NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 02-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.506 |
3.405 |
-0.101 |
-2.9% |
3.544 |
| High |
3.525 |
3.411 |
-0.114 |
-3.2% |
3.544 |
| Low |
3.394 |
3.150 |
-0.244 |
-7.2% |
3.400 |
| Close |
3.403 |
3.294 |
-0.109 |
-3.2% |
3.513 |
| Range |
0.131 |
0.261 |
0.130 |
99.2% |
0.144 |
| ATR |
0.106 |
0.117 |
0.011 |
10.5% |
0.000 |
| Volume |
15,448 |
20,343 |
4,895 |
31.7% |
66,216 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.068 |
3.942 |
3.438 |
|
| R3 |
3.807 |
3.681 |
3.366 |
|
| R2 |
3.546 |
3.546 |
3.342 |
|
| R1 |
3.420 |
3.420 |
3.318 |
3.353 |
| PP |
3.285 |
3.285 |
3.285 |
3.251 |
| S1 |
3.159 |
3.159 |
3.270 |
3.092 |
| S2 |
3.024 |
3.024 |
3.246 |
|
| S3 |
2.763 |
2.898 |
3.222 |
|
| S4 |
2.502 |
2.637 |
3.150 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.918 |
3.859 |
3.592 |
|
| R3 |
3.774 |
3.715 |
3.553 |
|
| R2 |
3.630 |
3.630 |
3.539 |
|
| R1 |
3.571 |
3.571 |
3.526 |
3.529 |
| PP |
3.486 |
3.486 |
3.486 |
3.464 |
| S1 |
3.427 |
3.427 |
3.500 |
3.385 |
| S2 |
3.342 |
3.342 |
3.487 |
|
| S3 |
3.198 |
3.283 |
3.473 |
|
| S4 |
3.054 |
3.139 |
3.434 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.531 |
3.150 |
0.381 |
11.6% |
0.132 |
4.0% |
38% |
False |
True |
15,853 |
| 10 |
3.577 |
3.150 |
0.427 |
13.0% |
0.121 |
3.7% |
34% |
False |
True |
23,545 |
| 20 |
3.747 |
3.150 |
0.597 |
18.1% |
0.113 |
3.4% |
24% |
False |
True |
30,467 |
| 40 |
3.997 |
3.150 |
0.847 |
25.7% |
0.109 |
3.3% |
17% |
False |
True |
28,806 |
| 60 |
3.997 |
3.150 |
0.847 |
25.7% |
0.105 |
3.2% |
17% |
False |
True |
27,126 |
| 80 |
3.997 |
3.150 |
0.847 |
25.7% |
0.102 |
3.1% |
17% |
False |
True |
25,890 |
| 100 |
3.997 |
3.150 |
0.847 |
25.7% |
0.097 |
3.0% |
17% |
False |
True |
22,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.520 |
|
2.618 |
4.094 |
|
1.618 |
3.833 |
|
1.000 |
3.672 |
|
0.618 |
3.572 |
|
HIGH |
3.411 |
|
0.618 |
3.311 |
|
0.500 |
3.281 |
|
0.382 |
3.250 |
|
LOW |
3.150 |
|
0.618 |
2.989 |
|
1.000 |
2.889 |
|
1.618 |
2.728 |
|
2.618 |
2.467 |
|
4.250 |
2.041 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.290 |
3.341 |
| PP |
3.285 |
3.325 |
| S1 |
3.281 |
3.310 |
|