NYMEX Natural Gas Future December 2012
Trading Metrics calculated at close of trading on 11-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
3.084 |
3.101 |
0.017 |
0.6% |
3.093 |
High |
3.131 |
3.102 |
-0.029 |
-0.9% |
3.193 |
Low |
3.045 |
3.045 |
0.000 |
0.0% |
3.045 |
Close |
3.116 |
3.056 |
-0.060 |
-1.9% |
3.116 |
Range |
0.086 |
0.057 |
-0.029 |
-33.7% |
0.148 |
ATR |
0.091 |
0.089 |
-0.001 |
-1.5% |
0.000 |
Volume |
19,150 |
11,087 |
-8,063 |
-42.1% |
56,542 |
|
Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.239 |
3.204 |
3.087 |
|
R3 |
3.182 |
3.147 |
3.072 |
|
R2 |
3.125 |
3.125 |
3.066 |
|
R1 |
3.090 |
3.090 |
3.061 |
3.079 |
PP |
3.068 |
3.068 |
3.068 |
3.062 |
S1 |
3.033 |
3.033 |
3.051 |
3.022 |
S2 |
3.011 |
3.011 |
3.046 |
|
S3 |
2.954 |
2.976 |
3.040 |
|
S4 |
2.897 |
2.919 |
3.025 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.562 |
3.487 |
3.197 |
|
R3 |
3.414 |
3.339 |
3.157 |
|
R2 |
3.266 |
3.266 |
3.143 |
|
R1 |
3.191 |
3.191 |
3.130 |
3.229 |
PP |
3.118 |
3.118 |
3.118 |
3.137 |
S1 |
3.043 |
3.043 |
3.102 |
3.081 |
S2 |
2.970 |
2.970 |
3.089 |
|
S3 |
2.822 |
2.895 |
3.075 |
|
S4 |
2.674 |
2.747 |
3.035 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.193 |
3.045 |
0.148 |
4.8% |
0.080 |
2.6% |
7% |
False |
True |
10,801 |
10 |
3.260 |
3.045 |
0.215 |
7.0% |
0.088 |
2.9% |
5% |
False |
True |
11,413 |
20 |
3.479 |
3.045 |
0.434 |
14.2% |
0.093 |
3.0% |
3% |
False |
True |
11,597 |
40 |
3.479 |
2.909 |
0.570 |
18.7% |
0.083 |
2.7% |
26% |
False |
False |
10,602 |
60 |
3.479 |
2.909 |
0.570 |
18.7% |
0.077 |
2.5% |
26% |
False |
False |
9,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.344 |
2.618 |
3.251 |
1.618 |
3.194 |
1.000 |
3.159 |
0.618 |
3.137 |
HIGH |
3.102 |
0.618 |
3.080 |
0.500 |
3.074 |
0.382 |
3.067 |
LOW |
3.045 |
0.618 |
3.010 |
1.000 |
2.988 |
1.618 |
2.953 |
2.618 |
2.896 |
4.250 |
2.803 |
|
|
Fisher Pivots for day following 11-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
3.074 |
3.113 |
PP |
3.068 |
3.094 |
S1 |
3.062 |
3.075 |
|