NYMEX Natural Gas Future December 2012
Trading Metrics calculated at close of trading on 13-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
3.035 |
3.046 |
0.011 |
0.4% |
3.093 |
High |
3.086 |
3.046 |
-0.040 |
-1.3% |
3.193 |
Low |
3.003 |
2.998 |
-0.005 |
-0.2% |
3.045 |
Close |
3.057 |
3.006 |
-0.051 |
-1.7% |
3.116 |
Range |
0.083 |
0.048 |
-0.035 |
-42.2% |
0.148 |
ATR |
0.089 |
0.087 |
-0.002 |
-2.4% |
0.000 |
Volume |
17,805 |
16,684 |
-1,121 |
-6.3% |
56,542 |
|
Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.161 |
3.131 |
3.032 |
|
R3 |
3.113 |
3.083 |
3.019 |
|
R2 |
3.065 |
3.065 |
3.015 |
|
R1 |
3.035 |
3.035 |
3.010 |
3.026 |
PP |
3.017 |
3.017 |
3.017 |
3.012 |
S1 |
2.987 |
2.987 |
3.002 |
2.978 |
S2 |
2.969 |
2.969 |
2.997 |
|
S3 |
2.921 |
2.939 |
2.993 |
|
S4 |
2.873 |
2.891 |
2.980 |
|
|
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 |
3.180 |
2.998 |
0.182 |
6.1% |
0.077 |
2.6% |
4% |
False |
True |
14,751 |
10 |
3.213 |
2.998 |
0.215 |
7.2% |
0.081 |
2.7% |
4% |
False |
True |
13,057 |
20 |
3.479 |
2.998 |
0.481 |
16.0% |
0.089 |
3.0% |
2% |
False |
True |
12,346 |
40 |
3.479 |
2.909 |
0.570 |
19.0% |
0.084 |
2.8% |
17% |
False |
False |
10,994 |
60 |
3.479 |
2.909 |
0.570 |
19.0% |
0.077 |
2.6% |
17% |
False |
False |
9,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.250 |
2.618 |
3.172 |
1.618 |
3.124 |
1.000 |
3.094 |
0.618 |
3.076 |
HIGH |
3.046 |
0.618 |
3.028 |
0.500 |
3.022 |
0.382 |
3.016 |
LOW |
2.998 |
0.618 |
2.968 |
1.000 |
2.950 |
1.618 |
2.920 |
2.618 |
2.872 |
4.250 |
2.794 |
|
|
Fisher Pivots for day following 13-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
3.022 |
3.050 |
PP |
3.017 |
3.035 |
S1 |
3.011 |
3.021 |
|