NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 18-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
3.497 |
3.504 |
0.007 |
0.2% |
3.622 |
High |
3.550 |
3.607 |
0.057 |
1.6% |
3.628 |
Low |
3.461 |
3.504 |
0.043 |
1.2% |
3.450 |
Close |
3.530 |
3.587 |
0.057 |
1.6% |
3.508 |
Range |
0.089 |
0.103 |
0.014 |
15.7% |
0.178 |
ATR |
0.095 |
0.096 |
0.001 |
0.6% |
0.000 |
Volume |
5,026 |
3,283 |
-1,743 |
-34.7% |
41,198 |
|
Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.875 |
3.834 |
3.644 |
|
R3 |
3.772 |
3.731 |
3.615 |
|
R2 |
3.669 |
3.669 |
3.606 |
|
R1 |
3.628 |
3.628 |
3.596 |
3.649 |
PP |
3.566 |
3.566 |
3.566 |
3.576 |
S1 |
3.525 |
3.525 |
3.578 |
3.546 |
S2 |
3.463 |
3.463 |
3.568 |
|
S3 |
3.360 |
3.422 |
3.559 |
|
S4 |
3.257 |
3.319 |
3.530 |
|
|
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 |
3.607 |
3.450 |
0.157 |
4.4% |
0.086 |
2.4% |
87% |
True |
False |
6,385 |
10 |
3.808 |
3.450 |
0.358 |
10.0% |
0.096 |
2.7% |
38% |
False |
False |
6,154 |
20 |
4.035 |
3.450 |
0.585 |
16.3% |
0.093 |
2.6% |
23% |
False |
False |
4,656 |
40 |
4.035 |
3.450 |
0.585 |
16.3% |
0.089 |
2.5% |
23% |
False |
False |
3,613 |
60 |
4.035 |
3.450 |
0.585 |
16.3% |
0.083 |
2.3% |
23% |
False |
False |
3,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.045 |
2.618 |
3.877 |
1.618 |
3.774 |
1.000 |
3.710 |
0.618 |
3.671 |
HIGH |
3.607 |
0.618 |
3.568 |
0.500 |
3.556 |
0.382 |
3.543 |
LOW |
3.504 |
0.618 |
3.440 |
1.000 |
3.401 |
1.618 |
3.337 |
2.618 |
3.234 |
4.250 |
3.066 |
|
|
Fisher Pivots for day following 18-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
3.577 |
3.569 |
PP |
3.566 |
3.552 |
S1 |
3.556 |
3.534 |
|