NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.316 |
3.253 |
-0.063 |
-1.9% |
3.551 |
| High |
3.316 |
3.325 |
0.009 |
0.3% |
3.571 |
| Low |
3.214 |
3.247 |
0.033 |
1.0% |
3.150 |
| Close |
3.241 |
3.315 |
0.074 |
2.3% |
3.393 |
| Range |
0.102 |
0.078 |
-0.024 |
-23.5% |
0.421 |
| ATR |
0.107 |
0.106 |
-0.002 |
-1.5% |
0.000 |
| Volume |
18,803 |
26,018 |
7,215 |
38.4% |
43,967 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.530 |
3.500 |
3.358 |
|
| R3 |
3.452 |
3.422 |
3.336 |
|
| R2 |
3.374 |
3.374 |
3.329 |
|
| R1 |
3.344 |
3.344 |
3.322 |
3.359 |
| PP |
3.296 |
3.296 |
3.296 |
3.303 |
| S1 |
3.266 |
3.266 |
3.308 |
3.281 |
| S2 |
3.218 |
3.218 |
3.301 |
|
| S3 |
3.140 |
3.188 |
3.294 |
|
| S4 |
3.062 |
3.110 |
3.272 |
|
|
| 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 |
3.447 |
3.214 |
0.233 |
7.0% |
0.086 |
2.6% |
43% |
False |
False |
17,276 |
| 10 |
3.573 |
3.150 |
0.423 |
12.8% |
0.110 |
3.3% |
39% |
False |
False |
12,908 |
| 20 |
3.612 |
3.150 |
0.462 |
13.9% |
0.101 |
3.1% |
36% |
False |
False |
12,489 |
| 40 |
4.015 |
3.150 |
0.865 |
26.1% |
0.100 |
3.0% |
19% |
False |
False |
10,154 |
| 60 |
4.015 |
3.150 |
0.865 |
26.1% |
0.094 |
2.8% |
19% |
False |
False |
8,536 |
| 80 |
4.015 |
3.150 |
0.865 |
26.1% |
0.089 |
2.7% |
19% |
False |
False |
7,776 |
| 100 |
4.015 |
3.150 |
0.865 |
26.1% |
0.087 |
2.6% |
19% |
False |
False |
6,760 |
| 120 |
4.015 |
3.150 |
0.865 |
26.1% |
0.083 |
2.5% |
19% |
False |
False |
5,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.657 |
|
2.618 |
3.529 |
|
1.618 |
3.451 |
|
1.000 |
3.403 |
|
0.618 |
3.373 |
|
HIGH |
3.325 |
|
0.618 |
3.295 |
|
0.500 |
3.286 |
|
0.382 |
3.277 |
|
LOW |
3.247 |
|
0.618 |
3.199 |
|
1.000 |
3.169 |
|
1.618 |
3.121 |
|
2.618 |
3.043 |
|
4.250 |
2.916 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.305 |
3.308 |
| PP |
3.296 |
3.301 |
| S1 |
3.286 |
3.295 |
|