NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2.980 |
2.986 |
0.006 |
0.2% |
2.873 |
| High |
3.020 |
3.033 |
0.013 |
0.4% |
3.033 |
| Low |
2.920 |
2.920 |
0.000 |
0.0% |
2.872 |
| Close |
2.960 |
3.011 |
0.051 |
1.7% |
3.011 |
| Range |
0.100 |
0.113 |
0.013 |
13.0% |
0.161 |
| ATR |
0.109 |
0.110 |
0.000 |
0.2% |
0.000 |
| Volume |
20,257 |
33,915 |
13,658 |
67.4% |
110,841 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.327 |
3.282 |
3.073 |
|
| R3 |
3.214 |
3.169 |
3.042 |
|
| R2 |
3.101 |
3.101 |
3.032 |
|
| R1 |
3.056 |
3.056 |
3.021 |
3.079 |
| PP |
2.988 |
2.988 |
2.988 |
2.999 |
| S1 |
2.943 |
2.943 |
3.001 |
2.966 |
| S2 |
2.875 |
2.875 |
2.990 |
|
| S3 |
2.762 |
2.830 |
2.980 |
|
| S4 |
2.649 |
2.717 |
2.949 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.455 |
3.394 |
3.100 |
|
| R3 |
3.294 |
3.233 |
3.055 |
|
| R2 |
3.133 |
3.133 |
3.041 |
|
| R1 |
3.072 |
3.072 |
3.026 |
3.103 |
| PP |
2.972 |
2.972 |
2.972 |
2.987 |
| S1 |
2.911 |
2.911 |
2.996 |
2.942 |
| S2 |
2.811 |
2.811 |
2.981 |
|
| S3 |
2.650 |
2.750 |
2.967 |
|
| S4 |
2.489 |
2.589 |
2.922 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.033 |
2.872 |
0.161 |
5.3% |
0.121 |
4.0% |
86% |
True |
False |
22,168 |
| 10 |
3.033 |
2.650 |
0.383 |
12.7% |
0.117 |
3.9% |
94% |
True |
False |
24,594 |
| 20 |
3.053 |
2.650 |
0.403 |
13.4% |
0.105 |
3.5% |
90% |
False |
False |
20,265 |
| 40 |
3.190 |
2.650 |
0.540 |
17.9% |
0.101 |
3.3% |
67% |
False |
False |
18,118 |
| 60 |
3.190 |
2.566 |
0.624 |
20.7% |
0.087 |
2.9% |
71% |
False |
False |
15,207 |
| 80 |
3.190 |
2.566 |
0.624 |
20.7% |
0.082 |
2.7% |
71% |
False |
False |
12,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.513 |
|
2.618 |
3.329 |
|
1.618 |
3.216 |
|
1.000 |
3.146 |
|
0.618 |
3.103 |
|
HIGH |
3.033 |
|
0.618 |
2.990 |
|
0.500 |
2.977 |
|
0.382 |
2.963 |
|
LOW |
2.920 |
|
0.618 |
2.850 |
|
1.000 |
2.807 |
|
1.618 |
2.737 |
|
2.618 |
2.624 |
|
4.250 |
2.440 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.000 |
2.996 |
| PP |
2.988 |
2.981 |
| S1 |
2.977 |
2.966 |
|