NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 27-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
3.552 |
3.527 |
-0.025 |
-0.7% |
3.497 |
High |
3.573 |
3.566 |
-0.007 |
-0.2% |
3.655 |
Low |
3.539 |
3.510 |
-0.029 |
-0.8% |
3.461 |
Close |
3.568 |
3.554 |
-0.014 |
-0.4% |
3.621 |
Range |
0.034 |
0.056 |
0.022 |
64.7% |
0.194 |
ATR |
0.092 |
0.089 |
-0.002 |
-2.6% |
0.000 |
Volume |
5,075 |
2,925 |
-2,150 |
-42.4% |
23,085 |
|
Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.711 |
3.689 |
3.585 |
|
R3 |
3.655 |
3.633 |
3.569 |
|
R2 |
3.599 |
3.599 |
3.564 |
|
R1 |
3.577 |
3.577 |
3.559 |
3.588 |
PP |
3.543 |
3.543 |
3.543 |
3.549 |
S1 |
3.521 |
3.521 |
3.549 |
3.532 |
S2 |
3.487 |
3.487 |
3.544 |
|
S3 |
3.431 |
3.465 |
3.539 |
|
S4 |
3.375 |
3.409 |
3.523 |
|
|
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 |
3.510 |
0.145 |
4.1% |
0.068 |
1.9% |
30% |
False |
True |
4,912 |
10 |
3.655 |
3.450 |
0.205 |
5.8% |
0.079 |
2.2% |
51% |
False |
False |
5,289 |
20 |
3.809 |
3.450 |
0.359 |
10.1% |
0.088 |
2.5% |
29% |
False |
False |
5,442 |
40 |
4.035 |
3.450 |
0.585 |
16.5% |
0.087 |
2.4% |
18% |
False |
False |
4,060 |
60 |
4.035 |
3.450 |
0.585 |
16.5% |
0.084 |
2.4% |
18% |
False |
False |
3,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.804 |
2.618 |
3.713 |
1.618 |
3.657 |
1.000 |
3.622 |
0.618 |
3.601 |
HIGH |
3.566 |
0.618 |
3.545 |
0.500 |
3.538 |
0.382 |
3.531 |
LOW |
3.510 |
0.618 |
3.475 |
1.000 |
3.454 |
1.618 |
3.419 |
2.618 |
3.363 |
4.250 |
3.272 |
|
|
Fisher Pivots for day following 27-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
3.549 |
3.553 |
PP |
3.543 |
3.552 |
S1 |
3.538 |
3.551 |
|