NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.769 |
3.750 |
-0.019 |
-0.5% |
3.630 |
| High |
3.808 |
3.781 |
-0.027 |
-0.7% |
3.808 |
| Low |
3.701 |
3.669 |
-0.032 |
-0.9% |
3.620 |
| Close |
3.759 |
3.673 |
-0.086 |
-2.3% |
3.673 |
| Range |
0.107 |
0.112 |
0.005 |
4.7% |
0.188 |
| ATR |
0.100 |
0.101 |
0.001 |
0.9% |
0.000 |
| Volume |
4,014 |
5,086 |
1,072 |
26.7% |
21,011 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.044 |
3.970 |
3.735 |
|
| R3 |
3.932 |
3.858 |
3.704 |
|
| R2 |
3.820 |
3.820 |
3.694 |
|
| R1 |
3.746 |
3.746 |
3.683 |
3.727 |
| PP |
3.708 |
3.708 |
3.708 |
3.698 |
| S1 |
3.634 |
3.634 |
3.663 |
3.615 |
| S2 |
3.596 |
3.596 |
3.652 |
|
| S3 |
3.484 |
3.522 |
3.642 |
|
| S4 |
3.372 |
3.410 |
3.611 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.264 |
4.157 |
3.776 |
|
| R3 |
4.076 |
3.969 |
3.725 |
|
| R2 |
3.888 |
3.888 |
3.707 |
|
| R1 |
3.781 |
3.781 |
3.690 |
3.835 |
| PP |
3.700 |
3.700 |
3.700 |
3.727 |
| S1 |
3.593 |
3.593 |
3.656 |
3.647 |
| S2 |
3.512 |
3.512 |
3.639 |
|
| S3 |
3.324 |
3.405 |
3.621 |
|
| S4 |
3.136 |
3.217 |
3.570 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.808 |
3.620 |
0.188 |
5.1% |
0.108 |
2.9% |
28% |
False |
False |
4,202 |
| 10 |
3.980 |
3.620 |
0.360 |
9.8% |
0.105 |
2.9% |
15% |
False |
False |
3,710 |
| 20 |
4.035 |
3.620 |
0.415 |
11.3% |
0.097 |
2.6% |
13% |
False |
False |
3,425 |
| 40 |
4.035 |
3.620 |
0.415 |
11.3% |
0.088 |
2.4% |
13% |
False |
False |
2,953 |
| 60 |
4.035 |
3.479 |
0.556 |
15.1% |
0.082 |
2.2% |
35% |
False |
False |
2,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.257 |
|
2.618 |
4.074 |
|
1.618 |
3.962 |
|
1.000 |
3.893 |
|
0.618 |
3.850 |
|
HIGH |
3.781 |
|
0.618 |
3.738 |
|
0.500 |
3.725 |
|
0.382 |
3.712 |
|
LOW |
3.669 |
|
0.618 |
3.600 |
|
1.000 |
3.557 |
|
1.618 |
3.488 |
|
2.618 |
3.376 |
|
4.250 |
3.193 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.725 |
3.714 |
| PP |
3.708 |
3.700 |
| S1 |
3.690 |
3.687 |
|