NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 24-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
3.630 |
3.591 |
-0.039 |
-1.1% |
3.497 |
High |
3.655 |
3.591 |
-0.064 |
-1.8% |
3.655 |
Low |
3.591 |
3.524 |
-0.067 |
-1.9% |
3.461 |
Close |
3.621 |
3.539 |
-0.082 |
-2.3% |
3.621 |
Range |
0.064 |
0.067 |
0.003 |
4.7% |
0.194 |
ATR |
0.096 |
0.096 |
0.000 |
0.1% |
0.000 |
Volume |
6,267 |
6,037 |
-230 |
-3.7% |
23,085 |
|
Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.752 |
3.713 |
3.576 |
|
R3 |
3.685 |
3.646 |
3.557 |
|
R2 |
3.618 |
3.618 |
3.551 |
|
R1 |
3.579 |
3.579 |
3.545 |
3.565 |
PP |
3.551 |
3.551 |
3.551 |
3.545 |
S1 |
3.512 |
3.512 |
3.533 |
3.498 |
S2 |
3.484 |
3.484 |
3.527 |
|
S3 |
3.417 |
3.445 |
3.521 |
|
S4 |
3.350 |
3.378 |
3.502 |
|
|
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 |
3.477 |
0.178 |
5.0% |
0.090 |
2.5% |
35% |
False |
False |
4,819 |
10 |
3.655 |
3.450 |
0.205 |
5.8% |
0.084 |
2.4% |
43% |
False |
False |
6,323 |
20 |
3.947 |
3.450 |
0.497 |
14.0% |
0.093 |
2.6% |
18% |
False |
False |
5,314 |
40 |
4.035 |
3.450 |
0.585 |
16.5% |
0.089 |
2.5% |
15% |
False |
False |
3,963 |
60 |
4.035 |
3.450 |
0.585 |
16.5% |
0.085 |
2.4% |
15% |
False |
False |
3,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.876 |
2.618 |
3.766 |
1.618 |
3.699 |
1.000 |
3.658 |
0.618 |
3.632 |
HIGH |
3.591 |
0.618 |
3.565 |
0.500 |
3.558 |
0.382 |
3.550 |
LOW |
3.524 |
0.618 |
3.483 |
1.000 |
3.457 |
1.618 |
3.416 |
2.618 |
3.349 |
4.250 |
3.239 |
|
|
Fisher Pivots for day following 24-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
3.558 |
3.588 |
PP |
3.551 |
3.571 |
S1 |
3.545 |
3.555 |
|