NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 28-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
3.527 |
3.581 |
0.054 |
1.5% |
3.591 |
High |
3.566 |
3.623 |
0.057 |
1.6% |
3.623 |
Low |
3.510 |
3.534 |
0.024 |
0.7% |
3.510 |
Close |
3.554 |
3.612 |
0.058 |
1.6% |
3.612 |
Range |
0.056 |
0.089 |
0.033 |
58.9% |
0.113 |
ATR |
0.089 |
0.089 |
0.000 |
0.0% |
0.000 |
Volume |
2,925 |
4,595 |
1,670 |
57.1% |
18,632 |
|
Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.857 |
3.823 |
3.661 |
|
R3 |
3.768 |
3.734 |
3.636 |
|
R2 |
3.679 |
3.679 |
3.628 |
|
R1 |
3.645 |
3.645 |
3.620 |
3.662 |
PP |
3.590 |
3.590 |
3.590 |
3.598 |
S1 |
3.556 |
3.556 |
3.604 |
3.573 |
S2 |
3.501 |
3.501 |
3.596 |
|
S3 |
3.412 |
3.467 |
3.588 |
|
S4 |
3.323 |
3.378 |
3.563 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.921 |
3.879 |
3.674 |
|
R3 |
3.808 |
3.766 |
3.643 |
|
R2 |
3.695 |
3.695 |
3.633 |
|
R1 |
3.653 |
3.653 |
3.622 |
3.674 |
PP |
3.582 |
3.582 |
3.582 |
3.592 |
S1 |
3.540 |
3.540 |
3.602 |
3.561 |
S2 |
3.469 |
3.469 |
3.591 |
|
S3 |
3.356 |
3.427 |
3.581 |
|
S4 |
3.243 |
3.314 |
3.550 |
|
|
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 |
4.0% |
0.062 |
1.7% |
70% |
False |
False |
4,979 |
10 |
3.655 |
3.461 |
0.194 |
5.4% |
0.080 |
2.2% |
78% |
False |
False |
4,884 |
20 |
3.808 |
3.450 |
0.358 |
9.9% |
0.087 |
2.4% |
45% |
False |
False |
5,471 |
40 |
4.035 |
3.450 |
0.585 |
16.2% |
0.087 |
2.4% |
28% |
False |
False |
4,130 |
60 |
4.035 |
3.450 |
0.585 |
16.2% |
0.084 |
2.3% |
28% |
False |
False |
3,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.001 |
2.618 |
3.856 |
1.618 |
3.767 |
1.000 |
3.712 |
0.618 |
3.678 |
HIGH |
3.623 |
0.618 |
3.589 |
0.500 |
3.579 |
0.382 |
3.568 |
LOW |
3.534 |
0.618 |
3.479 |
1.000 |
3.445 |
1.618 |
3.390 |
2.618 |
3.301 |
4.250 |
3.156 |
|
|
Fisher Pivots for day following 28-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
3.601 |
3.597 |
PP |
3.590 |
3.582 |
S1 |
3.579 |
3.567 |
|