NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 19-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
3.504 |
3.572 |
0.068 |
1.9% |
3.622 |
High |
3.607 |
3.572 |
-0.035 |
-1.0% |
3.628 |
Low |
3.504 |
3.477 |
-0.027 |
-0.8% |
3.450 |
Close |
3.587 |
3.517 |
-0.070 |
-2.0% |
3.508 |
Range |
0.103 |
0.095 |
-0.008 |
-7.8% |
0.178 |
ATR |
0.096 |
0.097 |
0.001 |
1.1% |
0.000 |
Volume |
3,283 |
4,249 |
966 |
29.4% |
41,198 |
|
Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.807 |
3.757 |
3.569 |
|
R3 |
3.712 |
3.662 |
3.543 |
|
R2 |
3.617 |
3.617 |
3.534 |
|
R1 |
3.567 |
3.567 |
3.526 |
3.545 |
PP |
3.522 |
3.522 |
3.522 |
3.511 |
S1 |
3.472 |
3.472 |
3.508 |
3.450 |
S2 |
3.427 |
3.427 |
3.500 |
|
S3 |
3.332 |
3.377 |
3.491 |
|
S4 |
3.237 |
3.282 |
3.465 |
|
|
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 |
4.5% |
0.091 |
2.6% |
43% |
False |
False |
5,665 |
10 |
3.808 |
3.450 |
0.358 |
10.2% |
0.088 |
2.5% |
19% |
False |
False |
6,285 |
20 |
4.035 |
3.450 |
0.585 |
16.6% |
0.094 |
2.7% |
11% |
False |
False |
4,780 |
40 |
4.035 |
3.450 |
0.585 |
16.6% |
0.090 |
2.6% |
11% |
False |
False |
3,678 |
60 |
4.035 |
3.450 |
0.585 |
16.6% |
0.084 |
2.4% |
11% |
False |
False |
3,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.976 |
2.618 |
3.821 |
1.618 |
3.726 |
1.000 |
3.667 |
0.618 |
3.631 |
HIGH |
3.572 |
0.618 |
3.536 |
0.500 |
3.525 |
0.382 |
3.513 |
LOW |
3.477 |
0.618 |
3.418 |
1.000 |
3.382 |
1.618 |
3.323 |
2.618 |
3.228 |
4.250 |
3.073 |
|
|
Fisher Pivots for day following 19-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
3.525 |
3.534 |
PP |
3.522 |
3.528 |
S1 |
3.520 |
3.523 |
|