NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.276 |
3.195 |
-0.081 |
-2.5% |
3.506 |
| High |
3.276 |
3.270 |
-0.006 |
-0.2% |
3.525 |
| Low |
3.155 |
3.189 |
0.034 |
1.1% |
3.150 |
| Close |
3.182 |
3.257 |
0.075 |
2.4% |
3.337 |
| Range |
0.121 |
0.081 |
-0.040 |
-33.1% |
0.375 |
| ATR |
0.110 |
0.109 |
-0.002 |
-1.4% |
0.000 |
| Volume |
39,946 |
54,060 |
14,114 |
35.3% |
125,860 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.482 |
3.450 |
3.302 |
|
| R3 |
3.401 |
3.369 |
3.279 |
|
| R2 |
3.320 |
3.320 |
3.272 |
|
| R1 |
3.288 |
3.288 |
3.264 |
3.304 |
| PP |
3.239 |
3.239 |
3.239 |
3.247 |
| S1 |
3.207 |
3.207 |
3.250 |
3.223 |
| S2 |
3.158 |
3.158 |
3.242 |
|
| S3 |
3.077 |
3.126 |
3.235 |
|
| S4 |
2.996 |
3.045 |
3.212 |
|
|
| 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 |
7.4% |
0.096 |
2.9% |
42% |
False |
False |
40,609 |
| 10 |
3.531 |
3.150 |
0.381 |
11.7% |
0.112 |
3.4% |
28% |
False |
False |
32,145 |
| 20 |
3.577 |
3.150 |
0.427 |
13.1% |
0.105 |
3.2% |
25% |
False |
False |
32,534 |
| 40 |
3.997 |
3.150 |
0.847 |
26.0% |
0.109 |
3.3% |
13% |
False |
False |
31,872 |
| 60 |
3.997 |
3.150 |
0.847 |
26.0% |
0.105 |
3.2% |
13% |
False |
False |
28,471 |
| 80 |
3.997 |
3.150 |
0.847 |
26.0% |
0.100 |
3.1% |
13% |
False |
False |
27,450 |
| 100 |
3.997 |
3.150 |
0.847 |
26.0% |
0.098 |
3.0% |
13% |
False |
False |
24,445 |
| 120 |
3.997 |
3.150 |
0.847 |
26.0% |
0.097 |
3.0% |
13% |
False |
False |
22,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.614 |
|
2.618 |
3.482 |
|
1.618 |
3.401 |
|
1.000 |
3.351 |
|
0.618 |
3.320 |
|
HIGH |
3.270 |
|
0.618 |
3.239 |
|
0.500 |
3.230 |
|
0.382 |
3.220 |
|
LOW |
3.189 |
|
0.618 |
3.139 |
|
1.000 |
3.108 |
|
1.618 |
3.058 |
|
2.618 |
2.977 |
|
4.250 |
2.845 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.248 |
3.253 |
| PP |
3.239 |
3.249 |
| S1 |
3.230 |
3.245 |
|