NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.006 |
2.928 |
-0.078 |
-2.6% |
2.771 |
| High |
3.020 |
3.020 |
0.000 |
0.0% |
2.958 |
| Low |
2.886 |
2.899 |
0.013 |
0.5% |
2.650 |
| Close |
2.921 |
2.929 |
0.008 |
0.3% |
2.883 |
| Range |
0.134 |
0.121 |
-0.013 |
-9.7% |
0.308 |
| ATR |
0.109 |
0.110 |
0.001 |
0.8% |
0.000 |
| Volume |
21,990 |
17,508 |
-4,482 |
-20.4% |
135,106 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.312 |
3.242 |
2.996 |
|
| R3 |
3.191 |
3.121 |
2.962 |
|
| R2 |
3.070 |
3.070 |
2.951 |
|
| R1 |
3.000 |
3.000 |
2.940 |
3.035 |
| PP |
2.949 |
2.949 |
2.949 |
2.967 |
| S1 |
2.879 |
2.879 |
2.918 |
2.914 |
| S2 |
2.828 |
2.828 |
2.907 |
|
| S3 |
2.707 |
2.758 |
2.896 |
|
| S4 |
2.586 |
2.637 |
2.862 |
|
|
| 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 |
12.6% |
0.154 |
5.3% |
75% |
True |
False |
23,344 |
| 10 |
3.020 |
2.650 |
0.370 |
12.6% |
0.115 |
3.9% |
75% |
True |
False |
23,392 |
| 20 |
3.141 |
2.650 |
0.491 |
16.8% |
0.103 |
3.5% |
57% |
False |
False |
19,231 |
| 40 |
3.190 |
2.634 |
0.556 |
19.0% |
0.101 |
3.4% |
53% |
False |
False |
17,243 |
| 60 |
3.190 |
2.566 |
0.624 |
21.3% |
0.085 |
2.9% |
58% |
False |
False |
14,449 |
| 80 |
3.190 |
2.566 |
0.624 |
21.3% |
0.082 |
2.8% |
58% |
False |
False |
12,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.534 |
|
2.618 |
3.337 |
|
1.618 |
3.216 |
|
1.000 |
3.141 |
|
0.618 |
3.095 |
|
HIGH |
3.020 |
|
0.618 |
2.974 |
|
0.500 |
2.960 |
|
0.382 |
2.945 |
|
LOW |
2.899 |
|
0.618 |
2.824 |
|
1.000 |
2.778 |
|
1.618 |
2.703 |
|
2.618 |
2.582 |
|
4.250 |
2.385 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.960 |
2.946 |
| PP |
2.949 |
2.940 |
| S1 |
2.939 |
2.935 |
|