NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 07-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.470 |
3.480 |
0.010 |
0.3% |
3.465 |
| High |
3.505 |
3.498 |
-0.007 |
-0.2% |
3.465 |
| Low |
3.447 |
3.341 |
-0.106 |
-3.1% |
3.281 |
| Close |
3.464 |
3.345 |
-0.119 |
-3.4% |
3.353 |
| Range |
0.058 |
0.157 |
0.099 |
170.7% |
0.184 |
| ATR |
0.104 |
0.108 |
0.004 |
3.6% |
0.000 |
| Volume |
36,988 |
43,990 |
7,002 |
18.9% |
237,058 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.866 |
3.762 |
3.431 |
|
| R3 |
3.709 |
3.605 |
3.388 |
|
| R2 |
3.552 |
3.552 |
3.374 |
|
| R1 |
3.448 |
3.448 |
3.359 |
3.422 |
| PP |
3.395 |
3.395 |
3.395 |
3.381 |
| S1 |
3.291 |
3.291 |
3.331 |
3.265 |
| S2 |
3.238 |
3.238 |
3.316 |
|
| S3 |
3.081 |
3.134 |
3.302 |
|
| S4 |
2.924 |
2.977 |
3.259 |
|
|
| 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 |
3.505 |
3.312 |
0.193 |
5.8% |
0.103 |
3.1% |
17% |
False |
False |
49,423 |
| 10 |
3.533 |
3.281 |
0.252 |
7.5% |
0.101 |
3.0% |
25% |
False |
False |
46,528 |
| 20 |
3.670 |
3.189 |
0.481 |
14.4% |
0.104 |
3.1% |
32% |
False |
False |
48,036 |
| 40 |
3.670 |
3.150 |
0.520 |
15.5% |
0.105 |
3.1% |
38% |
False |
False |
39,985 |
| 60 |
3.997 |
3.150 |
0.847 |
25.3% |
0.108 |
3.2% |
23% |
False |
False |
36,663 |
| 80 |
3.997 |
3.150 |
0.847 |
25.3% |
0.105 |
3.1% |
23% |
False |
False |
33,050 |
| 100 |
3.997 |
3.150 |
0.847 |
25.3% |
0.101 |
3.0% |
23% |
False |
False |
31,140 |
| 120 |
3.997 |
3.150 |
0.847 |
25.3% |
0.099 |
3.0% |
23% |
False |
False |
27,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.165 |
|
2.618 |
3.909 |
|
1.618 |
3.752 |
|
1.000 |
3.655 |
|
0.618 |
3.595 |
|
HIGH |
3.498 |
|
0.618 |
3.438 |
|
0.500 |
3.420 |
|
0.382 |
3.401 |
|
LOW |
3.341 |
|
0.618 |
3.244 |
|
1.000 |
3.184 |
|
1.618 |
3.087 |
|
2.618 |
2.930 |
|
4.250 |
2.674 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.420 |
3.423 |
| PP |
3.395 |
3.397 |
| S1 |
3.370 |
3.371 |
|