NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.253 |
3.304 |
0.051 |
1.6% |
3.390 |
| High |
3.325 |
3.434 |
0.109 |
3.3% |
3.447 |
| Low |
3.247 |
3.304 |
0.057 |
1.8% |
3.214 |
| Close |
3.315 |
3.425 |
0.110 |
3.3% |
3.425 |
| Range |
0.078 |
0.130 |
0.052 |
66.7% |
0.233 |
| ATR |
0.106 |
0.107 |
0.002 |
1.7% |
0.000 |
| Volume |
26,018 |
22,891 |
-3,127 |
-12.0% |
93,237 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.778 |
3.731 |
3.497 |
|
| R3 |
3.648 |
3.601 |
3.461 |
|
| R2 |
3.518 |
3.518 |
3.449 |
|
| R1 |
3.471 |
3.471 |
3.437 |
3.495 |
| PP |
3.388 |
3.388 |
3.388 |
3.399 |
| S1 |
3.341 |
3.341 |
3.413 |
3.365 |
| S2 |
3.258 |
3.258 |
3.401 |
|
| S3 |
3.128 |
3.211 |
3.389 |
|
| S4 |
2.998 |
3.081 |
3.354 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.061 |
3.976 |
3.553 |
|
| R3 |
3.828 |
3.743 |
3.489 |
|
| R2 |
3.595 |
3.595 |
3.468 |
|
| R1 |
3.510 |
3.510 |
3.446 |
3.553 |
| PP |
3.362 |
3.362 |
3.362 |
3.383 |
| S1 |
3.277 |
3.277 |
3.404 |
3.320 |
| S2 |
3.129 |
3.129 |
3.382 |
|
| S3 |
2.896 |
3.044 |
3.361 |
|
| S4 |
2.663 |
2.811 |
3.297 |
|
|
| 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 |
6.8% |
0.094 |
2.8% |
91% |
False |
False |
18,647 |
| 10 |
3.573 |
3.150 |
0.423 |
12.4% |
0.117 |
3.4% |
65% |
False |
False |
14,546 |
| 20 |
3.612 |
3.150 |
0.462 |
13.5% |
0.104 |
3.0% |
60% |
False |
False |
12,722 |
| 40 |
4.015 |
3.150 |
0.865 |
25.3% |
0.100 |
2.9% |
32% |
False |
False |
10,526 |
| 60 |
4.015 |
3.150 |
0.865 |
25.3% |
0.095 |
2.8% |
32% |
False |
False |
8,819 |
| 80 |
4.015 |
3.150 |
0.865 |
25.3% |
0.090 |
2.6% |
32% |
False |
False |
8,049 |
| 100 |
4.015 |
3.150 |
0.865 |
25.3% |
0.087 |
2.5% |
32% |
False |
False |
6,978 |
| 120 |
4.015 |
3.150 |
0.865 |
25.3% |
0.084 |
2.5% |
32% |
False |
False |
6,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.987 |
|
2.618 |
3.774 |
|
1.618 |
3.644 |
|
1.000 |
3.564 |
|
0.618 |
3.514 |
|
HIGH |
3.434 |
|
0.618 |
3.384 |
|
0.500 |
3.369 |
|
0.382 |
3.354 |
|
LOW |
3.304 |
|
0.618 |
3.224 |
|
1.000 |
3.174 |
|
1.618 |
3.094 |
|
2.618 |
2.964 |
|
4.250 |
2.752 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.406 |
3.391 |
| PP |
3.388 |
3.358 |
| S1 |
3.369 |
3.324 |
|