NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.466 |
3.512 |
0.046 |
1.3% |
3.322 |
| High |
3.506 |
3.605 |
0.099 |
2.8% |
3.445 |
| Low |
3.428 |
3.444 |
0.016 |
0.5% |
3.295 |
| Close |
3.502 |
3.476 |
-0.026 |
-0.7% |
3.427 |
| Range |
0.078 |
0.161 |
0.083 |
106.4% |
0.150 |
| ATR |
0.096 |
0.100 |
0.005 |
4.9% |
0.000 |
| Volume |
15,728 |
14,473 |
-1,255 |
-8.0% |
110,659 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.991 |
3.895 |
3.565 |
|
| R3 |
3.830 |
3.734 |
3.520 |
|
| R2 |
3.669 |
3.669 |
3.506 |
|
| R1 |
3.573 |
3.573 |
3.491 |
3.541 |
| PP |
3.508 |
3.508 |
3.508 |
3.492 |
| S1 |
3.412 |
3.412 |
3.461 |
3.380 |
| S2 |
3.347 |
3.347 |
3.446 |
|
| S3 |
3.186 |
3.251 |
3.432 |
|
| S4 |
3.025 |
3.090 |
3.387 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.839 |
3.783 |
3.510 |
|
| R3 |
3.689 |
3.633 |
3.468 |
|
| R2 |
3.539 |
3.539 |
3.455 |
|
| R1 |
3.483 |
3.483 |
3.441 |
3.511 |
| PP |
3.389 |
3.389 |
3.389 |
3.403 |
| S1 |
3.333 |
3.333 |
3.413 |
3.361 |
| S2 |
3.239 |
3.239 |
3.400 |
|
| S3 |
3.089 |
3.183 |
3.386 |
|
| S4 |
2.939 |
3.033 |
3.345 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.289 |
|
2.618 |
4.026 |
|
1.618 |
3.865 |
|
1.000 |
3.766 |
|
0.618 |
3.704 |
|
HIGH |
3.605 |
|
0.618 |
3.543 |
|
0.500 |
3.525 |
|
0.382 |
3.506 |
|
LOW |
3.444 |
|
0.618 |
3.345 |
|
1.000 |
3.283 |
|
1.618 |
3.184 |
|
2.618 |
3.023 |
|
4.250 |
2.760 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.525 |
3.508 |
| PP |
3.508 |
3.497 |
| S1 |
3.492 |
3.487 |
|