NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 09-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.276 |
3.218 |
-0.058 |
-1.8% |
3.455 |
| High |
3.281 |
3.227 |
-0.054 |
-1.6% |
3.481 |
| Low |
3.201 |
3.087 |
-0.114 |
-3.6% |
3.050 |
| Close |
3.218 |
3.113 |
-0.105 |
-3.3% |
3.287 |
| Range |
0.080 |
0.140 |
0.060 |
75.0% |
0.431 |
| ATR |
0.121 |
0.123 |
0.001 |
1.1% |
0.000 |
| Volume |
105,512 |
133,814 |
28,302 |
26.8% |
399,500 |
|
| Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.562 |
3.478 |
3.190 |
|
| R3 |
3.422 |
3.338 |
3.152 |
|
| R2 |
3.282 |
3.282 |
3.139 |
|
| R1 |
3.198 |
3.198 |
3.126 |
3.170 |
| PP |
3.142 |
3.142 |
3.142 |
3.129 |
| S1 |
3.058 |
3.058 |
3.100 |
3.030 |
| S2 |
3.002 |
3.002 |
3.087 |
|
| S3 |
2.862 |
2.918 |
3.075 |
|
| S4 |
2.722 |
2.778 |
3.036 |
|
|
| 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 |
3.352 |
3.087 |
0.265 |
8.5% |
0.102 |
3.3% |
10% |
False |
True |
103,653 |
| 10 |
3.487 |
3.050 |
0.437 |
14.0% |
0.127 |
4.1% |
14% |
False |
False |
91,120 |
| 20 |
3.532 |
3.050 |
0.482 |
15.5% |
0.118 |
3.8% |
13% |
False |
False |
84,584 |
| 40 |
4.074 |
3.050 |
1.024 |
32.9% |
0.124 |
4.0% |
6% |
False |
False |
56,990 |
| 60 |
4.090 |
3.050 |
1.040 |
33.4% |
0.119 |
3.8% |
6% |
False |
False |
43,962 |
| 80 |
4.090 |
3.050 |
1.040 |
33.4% |
0.112 |
3.6% |
6% |
False |
False |
36,814 |
| 100 |
4.090 |
3.050 |
1.040 |
33.4% |
0.108 |
3.5% |
6% |
False |
False |
30,948 |
| 120 |
4.090 |
3.050 |
1.040 |
33.4% |
0.105 |
3.4% |
6% |
False |
False |
26,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.822 |
|
2.618 |
3.594 |
|
1.618 |
3.454 |
|
1.000 |
3.367 |
|
0.618 |
3.314 |
|
HIGH |
3.227 |
|
0.618 |
3.174 |
|
0.500 |
3.157 |
|
0.382 |
3.140 |
|
LOW |
3.087 |
|
0.618 |
3.000 |
|
1.000 |
2.947 |
|
1.618 |
2.860 |
|
2.618 |
2.720 |
|
4.250 |
2.492 |
|
|
| Fisher Pivots for day following 09-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.157 |
3.220 |
| PP |
3.142 |
3.184 |
| S1 |
3.128 |
3.149 |
|