NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 07-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.326 |
3.390 |
0.064 |
1.9% |
3.551 |
| High |
3.405 |
3.447 |
0.042 |
1.2% |
3.571 |
| Low |
3.317 |
3.347 |
0.030 |
0.9% |
3.150 |
| Close |
3.393 |
3.374 |
-0.019 |
-0.6% |
3.393 |
| Range |
0.088 |
0.100 |
0.012 |
13.6% |
0.421 |
| ATR |
0.111 |
0.110 |
-0.001 |
-0.7% |
0.000 |
| Volume |
16,037 |
13,390 |
-2,647 |
-16.5% |
43,967 |
|
| Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.689 |
3.632 |
3.429 |
|
| R3 |
3.589 |
3.532 |
3.402 |
|
| R2 |
3.489 |
3.489 |
3.392 |
|
| R1 |
3.432 |
3.432 |
3.383 |
3.411 |
| PP |
3.389 |
3.389 |
3.389 |
3.379 |
| S1 |
3.332 |
3.332 |
3.365 |
3.311 |
| S2 |
3.289 |
3.289 |
3.356 |
|
| S3 |
3.189 |
3.232 |
3.347 |
|
| S4 |
3.089 |
3.132 |
3.319 |
|
|
| 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 |
3.571 |
3.150 |
0.421 |
12.5% |
0.137 |
4.1% |
53% |
False |
False |
11,471 |
| 10 |
3.612 |
3.150 |
0.462 |
13.7% |
0.111 |
3.3% |
48% |
False |
False |
9,885 |
| 20 |
3.743 |
3.150 |
0.593 |
17.6% |
0.103 |
3.0% |
38% |
False |
False |
11,624 |
| 40 |
4.015 |
3.150 |
0.865 |
25.6% |
0.100 |
3.0% |
26% |
False |
False |
9,304 |
| 60 |
4.015 |
3.150 |
0.865 |
25.6% |
0.094 |
2.8% |
26% |
False |
False |
8,069 |
| 80 |
4.015 |
3.150 |
0.865 |
25.6% |
0.088 |
2.6% |
26% |
False |
False |
7,200 |
| 100 |
4.015 |
3.150 |
0.865 |
25.6% |
0.085 |
2.5% |
26% |
False |
False |
6,231 |
| 120 |
4.015 |
3.150 |
0.865 |
25.6% |
0.083 |
2.5% |
26% |
False |
False |
5,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.872 |
|
2.618 |
3.709 |
|
1.618 |
3.609 |
|
1.000 |
3.547 |
|
0.618 |
3.509 |
|
HIGH |
3.447 |
|
0.618 |
3.409 |
|
0.500 |
3.397 |
|
0.382 |
3.385 |
|
LOW |
3.347 |
|
0.618 |
3.285 |
|
1.000 |
3.247 |
|
1.618 |
3.185 |
|
2.618 |
3.085 |
|
4.250 |
2.922 |
|
|
| Fisher Pivots for day following 07-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.397 |
3.370 |
| PP |
3.389 |
3.367 |
| S1 |
3.382 |
3.363 |
|