NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 04-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.430 |
3.424 |
-0.006 |
-0.2% |
3.529 |
| High |
3.496 |
3.463 |
-0.033 |
-0.9% |
3.529 |
| Low |
3.392 |
3.376 |
-0.016 |
-0.5% |
3.345 |
| Close |
3.415 |
3.433 |
0.018 |
0.5% |
3.415 |
| Range |
0.104 |
0.087 |
-0.017 |
-16.3% |
0.184 |
| ATR |
0.106 |
0.104 |
-0.001 |
-1.3% |
0.000 |
| Volume |
24,539 |
29,257 |
4,718 |
19.2% |
92,551 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.685 |
3.646 |
3.481 |
|
| R3 |
3.598 |
3.559 |
3.457 |
|
| R2 |
3.511 |
3.511 |
3.449 |
|
| R1 |
3.472 |
3.472 |
3.441 |
3.492 |
| PP |
3.424 |
3.424 |
3.424 |
3.434 |
| S1 |
3.385 |
3.385 |
3.425 |
3.405 |
| S2 |
3.337 |
3.337 |
3.417 |
|
| S3 |
3.250 |
3.298 |
3.409 |
|
| S4 |
3.163 |
3.211 |
3.385 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.982 |
3.882 |
3.516 |
|
| R3 |
3.798 |
3.698 |
3.466 |
|
| R2 |
3.614 |
3.614 |
3.449 |
|
| R1 |
3.514 |
3.514 |
3.432 |
3.472 |
| PP |
3.430 |
3.430 |
3.430 |
3.409 |
| S1 |
3.330 |
3.330 |
3.398 |
3.288 |
| S2 |
3.246 |
3.246 |
3.381 |
|
| S3 |
3.062 |
3.146 |
3.364 |
|
| S4 |
2.878 |
2.962 |
3.314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.499 |
3.345 |
0.154 |
4.5% |
0.094 |
2.7% |
57% |
False |
False |
21,043 |
| 10 |
3.716 |
3.345 |
0.371 |
10.8% |
0.101 |
2.9% |
24% |
False |
False |
21,349 |
| 20 |
3.716 |
3.214 |
0.502 |
14.6% |
0.097 |
2.8% |
44% |
False |
False |
20,102 |
| 40 |
3.784 |
3.150 |
0.634 |
18.5% |
0.101 |
2.9% |
45% |
False |
False |
15,697 |
| 60 |
4.015 |
3.150 |
0.865 |
25.2% |
0.098 |
2.9% |
33% |
False |
False |
12,793 |
| 80 |
4.015 |
3.150 |
0.865 |
25.2% |
0.094 |
2.7% |
33% |
False |
False |
10,997 |
| 100 |
4.015 |
3.150 |
0.865 |
25.2% |
0.090 |
2.6% |
33% |
False |
False |
9,766 |
| 120 |
4.015 |
3.150 |
0.865 |
25.2% |
0.087 |
2.5% |
33% |
False |
False |
8,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.833 |
|
2.618 |
3.691 |
|
1.618 |
3.604 |
|
1.000 |
3.550 |
|
0.618 |
3.517 |
|
HIGH |
3.463 |
|
0.618 |
3.430 |
|
0.500 |
3.420 |
|
0.382 |
3.409 |
|
LOW |
3.376 |
|
0.618 |
3.322 |
|
1.000 |
3.289 |
|
1.618 |
3.235 |
|
2.618 |
3.148 |
|
4.250 |
3.006 |
|
|
| Fisher Pivots for day following 04-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.429 |
3.431 |
| PP |
3.424 |
3.429 |
| S1 |
3.420 |
3.428 |
|