NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 20-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
3.572 |
3.520 |
-0.052 |
-1.5% |
3.622 |
High |
3.572 |
3.639 |
0.067 |
1.9% |
3.628 |
Low |
3.477 |
3.520 |
0.043 |
1.2% |
3.450 |
Close |
3.517 |
3.636 |
0.119 |
3.4% |
3.508 |
Range |
0.095 |
0.119 |
0.024 |
25.3% |
0.178 |
ATR |
0.097 |
0.098 |
0.002 |
1.9% |
0.000 |
Volume |
4,249 |
4,260 |
11 |
0.3% |
41,198 |
|
Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.955 |
3.915 |
3.701 |
|
R3 |
3.836 |
3.796 |
3.669 |
|
R2 |
3.717 |
3.717 |
3.658 |
|
R1 |
3.677 |
3.677 |
3.647 |
3.697 |
PP |
3.598 |
3.598 |
3.598 |
3.609 |
S1 |
3.558 |
3.558 |
3.625 |
3.578 |
S2 |
3.479 |
3.479 |
3.614 |
|
S3 |
3.360 |
3.439 |
3.603 |
|
S4 |
3.241 |
3.320 |
3.571 |
|
|
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 |
3.639 |
3.461 |
0.178 |
4.9% |
0.098 |
2.7% |
98% |
True |
False |
4,789 |
10 |
3.781 |
3.450 |
0.331 |
9.1% |
0.090 |
2.5% |
56% |
False |
False |
6,310 |
20 |
4.035 |
3.450 |
0.585 |
16.1% |
0.095 |
2.6% |
32% |
False |
False |
4,933 |
40 |
4.035 |
3.450 |
0.585 |
16.1% |
0.090 |
2.5% |
32% |
False |
False |
3,744 |
60 |
4.035 |
3.450 |
0.585 |
16.1% |
0.085 |
2.3% |
32% |
False |
False |
3,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.145 |
2.618 |
3.951 |
1.618 |
3.832 |
1.000 |
3.758 |
0.618 |
3.713 |
HIGH |
3.639 |
0.618 |
3.594 |
0.500 |
3.580 |
0.382 |
3.565 |
LOW |
3.520 |
0.618 |
3.446 |
1.000 |
3.401 |
1.618 |
3.327 |
2.618 |
3.208 |
4.250 |
3.014 |
|
|
Fisher Pivots for day following 20-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
3.617 |
3.610 |
PP |
3.598 |
3.584 |
S1 |
3.580 |
3.558 |
|