NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 08-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.390 |
3.369 |
-0.021 |
-0.6% |
3.551 |
| High |
3.447 |
3.375 |
-0.072 |
-2.1% |
3.571 |
| Low |
3.347 |
3.314 |
-0.033 |
-1.0% |
3.150 |
| Close |
3.374 |
3.330 |
-0.044 |
-1.3% |
3.393 |
| Range |
0.100 |
0.061 |
-0.039 |
-39.0% |
0.421 |
| ATR |
0.110 |
0.107 |
-0.004 |
-3.2% |
0.000 |
| Volume |
13,390 |
12,135 |
-1,255 |
-9.4% |
43,967 |
|
| Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.523 |
3.487 |
3.364 |
|
| R3 |
3.462 |
3.426 |
3.347 |
|
| R2 |
3.401 |
3.401 |
3.341 |
|
| R1 |
3.365 |
3.365 |
3.336 |
3.353 |
| PP |
3.340 |
3.340 |
3.340 |
3.333 |
| S1 |
3.304 |
3.304 |
3.324 |
3.292 |
| S2 |
3.279 |
3.279 |
3.319 |
|
| S3 |
3.218 |
3.243 |
3.313 |
|
| S4 |
3.157 |
3.182 |
3.296 |
|
|
| 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 |
3.459 |
3.150 |
0.309 |
9.3% |
0.124 |
3.7% |
58% |
False |
False |
12,660 |
| 10 |
3.573 |
3.150 |
0.423 |
12.7% |
0.110 |
3.3% |
43% |
False |
False |
9,949 |
| 20 |
3.612 |
3.150 |
0.462 |
13.9% |
0.100 |
3.0% |
39% |
False |
False |
11,674 |
| 40 |
4.015 |
3.150 |
0.865 |
26.0% |
0.100 |
3.0% |
21% |
False |
False |
9,403 |
| 60 |
4.015 |
3.150 |
0.865 |
26.0% |
0.094 |
2.8% |
21% |
False |
False |
8,183 |
| 80 |
4.015 |
3.150 |
0.865 |
26.0% |
0.088 |
2.6% |
21% |
False |
False |
7,268 |
| 100 |
4.015 |
3.150 |
0.865 |
26.0% |
0.086 |
2.6% |
21% |
False |
False |
6,336 |
| 120 |
4.015 |
3.150 |
0.865 |
26.0% |
0.083 |
2.5% |
21% |
False |
False |
5,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.634 |
|
2.618 |
3.535 |
|
1.618 |
3.474 |
|
1.000 |
3.436 |
|
0.618 |
3.413 |
|
HIGH |
3.375 |
|
0.618 |
3.352 |
|
0.500 |
3.345 |
|
0.382 |
3.337 |
|
LOW |
3.314 |
|
0.618 |
3.276 |
|
1.000 |
3.253 |
|
1.618 |
3.215 |
|
2.618 |
3.154 |
|
4.250 |
3.055 |
|
|
| Fisher Pivots for day following 08-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.345 |
3.381 |
| PP |
3.340 |
3.364 |
| S1 |
3.335 |
3.347 |
|