NYMEX Natural Gas Future April 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 |
3.286 |
3.256 |
-0.030 |
-0.9% |
3.506 |
| High |
3.296 |
3.352 |
0.056 |
1.7% |
3.525 |
| Low |
3.226 |
3.255 |
0.029 |
0.9% |
3.150 |
| Close |
3.250 |
3.337 |
0.087 |
2.7% |
3.337 |
| Range |
0.070 |
0.097 |
0.027 |
38.6% |
0.375 |
| ATR |
0.114 |
0.113 |
-0.001 |
-0.7% |
0.000 |
| Volume |
49,868 |
40,201 |
-9,667 |
-19.4% |
125,860 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.606 |
3.568 |
3.390 |
|
| R3 |
3.509 |
3.471 |
3.364 |
|
| R2 |
3.412 |
3.412 |
3.355 |
|
| R1 |
3.374 |
3.374 |
3.346 |
3.393 |
| PP |
3.315 |
3.315 |
3.315 |
3.324 |
| S1 |
3.277 |
3.277 |
3.328 |
3.296 |
| S2 |
3.218 |
3.218 |
3.319 |
|
| S3 |
3.121 |
3.180 |
3.310 |
|
| S4 |
3.024 |
3.083 |
3.284 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.462 |
4.275 |
3.543 |
|
| R3 |
4.087 |
3.900 |
3.440 |
|
| R2 |
3.712 |
3.712 |
3.406 |
|
| R1 |
3.525 |
3.525 |
3.371 |
3.431 |
| PP |
3.337 |
3.337 |
3.337 |
3.291 |
| S1 |
3.150 |
3.150 |
3.303 |
3.056 |
| S2 |
2.962 |
2.962 |
3.268 |
|
| S3 |
2.587 |
2.775 |
3.234 |
|
| S4 |
2.212 |
2.400 |
3.131 |
|
|
| 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 |
11.4% |
0.135 |
4.1% |
49% |
False |
False |
28,604 |
| 10 |
3.577 |
3.150 |
0.427 |
12.8% |
0.115 |
3.4% |
44% |
False |
False |
25,671 |
| 20 |
3.747 |
3.150 |
0.597 |
17.9% |
0.108 |
3.2% |
31% |
False |
False |
32,365 |
| 40 |
3.997 |
3.150 |
0.847 |
25.4% |
0.109 |
3.3% |
22% |
False |
False |
29,941 |
| 60 |
3.997 |
3.150 |
0.847 |
25.4% |
0.104 |
3.1% |
22% |
False |
False |
28,014 |
| 80 |
3.997 |
3.150 |
0.847 |
25.4% |
0.100 |
3.0% |
22% |
False |
False |
26,614 |
| 100 |
3.997 |
3.150 |
0.847 |
25.4% |
0.097 |
2.9% |
22% |
False |
False |
23,102 |
| 120 |
3.997 |
3.150 |
0.847 |
25.4% |
0.096 |
2.9% |
22% |
False |
False |
20,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.764 |
|
2.618 |
3.606 |
|
1.618 |
3.509 |
|
1.000 |
3.449 |
|
0.618 |
3.412 |
|
HIGH |
3.352 |
|
0.618 |
3.315 |
|
0.500 |
3.304 |
|
0.382 |
3.292 |
|
LOW |
3.255 |
|
0.618 |
3.195 |
|
1.000 |
3.158 |
|
1.618 |
3.098 |
|
2.618 |
3.001 |
|
4.250 |
2.843 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.326 |
3.318 |
| PP |
3.315 |
3.299 |
| S1 |
3.304 |
3.281 |
|