NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 04-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
3.630 |
3.693 |
0.063 |
1.7% |
3.980 |
High |
3.709 |
3.694 |
-0.015 |
-0.4% |
3.980 |
Low |
3.630 |
3.623 |
-0.007 |
-0.2% |
3.630 |
Close |
3.682 |
3.639 |
-0.043 |
-1.2% |
3.650 |
Range |
0.079 |
0.071 |
-0.008 |
-10.1% |
0.350 |
ATR |
0.096 |
0.094 |
-0.002 |
-1.8% |
0.000 |
Volume |
6,115 |
2,856 |
-3,259 |
-53.3% |
16,094 |
|
Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.865 |
3.823 |
3.678 |
|
R3 |
3.794 |
3.752 |
3.659 |
|
R2 |
3.723 |
3.723 |
3.652 |
|
R1 |
3.681 |
3.681 |
3.646 |
3.667 |
PP |
3.652 |
3.652 |
3.652 |
3.645 |
S1 |
3.610 |
3.610 |
3.632 |
3.596 |
S2 |
3.581 |
3.581 |
3.626 |
|
S3 |
3.510 |
3.539 |
3.619 |
|
S4 |
3.439 |
3.468 |
3.600 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.803 |
4.577 |
3.843 |
|
R3 |
4.453 |
4.227 |
3.746 |
|
R2 |
4.103 |
4.103 |
3.714 |
|
R1 |
3.877 |
3.877 |
3.682 |
3.815 |
PP |
3.753 |
3.753 |
3.753 |
3.723 |
S1 |
3.527 |
3.527 |
3.618 |
3.465 |
S2 |
3.403 |
3.403 |
3.586 |
|
S3 |
3.053 |
3.177 |
3.554 |
|
S4 |
2.703 |
2.827 |
3.458 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.947 |
3.623 |
0.324 |
8.9% |
0.102 |
2.8% |
5% |
False |
True |
4,254 |
10 |
4.035 |
3.623 |
0.412 |
11.3% |
0.091 |
2.5% |
4% |
False |
True |
3,157 |
20 |
4.035 |
3.623 |
0.412 |
11.3% |
0.088 |
2.4% |
4% |
False |
True |
3,125 |
40 |
4.035 |
3.623 |
0.412 |
11.3% |
0.084 |
2.3% |
4% |
False |
True |
2,803 |
60 |
4.035 |
3.433 |
0.602 |
16.5% |
0.080 |
2.2% |
34% |
False |
False |
2,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.996 |
2.618 |
3.880 |
1.618 |
3.809 |
1.000 |
3.765 |
0.618 |
3.738 |
HIGH |
3.694 |
0.618 |
3.667 |
0.500 |
3.659 |
0.382 |
3.650 |
LOW |
3.623 |
0.618 |
3.579 |
1.000 |
3.552 |
1.618 |
3.508 |
2.618 |
3.437 |
4.250 |
3.321 |
|
|
Fisher Pivots for day following 04-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
3.659 |
3.683 |
PP |
3.652 |
3.668 |
S1 |
3.646 |
3.654 |
|