NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 08-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.342 |
3.318 |
-0.024 |
-0.7% |
3.506 |
| High |
3.396 |
3.334 |
-0.062 |
-1.8% |
3.525 |
| Low |
3.293 |
3.257 |
-0.036 |
-1.1% |
3.150 |
| Close |
3.318 |
3.275 |
-0.043 |
-1.3% |
3.337 |
| Range |
0.103 |
0.077 |
-0.026 |
-25.2% |
0.375 |
| ATR |
0.112 |
0.110 |
-0.003 |
-2.2% |
0.000 |
| Volume |
39,584 |
29,258 |
-10,326 |
-26.1% |
125,860 |
|
| Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.520 |
3.474 |
3.317 |
|
| R3 |
3.443 |
3.397 |
3.296 |
|
| R2 |
3.366 |
3.366 |
3.289 |
|
| R1 |
3.320 |
3.320 |
3.282 |
3.305 |
| PP |
3.289 |
3.289 |
3.289 |
3.281 |
| S1 |
3.243 |
3.243 |
3.268 |
3.228 |
| S2 |
3.212 |
3.212 |
3.261 |
|
| S3 |
3.135 |
3.166 |
3.254 |
|
| S4 |
3.058 |
3.089 |
3.233 |
|
|
| 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 |
3.411 |
3.150 |
0.261 |
8.0% |
0.122 |
3.7% |
48% |
False |
False |
35,850 |
| 10 |
3.544 |
3.150 |
0.394 |
12.0% |
0.112 |
3.4% |
32% |
False |
False |
26,091 |
| 20 |
3.577 |
3.150 |
0.427 |
13.0% |
0.105 |
3.2% |
29% |
False |
False |
31,782 |
| 40 |
3.997 |
3.150 |
0.847 |
25.9% |
0.109 |
3.3% |
15% |
False |
False |
30,581 |
| 60 |
3.997 |
3.150 |
0.847 |
25.9% |
0.105 |
3.2% |
15% |
False |
False |
28,369 |
| 80 |
3.997 |
3.150 |
0.847 |
25.9% |
0.100 |
3.0% |
15% |
False |
False |
26,660 |
| 100 |
3.997 |
3.150 |
0.847 |
25.9% |
0.098 |
3.0% |
15% |
False |
False |
23,655 |
| 120 |
3.997 |
3.150 |
0.847 |
25.9% |
0.096 |
2.9% |
15% |
False |
False |
21,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.661 |
|
2.618 |
3.536 |
|
1.618 |
3.459 |
|
1.000 |
3.411 |
|
0.618 |
3.382 |
|
HIGH |
3.334 |
|
0.618 |
3.305 |
|
0.500 |
3.296 |
|
0.382 |
3.286 |
|
LOW |
3.257 |
|
0.618 |
3.209 |
|
1.000 |
3.180 |
|
1.618 |
3.132 |
|
2.618 |
3.055 |
|
4.250 |
2.930 |
|
|
| Fisher Pivots for day following 08-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.296 |
3.326 |
| PP |
3.289 |
3.309 |
| S1 |
3.282 |
3.292 |
|