NYMEX Natural Gas Future May 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 |
3.378 |
3.414 |
0.036 |
1.1% |
3.260 |
| High |
3.391 |
3.414 |
0.023 |
0.7% |
3.360 |
| Low |
3.347 |
3.348 |
0.001 |
0.0% |
3.170 |
| Close |
3.359 |
3.368 |
0.009 |
0.3% |
3.325 |
| Range |
0.044 |
0.066 |
0.022 |
50.0% |
0.190 |
| ATR |
0.070 |
0.070 |
0.000 |
-0.4% |
0.000 |
| Volume |
1,803 |
1,612 |
-191 |
-10.6% |
5,093 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.575 |
3.537 |
3.404 |
|
| R3 |
3.509 |
3.471 |
3.386 |
|
| R2 |
3.443 |
3.443 |
3.380 |
|
| R1 |
3.405 |
3.405 |
3.374 |
3.391 |
| PP |
3.377 |
3.377 |
3.377 |
3.370 |
| S1 |
3.339 |
3.339 |
3.362 |
3.325 |
| S2 |
3.311 |
3.311 |
3.356 |
|
| S3 |
3.245 |
3.273 |
3.350 |
|
| S4 |
3.179 |
3.207 |
3.332 |
|
|
| 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 |
3.414 |
3.170 |
0.244 |
7.2% |
0.083 |
2.5% |
81% |
True |
False |
1,270 |
| 10 |
3.414 |
3.170 |
0.244 |
7.2% |
0.062 |
1.9% |
81% |
True |
False |
1,045 |
| 20 |
3.496 |
3.170 |
0.326 |
9.7% |
0.058 |
1.7% |
61% |
False |
False |
1,042 |
| 40 |
3.600 |
3.155 |
0.445 |
13.2% |
0.063 |
1.9% |
48% |
False |
False |
1,060 |
| 60 |
3.600 |
3.072 |
0.528 |
15.7% |
0.056 |
1.7% |
56% |
False |
False |
966 |
| 80 |
3.600 |
3.072 |
0.528 |
15.7% |
0.055 |
1.6% |
56% |
False |
False |
839 |
| 100 |
3.750 |
3.072 |
0.678 |
20.1% |
0.057 |
1.7% |
44% |
False |
False |
793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.695 |
|
2.618 |
3.587 |
|
1.618 |
3.521 |
|
1.000 |
3.480 |
|
0.618 |
3.455 |
|
HIGH |
3.414 |
|
0.618 |
3.389 |
|
0.500 |
3.381 |
|
0.382 |
3.373 |
|
LOW |
3.348 |
|
0.618 |
3.307 |
|
1.000 |
3.282 |
|
1.618 |
3.241 |
|
2.618 |
3.175 |
|
4.250 |
3.068 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.381 |
3.377 |
| PP |
3.377 |
3.374 |
| S1 |
3.372 |
3.371 |
|