NYMEX Natural Gas Future May 2013
Trading Metrics calculated at close of trading on 18-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
3.350 |
3.340 |
-0.010 |
-0.3% |
3.260 |
High |
3.360 |
3.407 |
0.047 |
1.4% |
3.360 |
Low |
3.306 |
3.340 |
0.034 |
1.0% |
3.170 |
Close |
3.325 |
3.380 |
0.055 |
1.7% |
3.325 |
Range |
0.054 |
0.067 |
0.013 |
24.1% |
0.190 |
ATR |
0.072 |
0.072 |
0.001 |
1.0% |
0.000 |
Volume |
1,630 |
817 |
-813 |
-49.9% |
5,093 |
|
Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.577 |
3.545 |
3.417 |
|
R3 |
3.510 |
3.478 |
3.398 |
|
R2 |
3.443 |
3.443 |
3.392 |
|
R1 |
3.411 |
3.411 |
3.386 |
3.427 |
PP |
3.376 |
3.376 |
3.376 |
3.384 |
S1 |
3.344 |
3.344 |
3.374 |
3.360 |
S2 |
3.309 |
3.309 |
3.368 |
|
S3 |
3.242 |
3.277 |
3.362 |
|
S4 |
3.175 |
3.210 |
3.343 |
|
|
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 |
3.407 |
3.170 |
0.237 |
7.0% |
0.076 |
2.3% |
89% |
True |
False |
1,051 |
10 |
3.407 |
3.170 |
0.237 |
7.0% |
0.059 |
1.7% |
89% |
True |
False |
831 |
20 |
3.545 |
3.170 |
0.375 |
11.1% |
0.060 |
1.8% |
56% |
False |
False |
1,019 |
40 |
3.600 |
3.072 |
0.528 |
15.6% |
0.063 |
1.9% |
58% |
False |
False |
1,021 |
60 |
3.600 |
3.072 |
0.528 |
15.6% |
0.055 |
1.6% |
58% |
False |
False |
917 |
80 |
3.750 |
3.072 |
0.678 |
20.1% |
0.055 |
1.6% |
45% |
False |
False |
863 |
100 |
3.750 |
3.072 |
0.678 |
20.1% |
0.058 |
1.7% |
45% |
False |
False |
788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.692 |
2.618 |
3.582 |
1.618 |
3.515 |
1.000 |
3.474 |
0.618 |
3.448 |
HIGH |
3.407 |
0.618 |
3.381 |
0.500 |
3.374 |
0.382 |
3.366 |
LOW |
3.340 |
0.618 |
3.299 |
1.000 |
3.273 |
1.618 |
3.232 |
2.618 |
3.165 |
4.250 |
3.055 |
|
|
Fisher Pivots for day following 18-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
3.378 |
3.350 |
PP |
3.376 |
3.319 |
S1 |
3.374 |
3.289 |
|