NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 07-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.198 |
3.277 |
0.079 |
2.5% |
3.455 |
| High |
3.299 |
3.352 |
0.053 |
1.6% |
3.481 |
| Low |
3.193 |
3.238 |
0.045 |
1.4% |
3.050 |
| Close |
3.287 |
3.266 |
-0.021 |
-0.6% |
3.287 |
| Range |
0.106 |
0.114 |
0.008 |
7.5% |
0.431 |
| ATR |
0.125 |
0.124 |
-0.001 |
-0.6% |
0.000 |
| Volume |
108,560 |
79,341 |
-29,219 |
-26.9% |
399,500 |
|
| Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.627 |
3.561 |
3.329 |
|
| R3 |
3.513 |
3.447 |
3.297 |
|
| R2 |
3.399 |
3.399 |
3.287 |
|
| R1 |
3.333 |
3.333 |
3.276 |
3.309 |
| PP |
3.285 |
3.285 |
3.285 |
3.274 |
| S1 |
3.219 |
3.219 |
3.256 |
3.195 |
| S2 |
3.171 |
3.171 |
3.245 |
|
| S3 |
3.057 |
3.105 |
3.235 |
|
| S4 |
2.943 |
2.991 |
3.203 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.566 |
4.357 |
3.524 |
|
| R3 |
4.135 |
3.926 |
3.406 |
|
| R2 |
3.704 |
3.704 |
3.366 |
|
| R1 |
3.495 |
3.495 |
3.327 |
3.384 |
| PP |
3.273 |
3.273 |
3.273 |
3.217 |
| S1 |
3.064 |
3.064 |
3.247 |
2.953 |
| S2 |
2.842 |
2.842 |
3.208 |
|
| S3 |
2.411 |
2.633 |
3.168 |
|
| S4 |
1.980 |
2.202 |
3.050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.481 |
3.050 |
0.431 |
13.2% |
0.148 |
4.5% |
50% |
False |
False |
95,768 |
| 10 |
3.532 |
3.050 |
0.482 |
14.8% |
0.126 |
3.9% |
45% |
False |
False |
78,120 |
| 20 |
3.707 |
3.050 |
0.657 |
20.1% |
0.119 |
3.6% |
33% |
False |
False |
77,487 |
| 40 |
4.074 |
3.050 |
1.024 |
31.4% |
0.123 |
3.8% |
21% |
False |
False |
52,027 |
| 60 |
4.090 |
3.050 |
1.040 |
31.8% |
0.119 |
3.6% |
21% |
False |
False |
40,843 |
| 80 |
4.090 |
3.050 |
1.040 |
31.8% |
0.112 |
3.4% |
21% |
False |
False |
34,175 |
| 100 |
4.090 |
3.050 |
1.040 |
31.8% |
0.108 |
3.3% |
21% |
False |
False |
28,667 |
| 120 |
4.090 |
3.050 |
1.040 |
31.8% |
0.104 |
3.2% |
21% |
False |
False |
24,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.837 |
|
2.618 |
3.650 |
|
1.618 |
3.536 |
|
1.000 |
3.466 |
|
0.618 |
3.422 |
|
HIGH |
3.352 |
|
0.618 |
3.308 |
|
0.500 |
3.295 |
|
0.382 |
3.282 |
|
LOW |
3.238 |
|
0.618 |
3.168 |
|
1.000 |
3.124 |
|
1.618 |
3.054 |
|
2.618 |
2.940 |
|
4.250 |
2.754 |
|
|
| Fisher Pivots for day following 07-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.295 |
3.263 |
| PP |
3.285 |
3.261 |
| S1 |
3.276 |
3.258 |
|