NYMEX Natural Gas Future December 2012
Trading Metrics calculated at close of trading on 20-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
3.279 |
3.208 |
-0.071 |
-2.2% |
3.101 |
High |
3.290 |
3.308 |
0.018 |
0.5% |
3.232 |
Low |
3.181 |
3.193 |
0.012 |
0.4% |
2.962 |
Close |
3.212 |
3.224 |
0.012 |
0.4% |
3.171 |
Range |
0.109 |
0.115 |
0.006 |
5.5% |
0.270 |
ATR |
0.100 |
0.101 |
0.001 |
1.1% |
0.000 |
Volume |
13,530 |
11,440 |
-2,090 |
-15.4% |
80,709 |
|
Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.587 |
3.520 |
3.287 |
|
R3 |
3.472 |
3.405 |
3.256 |
|
R2 |
3.357 |
3.357 |
3.245 |
|
R1 |
3.290 |
3.290 |
3.235 |
3.324 |
PP |
3.242 |
3.242 |
3.242 |
3.258 |
S1 |
3.175 |
3.175 |
3.213 |
3.209 |
S2 |
3.127 |
3.127 |
3.203 |
|
S3 |
3.012 |
3.060 |
3.192 |
|
S4 |
2.897 |
2.945 |
3.161 |
|
|
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 |
3.308 |
2.962 |
0.346 |
10.7% |
0.136 |
4.2% |
76% |
True |
False |
14,107 |
10 |
3.308 |
2.962 |
0.346 |
10.7% |
0.107 |
3.3% |
76% |
True |
False |
14,429 |
20 |
3.405 |
2.962 |
0.443 |
13.7% |
0.097 |
3.0% |
59% |
False |
False |
12,703 |
40 |
3.479 |
2.962 |
0.517 |
16.0% |
0.096 |
3.0% |
51% |
False |
False |
11,665 |
60 |
3.479 |
2.909 |
0.570 |
17.7% |
0.082 |
2.5% |
55% |
False |
False |
10,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.797 |
2.618 |
3.609 |
1.618 |
3.494 |
1.000 |
3.423 |
0.618 |
3.379 |
HIGH |
3.308 |
0.618 |
3.264 |
0.500 |
3.251 |
0.382 |
3.237 |
LOW |
3.193 |
0.618 |
3.122 |
1.000 |
3.078 |
1.618 |
3.007 |
2.618 |
2.892 |
4.250 |
2.704 |
|
|
Fisher Pivots for day following 20-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
3.251 |
3.231 |
PP |
3.242 |
3.229 |
S1 |
3.233 |
3.226 |
|