NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.218 |
3.130 |
-0.088 |
-2.7% |
3.455 |
| High |
3.227 |
3.211 |
-0.016 |
-0.5% |
3.481 |
| Low |
3.087 |
3.108 |
0.021 |
0.7% |
3.050 |
| Close |
3.113 |
3.193 |
0.080 |
2.6% |
3.287 |
| Range |
0.140 |
0.103 |
-0.037 |
-26.4% |
0.431 |
| ATR |
0.123 |
0.121 |
-0.001 |
-1.1% |
0.000 |
| Volume |
133,814 |
141,547 |
7,733 |
5.8% |
399,500 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.480 |
3.439 |
3.250 |
|
| R3 |
3.377 |
3.336 |
3.221 |
|
| R2 |
3.274 |
3.274 |
3.212 |
|
| R1 |
3.233 |
3.233 |
3.202 |
3.254 |
| PP |
3.171 |
3.171 |
3.171 |
3.181 |
| S1 |
3.130 |
3.130 |
3.184 |
3.151 |
| S2 |
3.068 |
3.068 |
3.174 |
|
| S3 |
2.965 |
3.027 |
3.165 |
|
| S4 |
2.862 |
2.924 |
3.136 |
|
|
| 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 |
8.3% |
0.109 |
3.4% |
40% |
False |
False |
113,754 |
| 10 |
3.487 |
3.050 |
0.437 |
13.7% |
0.126 |
4.0% |
33% |
False |
False |
99,561 |
| 20 |
3.532 |
3.050 |
0.482 |
15.1% |
0.118 |
3.7% |
30% |
False |
False |
87,995 |
| 40 |
4.074 |
3.050 |
1.024 |
32.1% |
0.123 |
3.9% |
14% |
False |
False |
60,035 |
| 60 |
4.090 |
3.050 |
1.040 |
32.6% |
0.119 |
3.7% |
14% |
False |
False |
46,035 |
| 80 |
4.090 |
3.050 |
1.040 |
32.6% |
0.113 |
3.5% |
14% |
False |
False |
38,466 |
| 100 |
4.090 |
3.050 |
1.040 |
32.6% |
0.109 |
3.4% |
14% |
False |
False |
32,276 |
| 120 |
4.090 |
3.050 |
1.040 |
32.6% |
0.105 |
3.3% |
14% |
False |
False |
27,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.649 |
|
2.618 |
3.481 |
|
1.618 |
3.378 |
|
1.000 |
3.314 |
|
0.618 |
3.275 |
|
HIGH |
3.211 |
|
0.618 |
3.172 |
|
0.500 |
3.160 |
|
0.382 |
3.147 |
|
LOW |
3.108 |
|
0.618 |
3.044 |
|
1.000 |
3.005 |
|
1.618 |
2.941 |
|
2.618 |
2.838 |
|
4.250 |
2.670 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.182 |
3.190 |
| PP |
3.171 |
3.187 |
| S1 |
3.160 |
3.184 |
|