NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.431 |
3.513 |
0.082 |
2.4% |
3.340 |
| High |
3.481 |
3.551 |
0.070 |
2.0% |
3.425 |
| Low |
3.420 |
3.456 |
0.036 |
1.1% |
3.331 |
| Close |
3.478 |
3.464 |
-0.014 |
-0.4% |
3.409 |
| Range |
0.061 |
0.095 |
0.034 |
55.7% |
0.094 |
| ATR |
0.069 |
0.071 |
0.002 |
2.7% |
0.000 |
| Volume |
455 |
716 |
261 |
57.4% |
5,889 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.775 |
3.715 |
3.516 |
|
| R3 |
3.680 |
3.620 |
3.490 |
|
| R2 |
3.585 |
3.585 |
3.481 |
|
| R1 |
3.525 |
3.525 |
3.473 |
3.508 |
| PP |
3.490 |
3.490 |
3.490 |
3.482 |
| S1 |
3.430 |
3.430 |
3.455 |
3.413 |
| S2 |
3.395 |
3.395 |
3.447 |
|
| S3 |
3.300 |
3.335 |
3.438 |
|
| S4 |
3.205 |
3.240 |
3.412 |
|
|
| 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 |
3.551 |
3.331 |
0.220 |
6.4% |
0.071 |
2.0% |
60% |
True |
False |
684 |
| 10 |
3.551 |
3.170 |
0.381 |
11.0% |
0.077 |
2.2% |
77% |
True |
False |
977 |
| 20 |
3.551 |
3.170 |
0.381 |
11.0% |
0.063 |
1.8% |
77% |
True |
False |
924 |
| 40 |
3.600 |
3.170 |
0.430 |
12.4% |
0.062 |
1.8% |
68% |
False |
False |
1,023 |
| 60 |
3.600 |
3.072 |
0.528 |
15.2% |
0.057 |
1.7% |
74% |
False |
False |
972 |
| 80 |
3.600 |
3.072 |
0.528 |
15.2% |
0.056 |
1.6% |
74% |
False |
False |
845 |
| 100 |
3.750 |
3.072 |
0.678 |
19.6% |
0.056 |
1.6% |
58% |
False |
False |
809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.955 |
|
2.618 |
3.800 |
|
1.618 |
3.705 |
|
1.000 |
3.646 |
|
0.618 |
3.610 |
|
HIGH |
3.551 |
|
0.618 |
3.515 |
|
0.500 |
3.504 |
|
0.382 |
3.492 |
|
LOW |
3.456 |
|
0.618 |
3.397 |
|
1.000 |
3.361 |
|
1.618 |
3.302 |
|
2.618 |
3.207 |
|
4.250 |
3.052 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.504 |
3.486 |
| PP |
3.490 |
3.478 |
| S1 |
3.477 |
3.471 |
|