NYMEX Natural Gas Future December 2012
Trading Metrics calculated at close of trading on 25-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
3.265 |
3.318 |
0.053 |
1.6% |
3.173 |
High |
3.303 |
3.366 |
0.063 |
1.9% |
3.308 |
Low |
3.198 |
3.264 |
0.066 |
2.1% |
3.154 |
Close |
3.288 |
3.303 |
0.015 |
0.5% |
3.288 |
Range |
0.105 |
0.102 |
-0.003 |
-2.9% |
0.154 |
ATR |
0.101 |
0.101 |
0.000 |
0.1% |
0.000 |
Volume |
23,598 |
9,567 |
-14,031 |
-59.5% |
78,145 |
|
Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.617 |
3.562 |
3.359 |
|
R3 |
3.515 |
3.460 |
3.331 |
|
R2 |
3.413 |
3.413 |
3.322 |
|
R1 |
3.358 |
3.358 |
3.312 |
3.335 |
PP |
3.311 |
3.311 |
3.311 |
3.299 |
S1 |
3.256 |
3.256 |
3.294 |
3.233 |
S2 |
3.209 |
3.209 |
3.284 |
|
S3 |
3.107 |
3.154 |
3.275 |
|
S4 |
3.005 |
3.052 |
3.247 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.712 |
3.654 |
3.373 |
|
R3 |
3.558 |
3.500 |
3.330 |
|
R2 |
3.404 |
3.404 |
3.316 |
|
R1 |
3.346 |
3.346 |
3.302 |
3.375 |
PP |
3.250 |
3.250 |
3.250 |
3.265 |
S1 |
3.192 |
3.192 |
3.274 |
3.221 |
S2 |
3.096 |
3.096 |
3.260 |
|
S3 |
2.942 |
3.038 |
3.246 |
|
S4 |
2.788 |
2.884 |
3.203 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.366 |
3.181 |
0.185 |
5.6% |
0.106 |
3.2% |
66% |
True |
False |
15,455 |
10 |
3.366 |
2.962 |
0.404 |
12.2% |
0.112 |
3.4% |
84% |
True |
False |
15,733 |
20 |
3.366 |
2.962 |
0.404 |
12.2% |
0.100 |
3.0% |
84% |
True |
False |
13,573 |
40 |
3.479 |
2.962 |
0.517 |
15.7% |
0.097 |
2.9% |
66% |
False |
False |
12,084 |
60 |
3.479 |
2.909 |
0.570 |
17.3% |
0.084 |
2.5% |
69% |
False |
False |
11,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.800 |
2.618 |
3.633 |
1.618 |
3.531 |
1.000 |
3.468 |
0.618 |
3.429 |
HIGH |
3.366 |
0.618 |
3.327 |
0.500 |
3.315 |
0.382 |
3.303 |
LOW |
3.264 |
0.618 |
3.201 |
1.000 |
3.162 |
1.618 |
3.099 |
2.618 |
2.997 |
4.250 |
2.831 |
|
|
Fisher Pivots for day following 25-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
3.315 |
3.296 |
PP |
3.311 |
3.289 |
S1 |
3.307 |
3.282 |
|