NYMEX Natural Gas Future December 2012
Trading Metrics calculated at close of trading on 19-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
3.173 |
3.279 |
0.106 |
3.3% |
3.101 |
High |
3.277 |
3.290 |
0.013 |
0.4% |
3.232 |
Low |
3.154 |
3.181 |
0.027 |
0.9% |
2.962 |
Close |
3.259 |
3.212 |
-0.047 |
-1.4% |
3.171 |
Range |
0.123 |
0.109 |
-0.014 |
-11.4% |
0.270 |
ATR |
0.099 |
0.100 |
0.001 |
0.7% |
0.000 |
Volume |
10,435 |
13,530 |
3,095 |
29.7% |
80,709 |
|
Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.555 |
3.492 |
3.272 |
|
R3 |
3.446 |
3.383 |
3.242 |
|
R2 |
3.337 |
3.337 |
3.232 |
|
R1 |
3.274 |
3.274 |
3.222 |
3.251 |
PP |
3.228 |
3.228 |
3.228 |
3.216 |
S1 |
3.165 |
3.165 |
3.202 |
3.142 |
S2 |
3.119 |
3.119 |
3.192 |
|
S3 |
3.010 |
3.056 |
3.182 |
|
S4 |
2.901 |
2.947 |
3.152 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.932 |
3.821 |
3.320 |
|
R3 |
3.662 |
3.551 |
3.245 |
|
R2 |
3.392 |
3.392 |
3.221 |
|
R1 |
3.281 |
3.281 |
3.196 |
3.337 |
PP |
3.122 |
3.122 |
3.122 |
3.149 |
S1 |
3.011 |
3.011 |
3.146 |
3.067 |
S2 |
2.852 |
2.852 |
3.122 |
|
S3 |
2.582 |
2.741 |
3.097 |
|
S4 |
2.312 |
2.471 |
3.023 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.290 |
2.962 |
0.328 |
10.2% |
0.123 |
3.8% |
76% |
True |
False |
15,156 |
10 |
3.290 |
2.962 |
0.328 |
10.2% |
0.102 |
3.2% |
76% |
True |
False |
13,912 |
20 |
3.433 |
2.962 |
0.471 |
14.7% |
0.096 |
3.0% |
53% |
False |
False |
12,710 |
40 |
3.479 |
2.955 |
0.524 |
16.3% |
0.094 |
2.9% |
49% |
False |
False |
11,648 |
60 |
3.479 |
2.909 |
0.570 |
17.7% |
0.081 |
2.5% |
53% |
False |
False |
10,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.753 |
2.618 |
3.575 |
1.618 |
3.466 |
1.000 |
3.399 |
0.618 |
3.357 |
HIGH |
3.290 |
0.618 |
3.248 |
0.500 |
3.236 |
0.382 |
3.223 |
LOW |
3.181 |
0.618 |
3.114 |
1.000 |
3.072 |
1.618 |
3.005 |
2.618 |
2.896 |
4.250 |
2.718 |
|
|
Fisher Pivots for day following 19-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
3.236 |
3.217 |
PP |
3.228 |
3.215 |
S1 |
3.220 |
3.214 |
|