What is the correct setting in Adobe Premiere CS6 for Nikon Video?
The best option is going to be a format which matches the resolution, pixel pitch, frame rate and color format/color space of your original footage.  These settings can typically be changed based on the shooting mode you used on your camera, so there is not enough detail in your question to give a specific setting.  If you actually open up the footage file, it should show these details in the properties for the clip and you can choose a sequence preset accordingly.