NYMEX Natural Gas Future December 2012
Trading Metrics calculated at close of trading on 21-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
3.208 |
3.229 |
0.021 |
0.7% |
3.101 |
High |
3.308 |
3.301 |
-0.007 |
-0.2% |
3.232 |
Low |
3.193 |
3.204 |
0.011 |
0.3% |
2.962 |
Close |
3.224 |
3.244 |
0.020 |
0.6% |
3.171 |
Range |
0.115 |
0.097 |
-0.018 |
-15.7% |
0.270 |
ATR |
0.101 |
0.101 |
0.000 |
-0.3% |
0.000 |
Volume |
11,440 |
19,142 |
7,702 |
67.3% |
80,709 |
|
Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.541 |
3.489 |
3.297 |
|
R3 |
3.444 |
3.392 |
3.271 |
|
R2 |
3.347 |
3.347 |
3.262 |
|
R1 |
3.295 |
3.295 |
3.253 |
3.321 |
PP |
3.250 |
3.250 |
3.250 |
3.263 |
S1 |
3.198 |
3.198 |
3.235 |
3.224 |
S2 |
3.153 |
3.153 |
3.226 |
|
S3 |
3.056 |
3.101 |
3.217 |
|
S4 |
2.959 |
3.004 |
3.191 |
|
|
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 |
3.143 |
0.165 |
5.1% |
0.107 |
3.3% |
61% |
False |
False |
15,975 |
10 |
3.308 |
2.962 |
0.346 |
10.7% |
0.105 |
3.2% |
82% |
False |
False |
15,440 |
20 |
3.398 |
2.962 |
0.436 |
13.4% |
0.098 |
3.0% |
65% |
False |
False |
13,105 |
40 |
3.479 |
2.962 |
0.517 |
15.9% |
0.096 |
3.0% |
55% |
False |
False |
11,936 |
60 |
3.479 |
2.909 |
0.570 |
17.6% |
0.083 |
2.5% |
59% |
False |
False |
10,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.713 |
2.618 |
3.555 |
1.618 |
3.458 |
1.000 |
3.398 |
0.618 |
3.361 |
HIGH |
3.301 |
0.618 |
3.264 |
0.500 |
3.253 |
0.382 |
3.241 |
LOW |
3.204 |
0.618 |
3.144 |
1.000 |
3.107 |
1.618 |
3.047 |
2.618 |
2.950 |
4.250 |
2.792 |
|
|
Fisher Pivots for day following 21-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
3.253 |
3.245 |
PP |
3.250 |
3.244 |
S1 |
3.247 |
3.244 |
|