NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 11-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
3.622 |
3.578 |
-0.044 |
-1.2% |
3.630 |
High |
3.628 |
3.603 |
-0.025 |
-0.7% |
3.808 |
Low |
3.552 |
3.540 |
-0.012 |
-0.3% |
3.620 |
Close |
3.599 |
3.554 |
-0.045 |
-1.3% |
3.673 |
Range |
0.076 |
0.063 |
-0.013 |
-17.1% |
0.188 |
ATR |
0.102 |
0.099 |
-0.003 |
-2.7% |
0.000 |
Volume |
7,082 |
10,498 |
3,416 |
48.2% |
21,011 |
|
Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.755 |
3.717 |
3.589 |
|
R3 |
3.692 |
3.654 |
3.571 |
|
R2 |
3.629 |
3.629 |
3.566 |
|
R1 |
3.591 |
3.591 |
3.560 |
3.579 |
PP |
3.566 |
3.566 |
3.566 |
3.559 |
S1 |
3.528 |
3.528 |
3.548 |
3.516 |
S2 |
3.503 |
3.503 |
3.542 |
|
S3 |
3.440 |
3.465 |
3.537 |
|
S4 |
3.377 |
3.402 |
3.519 |
|
|
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 |
3.540 |
0.268 |
7.5% |
0.106 |
3.0% |
5% |
False |
True |
5,924 |
10 |
3.947 |
3.540 |
0.407 |
11.5% |
0.104 |
2.9% |
3% |
False |
True |
5,089 |
20 |
4.035 |
3.540 |
0.495 |
13.9% |
0.095 |
2.7% |
3% |
False |
True |
4,010 |
40 |
4.035 |
3.540 |
0.495 |
13.9% |
0.088 |
2.5% |
3% |
False |
True |
3,144 |
60 |
4.035 |
3.479 |
0.556 |
15.6% |
0.081 |
2.3% |
13% |
False |
False |
2,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.871 |
2.618 |
3.768 |
1.618 |
3.705 |
1.000 |
3.666 |
0.618 |
3.642 |
HIGH |
3.603 |
0.618 |
3.579 |
0.500 |
3.572 |
0.382 |
3.564 |
LOW |
3.540 |
0.618 |
3.501 |
1.000 |
3.477 |
1.618 |
3.438 |
2.618 |
3.375 |
4.250 |
3.272 |
|
|
Fisher Pivots for day following 11-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
3.572 |
3.661 |
PP |
3.566 |
3.625 |
S1 |
3.560 |
3.590 |
|