NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 06-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
3.621 |
3.769 |
0.148 |
4.1% |
3.980 |
High |
3.791 |
3.808 |
0.017 |
0.4% |
3.980 |
Low |
3.620 |
3.701 |
0.081 |
2.2% |
3.630 |
Close |
3.780 |
3.759 |
-0.021 |
-0.6% |
3.650 |
Range |
0.171 |
0.107 |
-0.064 |
-37.4% |
0.350 |
ATR |
0.099 |
0.100 |
0.001 |
0.5% |
0.000 |
Volume |
2,940 |
4,014 |
1,074 |
36.5% |
16,094 |
|
Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.077 |
4.025 |
3.818 |
|
R3 |
3.970 |
3.918 |
3.788 |
|
R2 |
3.863 |
3.863 |
3.779 |
|
R1 |
3.811 |
3.811 |
3.769 |
3.784 |
PP |
3.756 |
3.756 |
3.756 |
3.742 |
S1 |
3.704 |
3.704 |
3.749 |
3.677 |
S2 |
3.649 |
3.649 |
3.739 |
|
S3 |
3.542 |
3.597 |
3.730 |
|
S4 |
3.435 |
3.490 |
3.700 |
|
|
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 |
3.808 |
3.620 |
0.188 |
5.0% |
0.108 |
2.9% |
74% |
True |
False |
4,285 |
10 |
4.035 |
3.620 |
0.415 |
11.0% |
0.100 |
2.7% |
33% |
False |
False |
3,556 |
20 |
4.035 |
3.620 |
0.415 |
11.0% |
0.095 |
2.5% |
33% |
False |
False |
3,298 |
40 |
4.035 |
3.620 |
0.415 |
11.0% |
0.087 |
2.3% |
33% |
False |
False |
2,878 |
60 |
4.035 |
3.479 |
0.556 |
14.8% |
0.081 |
2.2% |
50% |
False |
False |
2,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.263 |
2.618 |
4.088 |
1.618 |
3.981 |
1.000 |
3.915 |
0.618 |
3.874 |
HIGH |
3.808 |
0.618 |
3.767 |
0.500 |
3.755 |
0.382 |
3.742 |
LOW |
3.701 |
0.618 |
3.635 |
1.000 |
3.594 |
1.618 |
3.528 |
2.618 |
3.421 |
4.250 |
3.246 |
|
|
Fisher Pivots for day following 06-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
3.758 |
3.744 |
PP |
3.756 |
3.729 |
S1 |
3.755 |
3.714 |
|