NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.180 |
3.350 |
0.170 |
5.3% |
3.260 |
| High |
3.353 |
3.360 |
0.007 |
0.2% |
3.360 |
| Low |
3.170 |
3.306 |
0.136 |
4.3% |
3.170 |
| Close |
3.350 |
3.325 |
-0.025 |
-0.7% |
3.325 |
| Range |
0.183 |
0.054 |
-0.129 |
-70.5% |
0.190 |
| ATR |
0.073 |
0.072 |
-0.001 |
-1.9% |
0.000 |
| Volume |
492 |
1,630 |
1,138 |
231.3% |
5,093 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.492 |
3.463 |
3.355 |
|
| R3 |
3.438 |
3.409 |
3.340 |
|
| R2 |
3.384 |
3.384 |
3.335 |
|
| R1 |
3.355 |
3.355 |
3.330 |
3.343 |
| PP |
3.330 |
3.330 |
3.330 |
3.324 |
| S1 |
3.301 |
3.301 |
3.320 |
3.289 |
| S2 |
3.276 |
3.276 |
3.315 |
|
| S3 |
3.222 |
3.247 |
3.310 |
|
| S4 |
3.168 |
3.193 |
3.295 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.855 |
3.780 |
3.430 |
|
| R3 |
3.665 |
3.590 |
3.377 |
|
| R2 |
3.475 |
3.475 |
3.360 |
|
| R1 |
3.400 |
3.400 |
3.342 |
3.438 |
| PP |
3.285 |
3.285 |
3.285 |
3.304 |
| S1 |
3.210 |
3.210 |
3.308 |
3.248 |
| S2 |
3.095 |
3.095 |
3.290 |
|
| S3 |
2.905 |
3.020 |
3.273 |
|
| S4 |
2.715 |
2.830 |
3.221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.360 |
3.170 |
0.190 |
5.7% |
0.069 |
2.1% |
82% |
True |
False |
1,018 |
| 10 |
3.360 |
3.170 |
0.190 |
5.7% |
0.057 |
1.7% |
82% |
True |
False |
843 |
| 20 |
3.592 |
3.170 |
0.422 |
12.7% |
0.060 |
1.8% |
37% |
False |
False |
1,048 |
| 40 |
3.600 |
3.072 |
0.528 |
15.9% |
0.061 |
1.8% |
48% |
False |
False |
1,022 |
| 60 |
3.600 |
3.072 |
0.528 |
15.9% |
0.054 |
1.6% |
48% |
False |
False |
908 |
| 80 |
3.750 |
3.072 |
0.678 |
20.4% |
0.055 |
1.7% |
37% |
False |
False |
857 |
| 100 |
3.750 |
3.072 |
0.678 |
20.4% |
0.058 |
1.8% |
37% |
False |
False |
823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.590 |
|
2.618 |
3.501 |
|
1.618 |
3.447 |
|
1.000 |
3.414 |
|
0.618 |
3.393 |
|
HIGH |
3.360 |
|
0.618 |
3.339 |
|
0.500 |
3.333 |
|
0.382 |
3.327 |
|
LOW |
3.306 |
|
0.618 |
3.273 |
|
1.000 |
3.252 |
|
1.618 |
3.219 |
|
2.618 |
3.165 |
|
4.250 |
3.077 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.333 |
3.305 |
| PP |
3.330 |
3.285 |
| S1 |
3.328 |
3.265 |
|