NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.331 |
3.453 |
0.122 |
3.7% |
3.340 |
| High |
3.414 |
3.453 |
0.039 |
1.1% |
3.425 |
| Low |
3.331 |
3.422 |
0.091 |
2.7% |
3.331 |
| Close |
3.409 |
3.434 |
0.025 |
0.7% |
3.409 |
| Range |
0.083 |
0.031 |
-0.052 |
-62.7% |
0.094 |
| ATR |
0.072 |
0.070 |
-0.002 |
-2.8% |
0.000 |
| Volume |
909 |
596 |
-313 |
-34.4% |
5,889 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.529 |
3.513 |
3.451 |
|
| R3 |
3.498 |
3.482 |
3.443 |
|
| R2 |
3.467 |
3.467 |
3.440 |
|
| R1 |
3.451 |
3.451 |
3.437 |
3.444 |
| PP |
3.436 |
3.436 |
3.436 |
3.433 |
| S1 |
3.420 |
3.420 |
3.431 |
3.413 |
| S2 |
3.405 |
3.405 |
3.428 |
|
| S3 |
3.374 |
3.389 |
3.425 |
|
| S4 |
3.343 |
3.358 |
3.417 |
|
|
| 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 |
3.453 |
3.331 |
0.122 |
3.6% |
0.062 |
1.8% |
84% |
True |
False |
1,133 |
| 10 |
3.453 |
3.170 |
0.283 |
8.2% |
0.069 |
2.0% |
93% |
True |
False |
1,092 |
| 20 |
3.453 |
3.170 |
0.283 |
8.2% |
0.062 |
1.8% |
93% |
True |
False |
999 |
| 40 |
3.600 |
3.170 |
0.430 |
12.5% |
0.063 |
1.8% |
61% |
False |
False |
1,032 |
| 60 |
3.600 |
3.072 |
0.528 |
15.4% |
0.057 |
1.7% |
69% |
False |
False |
981 |
| 80 |
3.600 |
3.072 |
0.528 |
15.4% |
0.054 |
1.6% |
69% |
False |
False |
839 |
| 100 |
3.750 |
3.072 |
0.678 |
19.7% |
0.057 |
1.7% |
53% |
False |
False |
807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.585 |
|
2.618 |
3.534 |
|
1.618 |
3.503 |
|
1.000 |
3.484 |
|
0.618 |
3.472 |
|
HIGH |
3.453 |
|
0.618 |
3.441 |
|
0.500 |
3.438 |
|
0.382 |
3.434 |
|
LOW |
3.422 |
|
0.618 |
3.403 |
|
1.000 |
3.391 |
|
1.618 |
3.372 |
|
2.618 |
3.341 |
|
4.250 |
3.290 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.438 |
3.420 |
| PP |
3.436 |
3.406 |
| S1 |
3.435 |
3.392 |
|