NYMEX Natural Gas Future December 2012
Trading Metrics calculated at close of trading on 06-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
3.434 |
3.490 |
0.056 |
1.6% |
3.343 |
High |
3.485 |
3.526 |
0.041 |
1.2% |
3.526 |
Low |
3.404 |
3.282 |
-0.122 |
-3.6% |
3.282 |
Close |
3.448 |
3.299 |
-0.149 |
-4.3% |
3.299 |
Range |
0.081 |
0.244 |
0.163 |
201.2% |
0.244 |
ATR |
0.102 |
0.113 |
0.010 |
9.9% |
0.000 |
Volume |
7,920 |
10,534 |
2,614 |
33.0% |
52,009 |
|
Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.101 |
3.944 |
3.433 |
|
R3 |
3.857 |
3.700 |
3.366 |
|
R2 |
3.613 |
3.613 |
3.344 |
|
R1 |
3.456 |
3.456 |
3.321 |
3.413 |
PP |
3.369 |
3.369 |
3.369 |
3.347 |
S1 |
3.212 |
3.212 |
3.277 |
3.169 |
S2 |
3.125 |
3.125 |
3.254 |
|
S3 |
2.881 |
2.968 |
3.232 |
|
S4 |
2.637 |
2.724 |
3.165 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.101 |
3.944 |
3.433 |
|
R3 |
3.857 |
3.700 |
3.366 |
|
R2 |
3.613 |
3.613 |
3.344 |
|
R1 |
3.456 |
3.456 |
3.321 |
3.413 |
PP |
3.369 |
3.369 |
3.369 |
3.347 |
S1 |
3.212 |
3.212 |
3.277 |
3.169 |
S2 |
3.125 |
3.125 |
3.254 |
|
S3 |
2.881 |
2.968 |
3.232 |
|
S4 |
2.637 |
2.724 |
3.165 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.526 |
3.275 |
0.251 |
7.6% |
0.118 |
3.6% |
10% |
True |
False |
15,514 |
10 |
3.526 |
3.198 |
0.328 |
9.9% |
0.120 |
3.6% |
31% |
True |
False |
15,957 |
20 |
3.526 |
2.962 |
0.564 |
17.1% |
0.113 |
3.4% |
60% |
True |
False |
15,699 |
40 |
3.526 |
2.962 |
0.564 |
17.1% |
0.103 |
3.1% |
60% |
True |
False |
13,636 |
60 |
3.526 |
2.909 |
0.617 |
18.7% |
0.092 |
2.8% |
63% |
True |
False |
12,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.563 |
2.618 |
4.165 |
1.618 |
3.921 |
1.000 |
3.770 |
0.618 |
3.677 |
HIGH |
3.526 |
0.618 |
3.433 |
0.500 |
3.404 |
0.382 |
3.375 |
LOW |
3.282 |
0.618 |
3.131 |
1.000 |
3.038 |
1.618 |
2.887 |
2.618 |
2.643 |
4.250 |
2.245 |
|
|
Fisher Pivots for day following 06-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
3.404 |
3.404 |
PP |
3.369 |
3.369 |
S1 |
3.334 |
3.334 |
|