NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 31-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
3.581 |
3.617 |
0.036 |
1.0% |
3.591 |
High |
3.623 |
3.617 |
-0.006 |
-0.2% |
3.623 |
Low |
3.534 |
3.505 |
-0.029 |
-0.8% |
3.510 |
Close |
3.612 |
3.508 |
-0.104 |
-2.9% |
3.612 |
Range |
0.089 |
0.112 |
0.023 |
25.8% |
0.113 |
ATR |
0.089 |
0.091 |
0.002 |
1.8% |
0.000 |
Volume |
4,595 |
4,488 |
-107 |
-2.3% |
18,632 |
|
Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.879 |
3.806 |
3.570 |
|
R3 |
3.767 |
3.694 |
3.539 |
|
R2 |
3.655 |
3.655 |
3.529 |
|
R1 |
3.582 |
3.582 |
3.518 |
3.563 |
PP |
3.543 |
3.543 |
3.543 |
3.534 |
S1 |
3.470 |
3.470 |
3.498 |
3.451 |
S2 |
3.431 |
3.431 |
3.487 |
|
S3 |
3.319 |
3.358 |
3.477 |
|
S4 |
3.207 |
3.246 |
3.446 |
|
|
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 |
3.623 |
3.505 |
0.118 |
3.4% |
0.072 |
2.0% |
3% |
False |
True |
4,624 |
10 |
3.655 |
3.461 |
0.194 |
5.5% |
0.083 |
2.4% |
24% |
False |
False |
4,620 |
20 |
3.808 |
3.450 |
0.358 |
10.2% |
0.087 |
2.5% |
16% |
False |
False |
5,420 |
40 |
4.035 |
3.450 |
0.585 |
16.7% |
0.088 |
2.5% |
10% |
False |
False |
4,187 |
60 |
4.035 |
3.450 |
0.585 |
16.7% |
0.085 |
2.4% |
10% |
False |
False |
3,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.093 |
2.618 |
3.910 |
1.618 |
3.798 |
1.000 |
3.729 |
0.618 |
3.686 |
HIGH |
3.617 |
0.618 |
3.574 |
0.500 |
3.561 |
0.382 |
3.548 |
LOW |
3.505 |
0.618 |
3.436 |
1.000 |
3.393 |
1.618 |
3.324 |
2.618 |
3.212 |
4.250 |
3.029 |
|
|
Fisher Pivots for day following 31-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
3.561 |
3.564 |
PP |
3.543 |
3.545 |
S1 |
3.526 |
3.527 |
|