NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 10-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
3.750 |
3.622 |
-0.128 |
-3.4% |
3.630 |
High |
3.781 |
3.628 |
-0.153 |
-4.0% |
3.808 |
Low |
3.669 |
3.552 |
-0.117 |
-3.2% |
3.620 |
Close |
3.673 |
3.599 |
-0.074 |
-2.0% |
3.673 |
Range |
0.112 |
0.076 |
-0.036 |
-32.1% |
0.188 |
ATR |
0.101 |
0.102 |
0.001 |
1.4% |
0.000 |
Volume |
5,086 |
7,082 |
1,996 |
39.2% |
21,011 |
|
Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.821 |
3.786 |
3.641 |
|
R3 |
3.745 |
3.710 |
3.620 |
|
R2 |
3.669 |
3.669 |
3.613 |
|
R1 |
3.634 |
3.634 |
3.606 |
3.614 |
PP |
3.593 |
3.593 |
3.593 |
3.583 |
S1 |
3.558 |
3.558 |
3.592 |
3.538 |
S2 |
3.517 |
3.517 |
3.585 |
|
S3 |
3.441 |
3.482 |
3.578 |
|
S4 |
3.365 |
3.406 |
3.557 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.264 |
4.157 |
3.776 |
|
R3 |
4.076 |
3.969 |
3.725 |
|
R2 |
3.888 |
3.888 |
3.707 |
|
R1 |
3.781 |
3.781 |
3.690 |
3.835 |
PP |
3.700 |
3.700 |
3.700 |
3.727 |
S1 |
3.593 |
3.593 |
3.656 |
3.647 |
S2 |
3.512 |
3.512 |
3.639 |
|
S3 |
3.324 |
3.405 |
3.621 |
|
S4 |
3.136 |
3.217 |
3.570 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.808 |
3.552 |
0.256 |
7.1% |
0.107 |
3.0% |
18% |
False |
True |
4,395 |
10 |
3.947 |
3.552 |
0.395 |
11.0% |
0.102 |
2.8% |
12% |
False |
True |
4,304 |
20 |
4.035 |
3.552 |
0.483 |
13.4% |
0.096 |
2.7% |
10% |
False |
True |
3,657 |
40 |
4.035 |
3.552 |
0.483 |
13.4% |
0.088 |
2.4% |
10% |
False |
True |
2,952 |
60 |
4.035 |
3.479 |
0.556 |
15.4% |
0.081 |
2.3% |
22% |
False |
False |
2,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.951 |
2.618 |
3.827 |
1.618 |
3.751 |
1.000 |
3.704 |
0.618 |
3.675 |
HIGH |
3.628 |
0.618 |
3.599 |
0.500 |
3.590 |
0.382 |
3.581 |
LOW |
3.552 |
0.618 |
3.505 |
1.000 |
3.476 |
1.618 |
3.429 |
2.618 |
3.353 |
4.250 |
3.229 |
|
|
Fisher Pivots for day following 10-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
3.596 |
3.680 |
PP |
3.593 |
3.653 |
S1 |
3.590 |
3.626 |
|