NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 21-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
3.520 |
3.630 |
0.110 |
3.1% |
3.497 |
High |
3.639 |
3.655 |
0.016 |
0.4% |
3.655 |
Low |
3.520 |
3.591 |
0.071 |
2.0% |
3.461 |
Close |
3.636 |
3.621 |
-0.015 |
-0.4% |
3.621 |
Range |
0.119 |
0.064 |
-0.055 |
-46.2% |
0.194 |
ATR |
0.098 |
0.096 |
-0.002 |
-2.5% |
0.000 |
Volume |
4,260 |
6,267 |
2,007 |
47.1% |
23,085 |
|
Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.814 |
3.782 |
3.656 |
|
R3 |
3.750 |
3.718 |
3.639 |
|
R2 |
3.686 |
3.686 |
3.633 |
|
R1 |
3.654 |
3.654 |
3.627 |
3.638 |
PP |
3.622 |
3.622 |
3.622 |
3.615 |
S1 |
3.590 |
3.590 |
3.615 |
3.574 |
S2 |
3.558 |
3.558 |
3.609 |
|
S3 |
3.494 |
3.526 |
3.603 |
|
S4 |
3.430 |
3.462 |
3.586 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.161 |
4.085 |
3.728 |
|
R3 |
3.967 |
3.891 |
3.674 |
|
R2 |
3.773 |
3.773 |
3.657 |
|
R1 |
3.697 |
3.697 |
3.639 |
3.735 |
PP |
3.579 |
3.579 |
3.579 |
3.598 |
S1 |
3.503 |
3.503 |
3.603 |
3.541 |
S2 |
3.385 |
3.385 |
3.585 |
|
S3 |
3.191 |
3.309 |
3.568 |
|
S4 |
2.997 |
3.115 |
3.514 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.655 |
3.461 |
0.194 |
5.4% |
0.094 |
2.6% |
82% |
True |
False |
4,617 |
10 |
3.655 |
3.450 |
0.205 |
5.7% |
0.085 |
2.3% |
83% |
True |
False |
6,428 |
20 |
3.980 |
3.450 |
0.530 |
14.6% |
0.095 |
2.6% |
32% |
False |
False |
5,069 |
40 |
4.035 |
3.450 |
0.585 |
16.2% |
0.089 |
2.5% |
29% |
False |
False |
3,862 |
60 |
4.035 |
3.450 |
0.585 |
16.2% |
0.085 |
2.3% |
29% |
False |
False |
3,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.927 |
2.618 |
3.823 |
1.618 |
3.759 |
1.000 |
3.719 |
0.618 |
3.695 |
HIGH |
3.655 |
0.618 |
3.631 |
0.500 |
3.623 |
0.382 |
3.615 |
LOW |
3.591 |
0.618 |
3.551 |
1.000 |
3.527 |
1.618 |
3.487 |
2.618 |
3.423 |
4.250 |
3.319 |
|
|
Fisher Pivots for day following 21-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
3.623 |
3.603 |
PP |
3.622 |
3.584 |
S1 |
3.622 |
3.566 |
|