3 |
2.214 |
2.395 |
2.798 |
|
| S4 |
1.906 |
2.087 |
2.714 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.958 |
2.650 |
0.308 |
10.7% |
0.112 |
3.9% |
76% |
True |
False |
27,021 |
| 10 |
2.958 |
2.650 |
0.308 |
10.7% |
0.100 |
3.5% |
76% |
True |
False |
21,464 |
| 20 |
3.190 |
2.650 |
0.540 |
18.7% |
0.101 |
3.5% |
43% |
False |
False |
19,021 |
| 40 |
3.190 |
2.566 |
0.624 |
21.6% |
0.095 |
3.3% |
51% |
False |
False |
16,673 |
| 60 |
3.190 |
2.566 |
0.624 |
21.6% |
0.082 |
2.8% |
51% |
False |
False |
13,671 |
| 80 |
3.361 |
2.566 |
0.795 |
27.6% |
0.081 |
2.8% |
40% |
False |
False |
11,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.366 |
|
2.618 |
3.209 |
|
1.618 |
3.113 |
|
1.000 |
3.054 |
|
0.618 |
3.017 |
|
HIGH |
2.958 |
|
0.618 |
2.921 |
|
0.500 |
2.910 |
|
0.382 |
2.899 |
|
LOW |
2.862 |
|
0.618 |
2.803 |
|
1.000 |
2.766 |
|
1.618 |
2.707 |
|
2.618 |
2.611 |
|
4.250 |
2.454 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.910 |
2.857 |
| PP |
2.901 |
2.830 |
| S1 |
2.892 |
2.804 |
|