NYMEX Natural Gas Future March 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 |
3.228 |
3.135 |
-0.093 |
-2.9% |
3.467 |
| High |
3.238 |
3.224 |
-0.014 |
-0.4% |
3.497 |
| Low |
3.105 |
3.132 |
0.027 |
0.9% |
3.100 |
| Close |
3.131 |
3.208 |
0.077 |
2.5% |
3.303 |
| Range |
0.133 |
0.092 |
-0.041 |
-30.8% |
0.397 |
| ATR |
0.117 |
0.116 |
-0.002 |
-1.5% |
0.000 |
| Volume |
74,284 |
85,958 |
11,674 |
15.7% |
156,641 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.464 |
3.428 |
3.259 |
|
| R3 |
3.372 |
3.336 |
3.233 |
|
| R2 |
3.280 |
3.280 |
3.225 |
|
| R1 |
3.244 |
3.244 |
3.216 |
3.262 |
| PP |
3.188 |
3.188 |
3.188 |
3.197 |
| S1 |
3.152 |
3.152 |
3.200 |
3.170 |
| S2 |
3.096 |
3.096 |
3.191 |
|
| S3 |
3.004 |
3.060 |
3.183 |
|
| S4 |
2.912 |
2.968 |
3.157 |
|
|
| 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 |
8.1% |
0.104 |
3.2% |
40% |
False |
False |
57,762 |
| 10 |
3.500 |
3.100 |
0.400 |
12.5% |
0.120 |
3.7% |
27% |
False |
False |
43,845 |
| 20 |
3.551 |
3.100 |
0.451 |
14.1% |
0.112 |
3.5% |
24% |
False |
False |
49,949 |
| 40 |
4.036 |
3.100 |
0.936 |
29.2% |
0.117 |
3.7% |
12% |
False |
False |
40,978 |
| 60 |
4.049 |
3.100 |
0.949 |
29.6% |
0.113 |
3.5% |
11% |
False |
False |
33,506 |
| 80 |
4.049 |
3.100 |
0.949 |
29.6% |
0.108 |
3.4% |
11% |
False |
False |
29,780 |
| 100 |
4.049 |
3.100 |
0.949 |
29.6% |
0.105 |
3.3% |
11% |
False |
False |
25,894 |
| 120 |
4.049 |
3.100 |
0.949 |
29.6% |
0.101 |
3.1% |
11% |
False |
False |
22,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.615 |
|
2.618 |
3.465 |
|
1.618 |
3.373 |
|
1.000 |
3.316 |
|
0.618 |
3.281 |
|
HIGH |
3.224 |
|
0.618 |
3.189 |
|
0.500 |
3.178 |
|
0.382 |
3.167 |
|
LOW |
3.132 |
|
0.618 |
3.075 |
|
1.000 |
3.040 |
|
1.618 |
2.983 |
|
2.618 |
2.891 |
|
4.250 |
2.741 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.198 |
3.205 |
| PP |
3.188 |
3.202 |
| S1 |
3.178 |
3.200 |
|