NYMEX Natural Gas Future December 2012
Trading Metrics calculated at close of trading on 02-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
3.298 |
3.343 |
0.045 |
1.4% |
3.318 |
High |
3.365 |
3.384 |
0.019 |
0.6% |
3.461 |
Low |
3.275 |
3.300 |
0.025 |
0.8% |
3.240 |
Close |
3.355 |
3.362 |
0.007 |
0.2% |
3.355 |
Range |
0.090 |
0.084 |
-0.006 |
-6.7% |
0.221 |
ATR |
0.107 |
0.105 |
-0.002 |
-1.5% |
0.000 |
Volume |
25,565 |
21,556 |
-4,009 |
-15.7% |
83,969 |
|
Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.601 |
3.565 |
3.408 |
|
R3 |
3.517 |
3.481 |
3.385 |
|
R2 |
3.433 |
3.433 |
3.377 |
|
R1 |
3.397 |
3.397 |
3.370 |
3.415 |
PP |
3.349 |
3.349 |
3.349 |
3.358 |
S1 |
3.313 |
3.313 |
3.354 |
3.331 |
S2 |
3.265 |
3.265 |
3.347 |
|
S3 |
3.181 |
3.229 |
3.339 |
|
S4 |
3.097 |
3.145 |
3.316 |
|
|
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% |
0.116 |
3.5% |
55% |
False |
False |
19,191 |
10 |
3.461 |
3.181 |
0.280 |
8.3% |
0.111 |
3.3% |
65% |
False |
False |
17,323 |
20 |
3.461 |
2.962 |
0.499 |
14.8% |
0.105 |
3.1% |
80% |
False |
False |
15,364 |
40 |
3.479 |
2.962 |
0.517 |
15.4% |
0.100 |
3.0% |
77% |
False |
False |
13,409 |
60 |
3.479 |
2.909 |
0.570 |
17.0% |
0.088 |
2.6% |
79% |
False |
False |
12,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.741 |
2.618 |
3.604 |
1.618 |
3.520 |
1.000 |
3.468 |
0.618 |
3.436 |
HIGH |
3.384 |
0.618 |
3.352 |
0.500 |
3.342 |
0.382 |
3.332 |
LOW |
3.300 |
0.618 |
3.248 |
1.000 |
3.216 |
1.618 |
3.164 |
2.618 |
3.080 |
4.250 |
2.943 |
|
|
Fisher Pivots for day following 02-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
3.355 |
3.346 |
PP |
3.349 |
3.330 |
S1 |
3.342 |
3.314 |
|