NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.928 |
2.980 |
0.052 |
1.8% |
2.771 |
| High |
3.020 |
3.020 |
0.000 |
0.0% |
2.958 |
| Low |
2.899 |
2.920 |
0.021 |
0.7% |
2.650 |
| Close |
2.929 |
2.960 |
0.031 |
1.1% |
2.883 |
| Range |
0.121 |
0.100 |
-0.021 |
-17.4% |
0.308 |
| ATR |
0.110 |
0.109 |
-0.001 |
-0.6% |
0.000 |
| Volume |
17,508 |
20,257 |
2,749 |
15.7% |
135,106 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.267 |
3.213 |
3.015 |
|
| R3 |
3.167 |
3.113 |
2.988 |
|
| R2 |
3.067 |
3.067 |
2.978 |
|
| R1 |
3.013 |
3.013 |
2.969 |
2.990 |
| PP |
2.967 |
2.967 |
2.967 |
2.955 |
| S1 |
2.913 |
2.913 |
2.951 |
2.890 |
| S2 |
2.867 |
2.867 |
2.942 |
|
| S3 |
2.767 |
2.813 |
2.933 |
|
| S4 |
2.667 |
2.713 |
2.905 |
|
|
| 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 |
2.862 |
0.158 |
5.3% |
0.117 |
4.0% |
62% |
True |
False |
23,325 |
| 10 |
3.020 |
2.650 |
0.370 |
12.5% |
0.114 |
3.8% |
84% |
True |
False |
23,941 |
| 20 |
3.131 |
2.650 |
0.481 |
16.3% |
0.104 |
3.5% |
64% |
False |
False |
19,478 |
| 40 |
3.190 |
2.650 |
0.540 |
18.2% |
0.101 |
3.4% |
57% |
False |
False |
17,526 |
| 60 |
3.190 |
2.566 |
0.624 |
21.1% |
0.086 |
2.9% |
63% |
False |
False |
14,728 |
| 80 |
3.190 |
2.566 |
0.624 |
21.1% |
0.082 |
2.8% |
63% |
False |
False |
12,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.445 |
|
2.618 |
3.282 |
|
1.618 |
3.182 |
|
1.000 |
3.120 |
|
0.618 |
3.082 |
|
HIGH |
3.020 |
|
0.618 |
2.982 |
|
0.500 |
2.970 |
|
0.382 |
2.958 |
|
LOW |
2.920 |
|
0.618 |
2.858 |
|
1.000 |
2.820 |
|
1.618 |
2.758 |
|
2.618 |
2.658 |
|
4.250 |
2.495 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.970 |
2.958 |
| PP |
2.967 |
2.955 |
| S1 |
2.963 |
2.953 |
|