NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.414 |
3.370 |
-0.044 |
-1.3% |
3.260 |
| High |
3.414 |
3.425 |
0.011 |
0.3% |
3.360 |
| Low |
3.348 |
3.341 |
-0.007 |
-0.2% |
3.170 |
| Close |
3.368 |
3.372 |
0.004 |
0.1% |
3.325 |
| Range |
0.066 |
0.084 |
0.018 |
27.3% |
0.190 |
| ATR |
0.070 |
0.071 |
0.001 |
1.4% |
0.000 |
| Volume |
1,612 |
748 |
-864 |
-53.6% |
5,093 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.631 |
3.586 |
3.418 |
|
| R3 |
3.547 |
3.502 |
3.395 |
|
| R2 |
3.463 |
3.463 |
3.387 |
|
| R1 |
3.418 |
3.418 |
3.380 |
3.441 |
| PP |
3.379 |
3.379 |
3.379 |
3.391 |
| S1 |
3.334 |
3.334 |
3.364 |
3.357 |
| S2 |
3.295 |
3.295 |
3.357 |
|
| S3 |
3.211 |
3.250 |
3.349 |
|
| S4 |
3.127 |
3.166 |
3.326 |
|
|
| 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 |
3.425 |
3.306 |
0.119 |
3.5% |
0.063 |
1.9% |
55% |
True |
False |
1,322 |
| 10 |
3.425 |
3.170 |
0.255 |
7.6% |
0.068 |
2.0% |
79% |
True |
False |
1,072 |
| 20 |
3.466 |
3.170 |
0.296 |
8.8% |
0.060 |
1.8% |
68% |
False |
False |
1,031 |
| 40 |
3.600 |
3.170 |
0.430 |
12.8% |
0.063 |
1.9% |
47% |
False |
False |
1,055 |
| 60 |
3.600 |
3.072 |
0.528 |
15.7% |
0.057 |
1.7% |
57% |
False |
False |
973 |
| 80 |
3.600 |
3.072 |
0.528 |
15.7% |
0.055 |
1.6% |
57% |
False |
False |
827 |
| 100 |
3.750 |
3.072 |
0.678 |
20.1% |
0.057 |
1.7% |
44% |
False |
False |
796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.782 |
|
2.618 |
3.645 |
|
1.618 |
3.561 |
|
1.000 |
3.509 |
|
0.618 |
3.477 |
|
HIGH |
3.425 |
|
0.618 |
3.393 |
|
0.500 |
3.383 |
|
0.382 |
3.373 |
|
LOW |
3.341 |
|
0.618 |
3.289 |
|
1.000 |
3.257 |
|
1.618 |
3.205 |
|
2.618 |
3.121 |
|
4.250 |
2.984 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.383 |
3.383 |
| PP |
3.379 |
3.379 |
| S1 |
3.376 |
3.376 |
|