NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 09-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.318 |
3.276 |
-0.042 |
-1.3% |
3.506 |
| High |
3.334 |
3.276 |
-0.058 |
-1.7% |
3.525 |
| Low |
3.257 |
3.155 |
-0.102 |
-3.1% |
3.150 |
| Close |
3.275 |
3.182 |
-0.093 |
-2.8% |
3.337 |
| Range |
0.077 |
0.121 |
0.044 |
57.1% |
0.375 |
| ATR |
0.110 |
0.110 |
0.001 |
0.7% |
0.000 |
| Volume |
29,258 |
39,946 |
10,688 |
36.5% |
125,860 |
|
| Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.567 |
3.496 |
3.249 |
|
| R3 |
3.446 |
3.375 |
3.215 |
|
| R2 |
3.325 |
3.325 |
3.204 |
|
| R1 |
3.254 |
3.254 |
3.193 |
3.229 |
| PP |
3.204 |
3.204 |
3.204 |
3.192 |
| S1 |
3.133 |
3.133 |
3.171 |
3.108 |
| S2 |
3.083 |
3.083 |
3.160 |
|
| S3 |
2.962 |
3.012 |
3.149 |
|
| S4 |
2.841 |
2.891 |
3.115 |
|
|
| 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 |
3.396 |
3.155 |
0.241 |
7.6% |
0.094 |
2.9% |
11% |
False |
True |
39,771 |
| 10 |
3.531 |
3.150 |
0.381 |
12.0% |
0.113 |
3.5% |
8% |
False |
False |
27,812 |
| 20 |
3.577 |
3.150 |
0.427 |
13.4% |
0.106 |
3.3% |
7% |
False |
False |
31,934 |
| 40 |
3.997 |
3.150 |
0.847 |
26.6% |
0.110 |
3.4% |
4% |
False |
False |
30,977 |
| 60 |
3.997 |
3.150 |
0.847 |
26.6% |
0.105 |
3.3% |
4% |
False |
False |
28,054 |
| 80 |
3.997 |
3.150 |
0.847 |
26.6% |
0.100 |
3.1% |
4% |
False |
False |
26,916 |
| 100 |
3.997 |
3.150 |
0.847 |
26.6% |
0.098 |
3.1% |
4% |
False |
False |
23,984 |
| 120 |
3.997 |
3.150 |
0.847 |
26.6% |
0.096 |
3.0% |
4% |
False |
False |
21,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.790 |
|
2.618 |
3.593 |
|
1.618 |
3.472 |
|
1.000 |
3.397 |
|
0.618 |
3.351 |
|
HIGH |
3.276 |
|
0.618 |
3.230 |
|
0.500 |
3.216 |
|
0.382 |
3.201 |
|
LOW |
3.155 |
|
0.618 |
3.080 |
|
1.000 |
3.034 |
|
1.618 |
2.959 |
|
2.618 |
2.838 |
|
4.250 |
2.641 |
|
|
| Fisher Pivots for day following 09-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.216 |
3.276 |
| PP |
3.204 |
3.244 |
| S1 |
3.193 |
3.213 |
|