NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 14-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
3.509 |
3.506 |
-0.003 |
-0.1% |
3.622 |
High |
3.533 |
3.550 |
0.017 |
0.5% |
3.628 |
Low |
3.450 |
3.467 |
0.017 |
0.5% |
3.450 |
Close |
3.521 |
3.508 |
-0.013 |
-0.4% |
3.508 |
Range |
0.083 |
0.083 |
0.000 |
0.0% |
0.178 |
ATR |
0.096 |
0.096 |
-0.001 |
-1.0% |
0.000 |
Volume |
8,637 |
7,131 |
-1,506 |
-17.4% |
41,198 |
|
Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.757 |
3.716 |
3.554 |
|
R3 |
3.674 |
3.633 |
3.531 |
|
R2 |
3.591 |
3.591 |
3.523 |
|
R1 |
3.550 |
3.550 |
3.516 |
3.571 |
PP |
3.508 |
3.508 |
3.508 |
3.519 |
S1 |
3.467 |
3.467 |
3.500 |
3.488 |
S2 |
3.425 |
3.425 |
3.493 |
|
S3 |
3.342 |
3.384 |
3.485 |
|
S4 |
3.259 |
3.301 |
3.462 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.063 |
3.963 |
3.606 |
|
R3 |
3.885 |
3.785 |
3.557 |
|
R2 |
3.707 |
3.707 |
3.541 |
|
R1 |
3.607 |
3.607 |
3.524 |
3.568 |
PP |
3.529 |
3.529 |
3.529 |
3.509 |
S1 |
3.429 |
3.429 |
3.492 |
3.390 |
S2 |
3.351 |
3.351 |
3.475 |
|
S3 |
3.173 |
3.251 |
3.459 |
|
S4 |
2.995 |
3.073 |
3.410 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.628 |
3.450 |
0.178 |
5.1% |
0.075 |
2.1% |
33% |
False |
False |
8,239 |
10 |
3.808 |
3.450 |
0.358 |
10.2% |
0.092 |
2.6% |
16% |
False |
False |
6,220 |
20 |
4.035 |
3.450 |
0.585 |
16.7% |
0.093 |
2.7% |
10% |
False |
False |
4,584 |
40 |
4.035 |
3.450 |
0.585 |
16.7% |
0.088 |
2.5% |
10% |
False |
False |
3,545 |
60 |
4.035 |
3.450 |
0.585 |
16.7% |
0.083 |
2.4% |
10% |
False |
False |
3,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.903 |
2.618 |
3.767 |
1.618 |
3.684 |
1.000 |
3.633 |
0.618 |
3.601 |
HIGH |
3.550 |
0.618 |
3.518 |
0.500 |
3.509 |
0.382 |
3.499 |
LOW |
3.467 |
0.618 |
3.416 |
1.000 |
3.384 |
1.618 |
3.333 |
2.618 |
3.250 |
4.250 |
3.114 |
|
|
Fisher Pivots for day following 14-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
3.509 |
3.515 |
PP |
3.508 |
3.513 |
S1 |
3.508 |
3.510 |
|