NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 04-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.250 |
3.216 |
-0.034 |
-1.0% |
3.467 |
| High |
3.255 |
3.316 |
0.061 |
1.9% |
3.497 |
| Low |
3.181 |
3.209 |
0.028 |
0.9% |
3.100 |
| Close |
3.214 |
3.303 |
0.089 |
2.8% |
3.303 |
| Range |
0.074 |
0.107 |
0.033 |
44.6% |
0.397 |
| ATR |
0.121 |
0.120 |
-0.001 |
-0.8% |
0.000 |
| Volume |
57,379 |
52,541 |
-4,838 |
-8.4% |
156,641 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.597 |
3.557 |
3.362 |
|
| R3 |
3.490 |
3.450 |
3.332 |
|
| R2 |
3.383 |
3.383 |
3.323 |
|
| R1 |
3.343 |
3.343 |
3.313 |
3.363 |
| PP |
3.276 |
3.276 |
3.276 |
3.286 |
| S1 |
3.236 |
3.236 |
3.293 |
3.256 |
| S2 |
3.169 |
3.169 |
3.283 |
|
| S3 |
3.062 |
3.129 |
3.274 |
|
| S4 |
2.955 |
3.022 |
3.244 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.491 |
4.294 |
3.521 |
|
| R3 |
4.094 |
3.897 |
3.412 |
|
| R2 |
3.697 |
3.697 |
3.376 |
|
| R1 |
3.500 |
3.500 |
3.339 |
3.400 |
| PP |
3.300 |
3.300 |
3.300 |
3.250 |
| S1 |
3.103 |
3.103 |
3.267 |
3.003 |
| S2 |
2.903 |
2.903 |
3.230 |
|
| S3 |
2.506 |
2.706 |
3.194 |
|
| S4 |
2.109 |
2.309 |
3.085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.500 |
3.100 |
0.400 |
12.1% |
0.144 |
4.3% |
51% |
False |
False |
36,957 |
| 10 |
3.551 |
3.100 |
0.451 |
13.7% |
0.122 |
3.7% |
45% |
False |
False |
35,032 |
| 20 |
3.750 |
3.100 |
0.650 |
19.7% |
0.115 |
3.5% |
31% |
False |
False |
50,324 |
| 40 |
4.036 |
3.100 |
0.936 |
28.3% |
0.117 |
3.5% |
22% |
False |
False |
37,235 |
| 60 |
4.049 |
3.100 |
0.949 |
28.7% |
0.113 |
3.4% |
21% |
False |
False |
31,396 |
| 80 |
4.049 |
3.100 |
0.949 |
28.7% |
0.108 |
3.3% |
21% |
False |
False |
27,918 |
| 100 |
4.049 |
3.100 |
0.949 |
28.7% |
0.103 |
3.1% |
21% |
False |
False |
23,846 |
| 120 |
4.049 |
3.100 |
0.949 |
28.7% |
0.100 |
3.0% |
21% |
False |
False |
21,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.771 |
|
2.618 |
3.596 |
|
1.618 |
3.489 |
|
1.000 |
3.423 |
|
0.618 |
3.382 |
|
HIGH |
3.316 |
|
0.618 |
3.275 |
|
0.500 |
3.263 |
|
0.382 |
3.250 |
|
LOW |
3.209 |
|
0.618 |
3.143 |
|
1.000 |
3.102 |
|
1.618 |
3.036 |
|
2.618 |
2.929 |
|
4.250 |
2.754 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.290 |
3.281 |
| PP |
3.276 |
3.258 |
| S1 |
3.263 |
3.236 |
|