NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 28-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.118 |
3.053 |
-0.065 |
-2.1% |
2.873 |
| High |
3.215 |
3.135 |
-0.080 |
-2.5% |
3.033 |
| Low |
3.042 |
2.973 |
-0.069 |
-2.3% |
2.872 |
| Close |
3.076 |
3.023 |
-0.053 |
-1.7% |
3.011 |
| Range |
0.173 |
0.162 |
-0.011 |
-6.4% |
0.161 |
| ATR |
0.112 |
0.116 |
0.004 |
3.2% |
0.000 |
| Volume |
20,369 |
32,988 |
12,619 |
62.0% |
110,841 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.530 |
3.438 |
3.112 |
|
| R3 |
3.368 |
3.276 |
3.068 |
|
| R2 |
3.206 |
3.206 |
3.053 |
|
| R1 |
3.114 |
3.114 |
3.038 |
3.079 |
| PP |
3.044 |
3.044 |
3.044 |
3.026 |
| S1 |
2.952 |
2.952 |
3.008 |
2.917 |
| S2 |
2.882 |
2.882 |
2.993 |
|
| S3 |
2.720 |
2.790 |
2.978 |
|
| S4 |
2.558 |
2.628 |
2.934 |
|
|
| 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 |
3.215 |
2.920 |
0.295 |
9.8% |
0.127 |
4.2% |
35% |
False |
False |
24,902 |
| 10 |
3.215 |
2.862 |
0.353 |
11.7% |
0.122 |
4.0% |
46% |
False |
False |
24,113 |
| 20 |
3.215 |
2.650 |
0.565 |
18.7% |
0.109 |
3.6% |
66% |
False |
False |
21,607 |
| 40 |
3.215 |
2.650 |
0.565 |
18.7% |
0.106 |
3.5% |
66% |
False |
False |
18,968 |
| 60 |
3.215 |
2.566 |
0.649 |
21.5% |
0.091 |
3.0% |
70% |
False |
False |
16,158 |
| 80 |
3.215 |
2.566 |
0.649 |
21.5% |
0.085 |
2.8% |
70% |
False |
False |
13,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.824 |
|
2.618 |
3.559 |
|
1.618 |
3.397 |
|
1.000 |
3.297 |
|
0.618 |
3.235 |
|
HIGH |
3.135 |
|
0.618 |
3.073 |
|
0.500 |
3.054 |
|
0.382 |
3.035 |
|
LOW |
2.973 |
|
0.618 |
2.873 |
|
1.000 |
2.811 |
|
1.618 |
2.711 |
|
2.618 |
2.549 |
|
4.250 |
2.285 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.054 |
3.094 |
| PP |
3.044 |
3.070 |
| S1 |
3.033 |
3.047 |
|