NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 08-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.277 |
3.276 |
-0.001 |
0.0% |
3.455 |
| High |
3.352 |
3.281 |
-0.071 |
-2.1% |
3.481 |
| Low |
3.238 |
3.201 |
-0.037 |
-1.1% |
3.050 |
| Close |
3.266 |
3.218 |
-0.048 |
-1.5% |
3.287 |
| Range |
0.114 |
0.080 |
-0.034 |
-29.8% |
0.431 |
| ATR |
0.124 |
0.121 |
-0.003 |
-2.6% |
0.000 |
| Volume |
79,341 |
105,512 |
26,171 |
33.0% |
399,500 |
|
| Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.473 |
3.426 |
3.262 |
|
| R3 |
3.393 |
3.346 |
3.240 |
|
| R2 |
3.313 |
3.313 |
3.233 |
|
| R1 |
3.266 |
3.266 |
3.225 |
3.250 |
| PP |
3.233 |
3.233 |
3.233 |
3.225 |
| S1 |
3.186 |
3.186 |
3.211 |
3.170 |
| S2 |
3.153 |
3.153 |
3.203 |
|
| S3 |
3.073 |
3.106 |
3.196 |
|
| S4 |
2.993 |
3.026 |
3.174 |
|
|
| 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 |
3.358 |
3.050 |
0.308 |
9.6% |
0.136 |
4.2% |
55% |
False |
False |
104,307 |
| 10 |
3.493 |
3.050 |
0.443 |
13.8% |
0.126 |
3.9% |
38% |
False |
False |
81,396 |
| 20 |
3.555 |
3.050 |
0.505 |
15.7% |
0.116 |
3.6% |
33% |
False |
False |
80,382 |
| 40 |
4.074 |
3.050 |
1.024 |
31.8% |
0.123 |
3.8% |
16% |
False |
False |
54,210 |
| 60 |
4.090 |
3.050 |
1.040 |
32.3% |
0.118 |
3.7% |
16% |
False |
False |
42,302 |
| 80 |
4.090 |
3.050 |
1.040 |
32.3% |
0.112 |
3.5% |
16% |
False |
False |
35,338 |
| 100 |
4.090 |
3.050 |
1.040 |
32.3% |
0.108 |
3.4% |
16% |
False |
False |
29,670 |
| 120 |
4.090 |
3.050 |
1.040 |
32.3% |
0.104 |
3.2% |
16% |
False |
False |
25,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.621 |
|
2.618 |
3.490 |
|
1.618 |
3.410 |
|
1.000 |
3.361 |
|
0.618 |
3.330 |
|
HIGH |
3.281 |
|
0.618 |
3.250 |
|
0.500 |
3.241 |
|
0.382 |
3.232 |
|
LOW |
3.201 |
|
0.618 |
3.152 |
|
1.000 |
3.121 |
|
1.618 |
3.072 |
|
2.618 |
2.992 |
|
4.250 |
2.861 |
|
|
| Fisher Pivots for day following 08-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.241 |
3.273 |
| PP |
3.233 |
3.254 |
| S1 |
3.226 |
3.236 |
|