NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.370 |
3.331 |
-0.039 |
-1.2% |
3.340 |
| High |
3.425 |
3.414 |
-0.011 |
-0.3% |
3.425 |
| Low |
3.341 |
3.331 |
-0.010 |
-0.3% |
3.331 |
| Close |
3.372 |
3.409 |
0.037 |
1.1% |
3.409 |
| Range |
0.084 |
0.083 |
-0.001 |
-1.2% |
0.094 |
| ATR |
0.071 |
0.072 |
0.001 |
1.2% |
0.000 |
| Volume |
748 |
909 |
161 |
21.5% |
5,889 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.634 |
3.604 |
3.455 |
|
| R3 |
3.551 |
3.521 |
3.432 |
|
| R2 |
3.468 |
3.468 |
3.424 |
|
| R1 |
3.438 |
3.438 |
3.417 |
3.453 |
| PP |
3.385 |
3.385 |
3.385 |
3.392 |
| S1 |
3.355 |
3.355 |
3.401 |
3.370 |
| S2 |
3.302 |
3.302 |
3.394 |
|
| S3 |
3.219 |
3.272 |
3.386 |
|
| S4 |
3.136 |
3.189 |
3.363 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.670 |
3.634 |
3.461 |
|
| R3 |
3.576 |
3.540 |
3.435 |
|
| R2 |
3.482 |
3.482 |
3.426 |
|
| R1 |
3.446 |
3.446 |
3.418 |
3.464 |
| PP |
3.388 |
3.388 |
3.388 |
3.398 |
| S1 |
3.352 |
3.352 |
3.400 |
3.370 |
| S2 |
3.294 |
3.294 |
3.392 |
|
| S3 |
3.200 |
3.258 |
3.383 |
|
| S4 |
3.106 |
3.164 |
3.357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.425 |
3.331 |
0.094 |
2.8% |
0.069 |
2.0% |
83% |
False |
True |
1,177 |
| 10 |
3.425 |
3.170 |
0.255 |
7.5% |
0.069 |
2.0% |
94% |
False |
False |
1,098 |
| 20 |
3.425 |
3.170 |
0.255 |
7.5% |
0.062 |
1.8% |
94% |
False |
False |
1,018 |
| 40 |
3.600 |
3.170 |
0.430 |
12.6% |
0.063 |
1.8% |
56% |
False |
False |
1,046 |
| 60 |
3.600 |
3.072 |
0.528 |
15.5% |
0.057 |
1.7% |
64% |
False |
False |
981 |
| 80 |
3.600 |
3.072 |
0.528 |
15.5% |
0.055 |
1.6% |
64% |
False |
False |
833 |
| 100 |
3.750 |
3.072 |
0.678 |
19.9% |
0.057 |
1.7% |
50% |
False |
False |
804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.767 |
|
2.618 |
3.631 |
|
1.618 |
3.548 |
|
1.000 |
3.497 |
|
0.618 |
3.465 |
|
HIGH |
3.414 |
|
0.618 |
3.382 |
|
0.500 |
3.373 |
|
0.382 |
3.363 |
|
LOW |
3.331 |
|
0.618 |
3.280 |
|
1.000 |
3.248 |
|
1.618 |
3.197 |
|
2.618 |
3.114 |
|
4.250 |
2.978 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.397 |
3.399 |
| PP |
3.385 |
3.388 |
| S1 |
3.373 |
3.378 |
|