NYMEX Natural Gas Future February 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 |
3.486 |
3.567 |
0.081 |
2.3% |
3.364 |
| High |
3.520 |
3.612 |
0.092 |
2.6% |
3.470 |
| Low |
3.443 |
3.462 |
0.019 |
0.6% |
3.344 |
| Close |
3.515 |
3.490 |
-0.025 |
-0.7% |
3.440 |
| Range |
0.077 |
0.150 |
0.073 |
94.8% |
0.126 |
| ATR |
0.089 |
0.094 |
0.004 |
4.9% |
0.000 |
| Volume |
3,025 |
2,645 |
-380 |
-12.6% |
14,981 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.971 |
3.881 |
3.573 |
|
| R3 |
3.821 |
3.731 |
3.531 |
|
| R2 |
3.671 |
3.671 |
3.518 |
|
| R1 |
3.581 |
3.581 |
3.504 |
3.551 |
| PP |
3.521 |
3.521 |
3.521 |
3.507 |
| S1 |
3.431 |
3.431 |
3.476 |
3.401 |
| S2 |
3.371 |
3.371 |
3.463 |
|
| S3 |
3.221 |
3.281 |
3.449 |
|
| S4 |
3.071 |
3.131 |
3.408 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.796 |
3.744 |
3.509 |
|
| R3 |
3.670 |
3.618 |
3.475 |
|
| R2 |
3.544 |
3.544 |
3.463 |
|
| R1 |
3.492 |
3.492 |
3.452 |
3.518 |
| PP |
3.418 |
3.418 |
3.418 |
3.431 |
| S1 |
3.366 |
3.366 |
3.428 |
3.392 |
| S2 |
3.292 |
3.292 |
3.417 |
|
| S3 |
3.166 |
3.240 |
3.405 |
|
| S4 |
3.040 |
3.114 |
3.371 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.250 |
|
2.618 |
4.005 |
|
1.618 |
3.855 |
|
1.000 |
3.762 |
|
0.618 |
3.705 |
|
HIGH |
3.612 |
|
0.618 |
3.555 |
|
0.500 |
3.537 |
|
0.382 |
3.519 |
|
LOW |
3.462 |
|
0.618 |
3.369 |
|
1.000 |
3.312 |
|
1.618 |
3.219 |
|
2.618 |
3.069 |
|
4.250 |
2.825 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.537 |
3.520 |
| PP |
3.521 |
3.510 |
| S1 |
3.506 |
3.500 |
|