NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 04-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.340 |
3.326 |
-0.014 |
-0.4% |
3.551 |
| High |
3.341 |
3.405 |
0.064 |
1.9% |
3.571 |
| Low |
3.279 |
3.317 |
0.038 |
1.2% |
3.150 |
| Close |
3.306 |
3.393 |
0.087 |
2.6% |
3.393 |
| Range |
0.062 |
0.088 |
0.026 |
41.9% |
0.421 |
| ATR |
0.112 |
0.111 |
-0.001 |
-0.8% |
0.000 |
| Volume |
13,751 |
16,037 |
2,286 |
16.6% |
43,967 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.636 |
3.602 |
3.441 |
|
| R3 |
3.548 |
3.514 |
3.417 |
|
| R2 |
3.460 |
3.460 |
3.409 |
|
| R1 |
3.426 |
3.426 |
3.401 |
3.443 |
| PP |
3.372 |
3.372 |
3.372 |
3.380 |
| S1 |
3.338 |
3.338 |
3.385 |
3.355 |
| S2 |
3.284 |
3.284 |
3.377 |
|
| S3 |
3.196 |
3.250 |
3.369 |
|
| S4 |
3.108 |
3.162 |
3.345 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.634 |
4.435 |
3.625 |
|
| R3 |
4.213 |
4.014 |
3.509 |
|
| R2 |
3.792 |
3.792 |
3.470 |
|
| R1 |
3.593 |
3.593 |
3.432 |
3.482 |
| PP |
3.371 |
3.371 |
3.371 |
3.316 |
| S1 |
3.172 |
3.172 |
3.354 |
3.061 |
| S2 |
2.950 |
2.950 |
3.316 |
|
| S3 |
2.529 |
2.751 |
3.277 |
|
| S4 |
2.108 |
2.330 |
3.161 |
|
|
| 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 |
12.5% |
0.141 |
4.1% |
57% |
False |
False |
10,445 |
| 10 |
3.612 |
3.150 |
0.462 |
13.6% |
0.114 |
3.4% |
53% |
False |
False |
9,485 |
| 20 |
3.784 |
3.150 |
0.634 |
18.7% |
0.104 |
3.1% |
38% |
False |
False |
11,291 |
| 40 |
4.015 |
3.150 |
0.865 |
25.5% |
0.099 |
2.9% |
28% |
False |
False |
9,139 |
| 60 |
4.015 |
3.150 |
0.865 |
25.5% |
0.093 |
2.8% |
28% |
False |
False |
7,961 |
| 80 |
4.015 |
3.150 |
0.865 |
25.5% |
0.088 |
2.6% |
28% |
False |
False |
7,183 |
| 100 |
4.015 |
3.150 |
0.865 |
25.5% |
0.085 |
2.5% |
28% |
False |
False |
6,109 |
| 120 |
4.015 |
3.150 |
0.865 |
25.5% |
0.083 |
2.4% |
28% |
False |
False |
5,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.779 |
|
2.618 |
3.635 |
|
1.618 |
3.547 |
|
1.000 |
3.493 |
|
0.618 |
3.459 |
|
HIGH |
3.405 |
|
0.618 |
3.371 |
|
0.500 |
3.361 |
|
0.382 |
3.351 |
|
LOW |
3.317 |
|
0.618 |
3.263 |
|
1.000 |
3.229 |
|
1.618 |
3.175 |
|
2.618 |
3.087 |
|
4.250 |
2.943 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.382 |
3.364 |
| PP |
3.372 |
3.334 |
| S1 |
3.361 |
3.305 |
|