NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 05-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
3.693 |
3.621 |
-0.072 |
-1.9% |
3.980 |
High |
3.694 |
3.791 |
0.097 |
2.6% |
3.980 |
Low |
3.623 |
3.620 |
-0.003 |
-0.1% |
3.630 |
Close |
3.639 |
3.780 |
0.141 |
3.9% |
3.650 |
Range |
0.071 |
0.171 |
0.100 |
140.8% |
0.350 |
ATR |
0.094 |
0.099 |
0.006 |
5.9% |
0.000 |
Volume |
2,856 |
2,940 |
84 |
2.9% |
16,094 |
|
Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.243 |
4.183 |
3.874 |
|
R3 |
4.072 |
4.012 |
3.827 |
|
R2 |
3.901 |
3.901 |
3.811 |
|
R1 |
3.841 |
3.841 |
3.796 |
3.871 |
PP |
3.730 |
3.730 |
3.730 |
3.746 |
S1 |
3.670 |
3.670 |
3.764 |
3.700 |
S2 |
3.559 |
3.559 |
3.749 |
|
S3 |
3.388 |
3.499 |
3.733 |
|
S4 |
3.217 |
3.328 |
3.686 |
|
|
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 |
3.809 |
3.620 |
0.189 |
5.0% |
0.105 |
2.8% |
85% |
False |
True |
4,284 |
10 |
4.035 |
3.620 |
0.415 |
11.0% |
0.100 |
2.6% |
39% |
False |
True |
3,275 |
20 |
4.035 |
3.620 |
0.415 |
11.0% |
0.091 |
2.4% |
39% |
False |
True |
3,192 |
40 |
4.035 |
3.620 |
0.415 |
11.0% |
0.086 |
2.3% |
39% |
False |
True |
2,841 |
60 |
4.035 |
3.479 |
0.556 |
14.7% |
0.081 |
2.2% |
54% |
False |
False |
2,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.518 |
2.618 |
4.239 |
1.618 |
4.068 |
1.000 |
3.962 |
0.618 |
3.897 |
HIGH |
3.791 |
0.618 |
3.726 |
0.500 |
3.706 |
0.382 |
3.685 |
LOW |
3.620 |
0.618 |
3.514 |
1.000 |
3.449 |
1.618 |
3.343 |
2.618 |
3.172 |
4.250 |
2.893 |
|
|
Fisher Pivots for day following 05-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
3.755 |
3.755 |
PP |
3.730 |
3.730 |
S1 |
3.706 |
3.706 |
|