NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.453 |
3.431 |
-0.022 |
-0.6% |
3.340 |
| High |
3.453 |
3.481 |
0.028 |
0.8% |
3.425 |
| Low |
3.422 |
3.420 |
-0.002 |
-0.1% |
3.331 |
| Close |
3.434 |
3.478 |
0.044 |
1.3% |
3.409 |
| Range |
0.031 |
0.061 |
0.030 |
96.8% |
0.094 |
| ATR |
0.070 |
0.069 |
-0.001 |
-0.9% |
0.000 |
| Volume |
596 |
455 |
-141 |
-23.7% |
5,889 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.643 |
3.621 |
3.512 |
|
| R3 |
3.582 |
3.560 |
3.495 |
|
| R2 |
3.521 |
3.521 |
3.489 |
|
| R1 |
3.499 |
3.499 |
3.484 |
3.510 |
| PP |
3.460 |
3.460 |
3.460 |
3.465 |
| S1 |
3.438 |
3.438 |
3.472 |
3.449 |
| S2 |
3.399 |
3.399 |
3.467 |
|
| S3 |
3.338 |
3.377 |
3.461 |
|
| S4 |
3.277 |
3.316 |
3.444 |
|
|
| 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 |
3.481 |
3.331 |
0.150 |
4.3% |
0.065 |
1.9% |
98% |
True |
False |
864 |
| 10 |
3.481 |
3.170 |
0.311 |
8.9% |
0.070 |
2.0% |
99% |
True |
False |
1,054 |
| 20 |
3.481 |
3.170 |
0.311 |
8.9% |
0.061 |
1.8% |
99% |
True |
False |
950 |
| 40 |
3.600 |
3.170 |
0.430 |
12.4% |
0.061 |
1.8% |
72% |
False |
False |
1,030 |
| 60 |
3.600 |
3.072 |
0.528 |
15.2% |
0.057 |
1.6% |
77% |
False |
False |
973 |
| 80 |
3.600 |
3.072 |
0.528 |
15.2% |
0.055 |
1.6% |
77% |
False |
False |
838 |
| 100 |
3.750 |
3.072 |
0.678 |
19.5% |
0.056 |
1.6% |
60% |
False |
False |
807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.740 |
|
2.618 |
3.641 |
|
1.618 |
3.580 |
|
1.000 |
3.542 |
|
0.618 |
3.519 |
|
HIGH |
3.481 |
|
0.618 |
3.458 |
|
0.500 |
3.451 |
|
0.382 |
3.443 |
|
LOW |
3.420 |
|
0.618 |
3.382 |
|
1.000 |
3.359 |
|
1.618 |
3.321 |
|
2.618 |
3.260 |
|
4.250 |
3.161 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.469 |
3.454 |
| PP |
3.460 |
3.430 |
| S1 |
3.451 |
3.406 |
|