NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 01-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.385 |
3.379 |
-0.006 |
-0.2% |
3.465 |
| High |
3.443 |
3.437 |
-0.006 |
-0.2% |
3.465 |
| Low |
3.295 |
3.330 |
0.035 |
1.1% |
3.281 |
| Close |
3.392 |
3.353 |
-0.039 |
-1.1% |
3.353 |
| Range |
0.148 |
0.107 |
-0.041 |
-27.7% |
0.184 |
| ATR |
0.110 |
0.109 |
0.000 |
-0.2% |
0.000 |
| Volume |
43,826 |
78,394 |
34,568 |
78.9% |
237,058 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.694 |
3.631 |
3.412 |
|
| R3 |
3.587 |
3.524 |
3.382 |
|
| R2 |
3.480 |
3.480 |
3.373 |
|
| R1 |
3.417 |
3.417 |
3.363 |
3.395 |
| PP |
3.373 |
3.373 |
3.373 |
3.363 |
| S1 |
3.310 |
3.310 |
3.343 |
3.288 |
| S2 |
3.266 |
3.266 |
3.333 |
|
| S3 |
3.159 |
3.203 |
3.324 |
|
| S4 |
3.052 |
3.096 |
3.294 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.918 |
3.820 |
3.454 |
|
| R3 |
3.734 |
3.636 |
3.404 |
|
| R2 |
3.550 |
3.550 |
3.387 |
|
| R1 |
3.452 |
3.452 |
3.370 |
3.409 |
| PP |
3.366 |
3.366 |
3.366 |
3.345 |
| S1 |
3.268 |
3.268 |
3.336 |
3.225 |
| S2 |
3.182 |
3.182 |
3.319 |
|
| S3 |
2.998 |
3.084 |
3.302 |
|
| S4 |
2.814 |
2.900 |
3.252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.465 |
3.281 |
0.184 |
5.5% |
0.106 |
3.2% |
39% |
False |
False |
47,411 |
| 10 |
3.670 |
3.281 |
0.389 |
11.6% |
0.105 |
3.1% |
19% |
False |
False |
48,512 |
| 20 |
3.670 |
3.155 |
0.515 |
15.4% |
0.103 |
3.1% |
38% |
False |
False |
47,049 |
| 40 |
3.747 |
3.150 |
0.597 |
17.8% |
0.108 |
3.2% |
34% |
False |
False |
39,369 |
| 60 |
3.997 |
3.150 |
0.847 |
25.3% |
0.107 |
3.2% |
24% |
False |
False |
35,314 |
| 80 |
3.997 |
3.150 |
0.847 |
25.3% |
0.104 |
3.1% |
24% |
False |
False |
32,494 |
| 100 |
3.997 |
3.150 |
0.847 |
25.3% |
0.101 |
3.0% |
24% |
False |
False |
30,438 |
| 120 |
3.997 |
3.150 |
0.847 |
25.3% |
0.098 |
2.9% |
24% |
False |
False |
26,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.892 |
|
2.618 |
3.717 |
|
1.618 |
3.610 |
|
1.000 |
3.544 |
|
0.618 |
3.503 |
|
HIGH |
3.437 |
|
0.618 |
3.396 |
|
0.500 |
3.384 |
|
0.382 |
3.371 |
|
LOW |
3.330 |
|
0.618 |
3.264 |
|
1.000 |
3.223 |
|
1.618 |
3.157 |
|
2.618 |
3.050 |
|
4.250 |
2.875 |
|
|
| Fisher Pivots for day following 01-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.384 |
3.369 |
| PP |
3.373 |
3.364 |
| S1 |
3.363 |
3.358 |
|