NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.340 |
3.378 |
0.038 |
1.1% |
3.260 |
| High |
3.407 |
3.391 |
-0.016 |
-0.5% |
3.360 |
| Low |
3.340 |
3.347 |
0.007 |
0.2% |
3.170 |
| Close |
3.380 |
3.359 |
-0.021 |
-0.6% |
3.325 |
| Range |
0.067 |
0.044 |
-0.023 |
-34.3% |
0.190 |
| ATR |
0.072 |
0.070 |
-0.002 |
-2.8% |
0.000 |
| Volume |
817 |
1,803 |
986 |
120.7% |
5,093 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.498 |
3.472 |
3.383 |
|
| R3 |
3.454 |
3.428 |
3.371 |
|
| R2 |
3.410 |
3.410 |
3.367 |
|
| R1 |
3.384 |
3.384 |
3.363 |
3.375 |
| PP |
3.366 |
3.366 |
3.366 |
3.361 |
| S1 |
3.340 |
3.340 |
3.355 |
3.331 |
| S2 |
3.322 |
3.322 |
3.351 |
|
| S3 |
3.278 |
3.296 |
3.347 |
|
| S4 |
3.234 |
3.252 |
3.335 |
|
|
| 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 |
7.1% |
0.074 |
2.2% |
80% |
False |
False |
1,244 |
| 10 |
3.407 |
3.170 |
0.237 |
7.1% |
0.060 |
1.8% |
80% |
False |
False |
970 |
| 20 |
3.525 |
3.170 |
0.355 |
10.6% |
0.059 |
1.7% |
53% |
False |
False |
1,036 |
| 40 |
3.600 |
3.124 |
0.476 |
14.2% |
0.062 |
1.9% |
49% |
False |
False |
1,045 |
| 60 |
3.600 |
3.072 |
0.528 |
15.7% |
0.055 |
1.6% |
54% |
False |
False |
940 |
| 80 |
3.693 |
3.072 |
0.621 |
18.5% |
0.055 |
1.6% |
46% |
False |
False |
875 |
| 100 |
3.750 |
3.072 |
0.678 |
20.2% |
0.058 |
1.7% |
42% |
False |
False |
790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.578 |
|
2.618 |
3.506 |
|
1.618 |
3.462 |
|
1.000 |
3.435 |
|
0.618 |
3.418 |
|
HIGH |
3.391 |
|
0.618 |
3.374 |
|
0.500 |
3.369 |
|
0.382 |
3.364 |
|
LOW |
3.347 |
|
0.618 |
3.320 |
|
1.000 |
3.303 |
|
1.618 |
3.276 |
|
2.618 |
3.232 |
|
4.250 |
3.160 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.369 |
3.358 |
| PP |
3.366 |
3.357 |
| S1 |
3.362 |
3.357 |
|