NYMEX Natural Gas Future December 2012
Trading Metrics calculated at close of trading on 03-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
3.343 |
3.371 |
0.028 |
0.8% |
3.318 |
High |
3.384 |
3.431 |
0.047 |
1.4% |
3.461 |
Low |
3.300 |
3.342 |
0.042 |
1.3% |
3.240 |
Close |
3.362 |
3.429 |
0.067 |
2.0% |
3.355 |
Range |
0.084 |
0.089 |
0.005 |
6.0% |
0.221 |
ATR |
0.105 |
0.104 |
-0.001 |
-1.1% |
0.000 |
Volume |
21,556 |
11,999 |
-9,557 |
-44.3% |
83,969 |
|
Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.668 |
3.637 |
3.478 |
|
R3 |
3.579 |
3.548 |
3.453 |
|
R2 |
3.490 |
3.490 |
3.445 |
|
R1 |
3.459 |
3.459 |
3.437 |
3.475 |
PP |
3.401 |
3.401 |
3.401 |
3.408 |
S1 |
3.370 |
3.370 |
3.421 |
3.386 |
S2 |
3.312 |
3.312 |
3.413 |
|
S3 |
3.223 |
3.281 |
3.405 |
|
S4 |
3.134 |
3.192 |
3.380 |
|
|
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 |
6.4% |
0.114 |
3.3% |
86% |
False |
False |
18,459 |
10 |
3.461 |
3.193 |
0.268 |
7.8% |
0.109 |
3.2% |
88% |
False |
False |
17,170 |
20 |
3.461 |
2.962 |
0.499 |
14.6% |
0.106 |
3.1% |
94% |
False |
False |
15,541 |
40 |
3.479 |
2.962 |
0.517 |
15.1% |
0.100 |
2.9% |
90% |
False |
False |
13,566 |
60 |
3.479 |
2.909 |
0.570 |
16.6% |
0.089 |
2.6% |
91% |
False |
False |
12,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.809 |
2.618 |
3.664 |
1.618 |
3.575 |
1.000 |
3.520 |
0.618 |
3.486 |
HIGH |
3.431 |
0.618 |
3.397 |
0.500 |
3.387 |
0.382 |
3.376 |
LOW |
3.342 |
0.618 |
3.287 |
1.000 |
3.253 |
1.618 |
3.198 |
2.618 |
3.109 |
4.250 |
2.964 |
|
|
Fisher Pivots for day following 03-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
3.415 |
3.404 |
PP |
3.401 |
3.378 |
S1 |
3.387 |
3.353 |
|