NYMEX Natural Gas Future March 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 |
3.291 |
3.228 |
-0.063 |
-1.9% |
3.467 |
| High |
3.294 |
3.238 |
-0.056 |
-1.7% |
3.497 |
| Low |
3.217 |
3.105 |
-0.112 |
-3.5% |
3.100 |
| Close |
3.234 |
3.131 |
-0.103 |
-3.2% |
3.303 |
| Range |
0.077 |
0.133 |
0.056 |
72.7% |
0.397 |
| ATR |
0.116 |
0.117 |
0.001 |
1.0% |
0.000 |
| Volume |
31,749 |
74,284 |
42,535 |
134.0% |
156,641 |
|
| Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.557 |
3.477 |
3.204 |
|
| R3 |
3.424 |
3.344 |
3.168 |
|
| R2 |
3.291 |
3.291 |
3.155 |
|
| R1 |
3.211 |
3.211 |
3.143 |
3.185 |
| PP |
3.158 |
3.158 |
3.158 |
3.145 |
| S1 |
3.078 |
3.078 |
3.119 |
3.052 |
| S2 |
3.025 |
3.025 |
3.107 |
|
| S3 |
2.892 |
2.945 |
3.094 |
|
| S4 |
2.759 |
2.812 |
3.058 |
|
|
| 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 |
3.365 |
3.105 |
0.260 |
8.3% |
0.100 |
3.2% |
10% |
False |
True |
52,046 |
| 10 |
3.500 |
3.100 |
0.400 |
12.8% |
0.121 |
3.9% |
8% |
False |
False |
36,953 |
| 20 |
3.551 |
3.100 |
0.451 |
14.4% |
0.113 |
3.6% |
7% |
False |
False |
50,207 |
| 40 |
4.036 |
3.100 |
0.936 |
29.9% |
0.118 |
3.8% |
3% |
False |
False |
39,296 |
| 60 |
4.049 |
3.100 |
0.949 |
30.3% |
0.114 |
3.6% |
3% |
False |
False |
32,340 |
| 80 |
4.049 |
3.100 |
0.949 |
30.3% |
0.108 |
3.4% |
3% |
False |
False |
28,917 |
| 100 |
4.049 |
3.100 |
0.949 |
30.3% |
0.105 |
3.3% |
3% |
False |
False |
25,120 |
| 120 |
4.049 |
3.100 |
0.949 |
30.3% |
0.101 |
3.2% |
3% |
False |
False |
22,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.803 |
|
2.618 |
3.586 |
|
1.618 |
3.453 |
|
1.000 |
3.371 |
|
0.618 |
3.320 |
|
HIGH |
3.238 |
|
0.618 |
3.187 |
|
0.500 |
3.172 |
|
0.382 |
3.156 |
|
LOW |
3.105 |
|
0.618 |
3.023 |
|
1.000 |
2.972 |
|
1.618 |
2.890 |
|
2.618 |
2.757 |
|
4.250 |
2.540 |
|
|
| Fisher Pivots for day following 09-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.172 |
3.235 |
| PP |
3.158 |
3.200 |
| S1 |
3.145 |
3.166 |
|