NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 03-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.405 |
3.286 |
-0.119 |
-3.5% |
3.544 |
| High |
3.411 |
3.296 |
-0.115 |
-3.4% |
3.544 |
| Low |
3.150 |
3.226 |
0.076 |
2.4% |
3.400 |
| Close |
3.294 |
3.250 |
-0.044 |
-1.3% |
3.513 |
| Range |
0.261 |
0.070 |
-0.191 |
-73.2% |
0.144 |
| ATR |
0.117 |
0.114 |
-0.003 |
-2.9% |
0.000 |
| Volume |
20,343 |
49,868 |
29,525 |
145.1% |
66,216 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.467 |
3.429 |
3.289 |
|
| R3 |
3.397 |
3.359 |
3.269 |
|
| R2 |
3.327 |
3.327 |
3.263 |
|
| R1 |
3.289 |
3.289 |
3.256 |
3.273 |
| PP |
3.257 |
3.257 |
3.257 |
3.250 |
| S1 |
3.219 |
3.219 |
3.244 |
3.203 |
| S2 |
3.187 |
3.187 |
3.237 |
|
| S3 |
3.117 |
3.149 |
3.231 |
|
| S4 |
3.047 |
3.079 |
3.212 |
|
|
| 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 |
11.7% |
0.128 |
3.9% |
26% |
False |
False |
23,681 |
| 10 |
3.577 |
3.150 |
0.427 |
13.1% |
0.117 |
3.6% |
23% |
False |
False |
25,055 |
| 20 |
3.747 |
3.150 |
0.597 |
18.4% |
0.113 |
3.5% |
17% |
False |
False |
31,689 |
| 40 |
3.997 |
3.150 |
0.847 |
26.1% |
0.109 |
3.4% |
12% |
False |
False |
29,446 |
| 60 |
3.997 |
3.150 |
0.847 |
26.1% |
0.105 |
3.2% |
12% |
False |
False |
27,642 |
| 80 |
3.997 |
3.150 |
0.847 |
26.1% |
0.101 |
3.1% |
12% |
False |
False |
26,285 |
| 100 |
3.997 |
3.150 |
0.847 |
26.1% |
0.097 |
3.0% |
12% |
False |
False |
22,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.594 |
|
2.618 |
3.479 |
|
1.618 |
3.409 |
|
1.000 |
3.366 |
|
0.618 |
3.339 |
|
HIGH |
3.296 |
|
0.618 |
3.269 |
|
0.500 |
3.261 |
|
0.382 |
3.253 |
|
LOW |
3.226 |
|
0.618 |
3.183 |
|
1.000 |
3.156 |
|
1.618 |
3.113 |
|
2.618 |
3.043 |
|
4.250 |
2.929 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.261 |
3.338 |
| PP |
3.257 |
3.308 |
| S1 |
3.254 |
3.279 |
|