NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 13-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
3.558 |
3.509 |
-0.049 |
-1.4% |
3.630 |
High |
3.580 |
3.533 |
-0.047 |
-1.3% |
3.808 |
Low |
3.508 |
3.450 |
-0.058 |
-1.7% |
3.620 |
Close |
3.524 |
3.521 |
-0.003 |
-0.1% |
3.673 |
Range |
0.072 |
0.083 |
0.011 |
15.3% |
0.188 |
ATR |
0.098 |
0.096 |
-0.001 |
-1.1% |
0.000 |
Volume |
7,850 |
8,637 |
787 |
10.0% |
21,011 |
|
Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.750 |
3.719 |
3.567 |
|
R3 |
3.667 |
3.636 |
3.544 |
|
R2 |
3.584 |
3.584 |
3.536 |
|
R1 |
3.553 |
3.553 |
3.529 |
3.569 |
PP |
3.501 |
3.501 |
3.501 |
3.509 |
S1 |
3.470 |
3.470 |
3.513 |
3.486 |
S2 |
3.418 |
3.418 |
3.506 |
|
S3 |
3.335 |
3.387 |
3.498 |
|
S4 |
3.252 |
3.304 |
3.475 |
|
|
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 |
3.781 |
3.450 |
0.331 |
9.4% |
0.081 |
2.3% |
21% |
False |
True |
7,830 |
10 |
3.808 |
3.450 |
0.358 |
10.2% |
0.095 |
2.7% |
20% |
False |
True |
6,057 |
20 |
4.035 |
3.450 |
0.585 |
16.6% |
0.093 |
2.6% |
12% |
False |
True |
4,482 |
40 |
4.035 |
3.450 |
0.585 |
16.6% |
0.088 |
2.5% |
12% |
False |
True |
3,418 |
60 |
4.035 |
3.450 |
0.585 |
16.6% |
0.082 |
2.3% |
12% |
False |
True |
3,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.886 |
2.618 |
3.750 |
1.618 |
3.667 |
1.000 |
3.616 |
0.618 |
3.584 |
HIGH |
3.533 |
0.618 |
3.501 |
0.500 |
3.492 |
0.382 |
3.482 |
LOW |
3.450 |
0.618 |
3.399 |
1.000 |
3.367 |
1.618 |
3.316 |
2.618 |
3.233 |
4.250 |
3.097 |
|
|
Fisher Pivots for day following 13-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
3.511 |
3.527 |
PP |
3.501 |
3.525 |
S1 |
3.492 |
3.523 |
|