NYMEX Natural Gas Future December 2012
Trading Metrics calculated at close of trading on 29-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
3.365 |
3.298 |
-0.067 |
-2.0% |
3.318 |
High |
3.388 |
3.365 |
-0.023 |
-0.7% |
3.461 |
Low |
3.240 |
3.275 |
0.035 |
1.1% |
3.240 |
Close |
3.288 |
3.355 |
0.067 |
2.0% |
3.355 |
Range |
0.148 |
0.090 |
-0.058 |
-39.2% |
0.221 |
ATR |
0.108 |
0.107 |
-0.001 |
-1.2% |
0.000 |
Volume |
23,469 |
25,565 |
2,096 |
8.9% |
83,969 |
|
Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.602 |
3.568 |
3.405 |
|
R3 |
3.512 |
3.478 |
3.380 |
|
R2 |
3.422 |
3.422 |
3.372 |
|
R1 |
3.388 |
3.388 |
3.363 |
3.405 |
PP |
3.332 |
3.332 |
3.332 |
3.340 |
S1 |
3.298 |
3.298 |
3.347 |
3.315 |
S2 |
3.242 |
3.242 |
3.339 |
|
S3 |
3.152 |
3.208 |
3.330 |
|
S4 |
3.062 |
3.118 |
3.306 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.015 |
3.906 |
3.477 |
|
R3 |
3.794 |
3.685 |
3.416 |
|
R2 |
3.573 |
3.573 |
3.396 |
|
R1 |
3.464 |
3.464 |
3.375 |
3.519 |
PP |
3.352 |
3.352 |
3.352 |
3.379 |
S1 |
3.243 |
3.243 |
3.335 |
3.298 |
S2 |
3.131 |
3.131 |
3.314 |
|
S3 |
2.910 |
3.022 |
3.294 |
|
S4 |
2.689 |
2.801 |
3.233 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.461 |
3.240 |
0.221 |
6.6% |
0.120 |
3.6% |
52% |
False |
False |
16,793 |
10 |
3.461 |
3.154 |
0.307 |
9.2% |
0.115 |
3.4% |
65% |
False |
False |
16,211 |
20 |
3.461 |
2.962 |
0.499 |
14.9% |
0.105 |
3.1% |
79% |
False |
False |
14,968 |
40 |
3.479 |
2.962 |
0.517 |
15.4% |
0.100 |
3.0% |
76% |
False |
False |
13,078 |
60 |
3.479 |
2.909 |
0.570 |
17.0% |
0.088 |
2.6% |
78% |
False |
False |
11,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.748 |
2.618 |
3.601 |
1.618 |
3.511 |
1.000 |
3.455 |
0.618 |
3.421 |
HIGH |
3.365 |
0.618 |
3.331 |
0.500 |
3.320 |
0.382 |
3.309 |
LOW |
3.275 |
0.618 |
3.219 |
1.000 |
3.185 |
1.618 |
3.129 |
2.618 |
3.039 |
4.250 |
2.893 |
|
|
Fisher Pivots for day following 29-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
3.343 |
3.354 |
PP |
3.332 |
3.352 |
S1 |
3.320 |
3.351 |
|