NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.873 |
3.006 |
0.133 |
4.6% |
2.771 |
| High |
3.007 |
3.020 |
0.013 |
0.4% |
2.958 |
| Low |
2.872 |
2.886 |
0.014 |
0.5% |
2.650 |
| Close |
2.989 |
2.921 |
-0.068 |
-2.3% |
2.883 |
| Range |
0.135 |
0.134 |
-0.001 |
-0.7% |
0.308 |
| ATR |
0.107 |
0.109 |
0.002 |
1.8% |
0.000 |
| Volume |
17,171 |
21,990 |
4,819 |
28.1% |
135,106 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.344 |
3.267 |
2.995 |
|
| R3 |
3.210 |
3.133 |
2.958 |
|
| R2 |
3.076 |
3.076 |
2.946 |
|
| R1 |
2.999 |
2.999 |
2.933 |
2.971 |
| PP |
2.942 |
2.942 |
2.942 |
2.928 |
| S1 |
2.865 |
2.865 |
2.909 |
2.837 |
| S2 |
2.808 |
2.808 |
2.896 |
|
| S3 |
2.674 |
2.731 |
2.884 |
|
| S4 |
2.540 |
2.597 |
2.847 |
|
|
| 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 |
3.020 |
2.650 |
0.370 |
12.7% |
0.137 |
4.7% |
73% |
True |
False |
26,310 |
| 10 |
3.020 |
2.650 |
0.370 |
12.7% |
0.110 |
3.8% |
73% |
True |
False |
22,665 |
| 20 |
3.152 |
2.650 |
0.502 |
17.2% |
0.103 |
3.5% |
54% |
False |
False |
19,043 |
| 40 |
3.190 |
2.622 |
0.568 |
19.4% |
0.099 |
3.4% |
53% |
False |
False |
17,150 |
| 60 |
3.190 |
2.566 |
0.624 |
21.4% |
0.085 |
2.9% |
57% |
False |
False |
14,210 |
| 80 |
3.270 |
2.566 |
0.704 |
24.1% |
0.082 |
2.8% |
50% |
False |
False |
12,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.590 |
|
2.618 |
3.371 |
|
1.618 |
3.237 |
|
1.000 |
3.154 |
|
0.618 |
3.103 |
|
HIGH |
3.020 |
|
0.618 |
2.969 |
|
0.500 |
2.953 |
|
0.382 |
2.937 |
|
LOW |
2.886 |
|
0.618 |
2.803 |
|
1.000 |
2.752 |
|
1.618 |
2.669 |
|
2.618 |
2.535 |
|
4.250 |
2.317 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.953 |
2.941 |
| PP |
2.942 |
2.934 |
| S1 |
2.932 |
2.928 |
|