NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 05-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.424 |
3.447 |
0.023 |
0.7% |
3.529 |
| High |
3.463 |
3.537 |
0.074 |
2.1% |
3.529 |
| Low |
3.376 |
3.434 |
0.058 |
1.7% |
3.345 |
| Close |
3.433 |
3.513 |
0.080 |
2.3% |
3.415 |
| Range |
0.087 |
0.103 |
0.016 |
18.4% |
0.184 |
| ATR |
0.104 |
0.104 |
0.000 |
0.0% |
0.000 |
| Volume |
29,257 |
19,678 |
-9,579 |
-32.7% |
92,551 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.804 |
3.761 |
3.570 |
|
| R3 |
3.701 |
3.658 |
3.541 |
|
| R2 |
3.598 |
3.598 |
3.532 |
|
| R1 |
3.555 |
3.555 |
3.522 |
3.577 |
| PP |
3.495 |
3.495 |
3.495 |
3.505 |
| S1 |
3.452 |
3.452 |
3.504 |
3.474 |
| S2 |
3.392 |
3.392 |
3.494 |
|
| S3 |
3.289 |
3.349 |
3.485 |
|
| S4 |
3.186 |
3.246 |
3.456 |
|
|
| 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 |
3.537 |
3.356 |
0.181 |
5.2% |
0.103 |
2.9% |
87% |
True |
False |
21,081 |
| 10 |
3.670 |
3.345 |
0.325 |
9.3% |
0.097 |
2.8% |
52% |
False |
False |
21,720 |
| 20 |
3.716 |
3.214 |
0.502 |
14.3% |
0.098 |
2.8% |
60% |
False |
False |
20,417 |
| 40 |
3.743 |
3.150 |
0.593 |
16.9% |
0.100 |
2.8% |
61% |
False |
False |
16,020 |
| 60 |
4.015 |
3.150 |
0.865 |
24.6% |
0.099 |
2.8% |
42% |
False |
False |
13,008 |
| 80 |
4.015 |
3.150 |
0.865 |
24.6% |
0.095 |
2.7% |
42% |
False |
False |
11,156 |
| 100 |
4.015 |
3.150 |
0.865 |
24.6% |
0.090 |
2.6% |
42% |
False |
False |
9,844 |
| 120 |
4.015 |
3.150 |
0.865 |
24.6% |
0.087 |
2.5% |
42% |
False |
False |
8,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.975 |
|
2.618 |
3.807 |
|
1.618 |
3.704 |
|
1.000 |
3.640 |
|
0.618 |
3.601 |
|
HIGH |
3.537 |
|
0.618 |
3.498 |
|
0.500 |
3.486 |
|
0.382 |
3.473 |
|
LOW |
3.434 |
|
0.618 |
3.370 |
|
1.000 |
3.331 |
|
1.618 |
3.267 |
|
2.618 |
3.164 |
|
4.250 |
2.996 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.504 |
3.494 |
| PP |
3.495 |
3.475 |
| S1 |
3.486 |
3.457 |
|