NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.398 |
3.470 |
0.072 |
2.1% |
3.242 |
| High |
3.409 |
3.470 |
0.061 |
1.8% |
3.390 |
| Low |
3.344 |
3.360 |
0.016 |
0.5% |
3.150 |
| Close |
3.380 |
3.387 |
0.007 |
0.2% |
3.338 |
| Range |
0.065 |
0.110 |
0.045 |
69.2% |
0.240 |
| ATR |
0.090 |
0.091 |
0.001 |
1.6% |
0.000 |
| Volume |
4,305 |
3,475 |
-830 |
-19.3% |
12,270 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.736 |
3.671 |
3.448 |
|
| R3 |
3.626 |
3.561 |
3.417 |
|
| R2 |
3.516 |
3.516 |
3.407 |
|
| R1 |
3.451 |
3.451 |
3.397 |
3.429 |
| PP |
3.406 |
3.406 |
3.406 |
3.394 |
| S1 |
3.341 |
3.341 |
3.377 |
3.319 |
| S2 |
3.296 |
3.296 |
3.367 |
|
| S3 |
3.186 |
3.231 |
3.357 |
|
| S4 |
3.076 |
3.121 |
3.327 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.013 |
3.915 |
3.470 |
|
| R3 |
3.773 |
3.675 |
3.404 |
|
| R2 |
3.533 |
3.533 |
3.382 |
|
| R1 |
3.435 |
3.435 |
3.360 |
3.484 |
| PP |
3.293 |
3.293 |
3.293 |
3.317 |
| S1 |
3.195 |
3.195 |
3.316 |
3.244 |
| S2 |
3.053 |
3.053 |
3.294 |
|
| S3 |
2.813 |
2.955 |
3.272 |
|
| S4 |
2.573 |
2.715 |
3.206 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.938 |
|
2.618 |
3.758 |
|
1.618 |
3.648 |
|
1.000 |
3.580 |
|
0.618 |
3.538 |
|
HIGH |
3.470 |
|
0.618 |
3.428 |
|
0.500 |
3.415 |
|
0.382 |
3.402 |
|
LOW |
3.360 |
|
0.618 |
3.292 |
|
1.000 |
3.250 |
|
1.618 |
3.182 |
|
2.618 |
3.072 |
|
4.250 |
2.893 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.415 |
3.407 |
| PP |
3.406 |
3.400 |
| S1 |
3.396 |
3.394 |
|