NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 03-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.456 |
3.340 |
-0.116 |
-3.4% |
3.571 |
| High |
3.459 |
3.341 |
-0.118 |
-3.4% |
3.573 |
| Low |
3.150 |
3.279 |
0.129 |
4.1% |
3.440 |
| Close |
3.349 |
3.306 |
-0.043 |
-1.3% |
3.559 |
| Range |
0.309 |
0.062 |
-0.247 |
-79.9% |
0.133 |
| ATR |
0.115 |
0.112 |
-0.003 |
-2.8% |
0.000 |
| Volume |
7,989 |
13,751 |
5,762 |
72.1% |
30,004 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.495 |
3.462 |
3.340 |
|
| R3 |
3.433 |
3.400 |
3.323 |
|
| R2 |
3.371 |
3.371 |
3.317 |
|
| R1 |
3.338 |
3.338 |
3.312 |
3.324 |
| PP |
3.309 |
3.309 |
3.309 |
3.301 |
| S1 |
3.276 |
3.276 |
3.300 |
3.262 |
| S2 |
3.247 |
3.247 |
3.295 |
|
| S3 |
3.185 |
3.214 |
3.289 |
|
| S4 |
3.123 |
3.152 |
3.272 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.923 |
3.874 |
3.632 |
|
| R3 |
3.790 |
3.741 |
3.596 |
|
| R2 |
3.657 |
3.657 |
3.583 |
|
| R1 |
3.608 |
3.608 |
3.571 |
3.566 |
| PP |
3.524 |
3.524 |
3.524 |
3.503 |
| S1 |
3.475 |
3.475 |
3.547 |
3.433 |
| S2 |
3.391 |
3.391 |
3.535 |
|
| S3 |
3.258 |
3.342 |
3.522 |
|
| S4 |
3.125 |
3.209 |
3.486 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.573 |
3.150 |
0.423 |
12.8% |
0.135 |
4.1% |
37% |
False |
False |
8,540 |
| 10 |
3.612 |
3.150 |
0.462 |
14.0% |
0.115 |
3.5% |
34% |
False |
False |
8,916 |
| 20 |
3.784 |
3.150 |
0.634 |
19.2% |
0.108 |
3.3% |
25% |
False |
False |
10,756 |
| 40 |
4.015 |
3.150 |
0.865 |
26.2% |
0.099 |
3.0% |
18% |
False |
False |
8,818 |
| 60 |
4.015 |
3.150 |
0.865 |
26.2% |
0.094 |
2.8% |
18% |
False |
False |
7,779 |
| 80 |
4.015 |
3.150 |
0.865 |
26.2% |
0.089 |
2.7% |
18% |
False |
False |
7,022 |
| 100 |
4.015 |
3.150 |
0.865 |
26.2% |
0.085 |
2.6% |
18% |
False |
False |
5,963 |
| 120 |
4.015 |
3.150 |
0.865 |
26.2% |
0.083 |
2.5% |
18% |
False |
False |
5,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.605 |
|
2.618 |
3.503 |
|
1.618 |
3.441 |
|
1.000 |
3.403 |
|
0.618 |
3.379 |
|
HIGH |
3.341 |
|
0.618 |
3.317 |
|
0.500 |
3.310 |
|
0.382 |
3.303 |
|
LOW |
3.279 |
|
0.618 |
3.241 |
|
1.000 |
3.217 |
|
1.618 |
3.179 |
|
2.618 |
3.117 |
|
4.250 |
3.016 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.310 |
3.361 |
| PP |
3.309 |
3.342 |
| S1 |
3.307 |
3.324 |
|