NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 05-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.366 |
3.383 |
0.017 |
0.5% |
3.465 |
| High |
3.402 |
3.475 |
0.073 |
2.1% |
3.465 |
| Low |
3.312 |
3.370 |
0.058 |
1.8% |
3.281 |
| Close |
3.369 |
3.450 |
0.081 |
2.4% |
3.353 |
| Range |
0.090 |
0.105 |
0.015 |
16.7% |
0.184 |
| ATR |
0.108 |
0.108 |
0.000 |
-0.1% |
0.000 |
| Volume |
51,447 |
36,298 |
-15,149 |
-29.4% |
237,058 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.747 |
3.703 |
3.508 |
|
| R3 |
3.642 |
3.598 |
3.479 |
|
| R2 |
3.537 |
3.537 |
3.469 |
|
| R1 |
3.493 |
3.493 |
3.460 |
3.515 |
| PP |
3.432 |
3.432 |
3.432 |
3.443 |
| S1 |
3.388 |
3.388 |
3.440 |
3.410 |
| S2 |
3.327 |
3.327 |
3.431 |
|
| S3 |
3.222 |
3.283 |
3.421 |
|
| S4 |
3.117 |
3.178 |
3.392 |
|
|
| 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 |
3.475 |
3.295 |
0.180 |
5.2% |
0.106 |
3.1% |
86% |
True |
False |
49,683 |
| 10 |
3.616 |
3.281 |
0.335 |
9.7% |
0.101 |
2.9% |
50% |
False |
False |
48,502 |
| 20 |
3.670 |
3.155 |
0.515 |
14.9% |
0.103 |
3.0% |
57% |
False |
False |
47,447 |
| 40 |
3.704 |
3.150 |
0.554 |
16.1% |
0.105 |
3.0% |
54% |
False |
False |
39,999 |
| 60 |
3.997 |
3.150 |
0.847 |
24.6% |
0.107 |
3.1% |
35% |
False |
False |
36,021 |
| 80 |
3.997 |
3.150 |
0.847 |
24.6% |
0.105 |
3.0% |
35% |
False |
False |
33,015 |
| 100 |
3.997 |
3.150 |
0.847 |
24.6% |
0.101 |
2.9% |
35% |
False |
False |
30,758 |
| 120 |
3.997 |
3.150 |
0.847 |
24.6% |
0.098 |
2.9% |
35% |
False |
False |
27,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.921 |
|
2.618 |
3.750 |
|
1.618 |
3.645 |
|
1.000 |
3.580 |
|
0.618 |
3.540 |
|
HIGH |
3.475 |
|
0.618 |
3.435 |
|
0.500 |
3.423 |
|
0.382 |
3.410 |
|
LOW |
3.370 |
|
0.618 |
3.305 |
|
1.000 |
3.265 |
|
1.618 |
3.200 |
|
2.618 |
3.095 |
|
4.250 |
2.924 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.441 |
3.431 |
| PP |
3.432 |
3.412 |
| S1 |
3.423 |
3.394 |
|