NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 02-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
3.617 |
3.495 |
-0.122 |
-3.4% |
3.591 |
High |
3.617 |
3.516 |
-0.101 |
-2.8% |
3.623 |
Low |
3.505 |
3.204 |
-0.301 |
-8.6% |
3.510 |
Close |
3.508 |
3.406 |
-0.102 |
-2.9% |
3.612 |
Range |
0.112 |
0.312 |
0.200 |
178.6% |
0.113 |
ATR |
0.091 |
0.107 |
0.016 |
17.4% |
0.000 |
Volume |
4,488 |
4,368 |
-120 |
-2.7% |
18,632 |
|
Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.311 |
4.171 |
3.578 |
|
R3 |
3.999 |
3.859 |
3.492 |
|
R2 |
3.687 |
3.687 |
3.463 |
|
R1 |
3.547 |
3.547 |
3.435 |
3.461 |
PP |
3.375 |
3.375 |
3.375 |
3.333 |
S1 |
3.235 |
3.235 |
3.377 |
3.149 |
S2 |
3.063 |
3.063 |
3.349 |
|
S3 |
2.751 |
2.923 |
3.320 |
|
S4 |
2.439 |
2.611 |
3.234 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.921 |
3.879 |
3.674 |
|
R3 |
3.808 |
3.766 |
3.643 |
|
R2 |
3.695 |
3.695 |
3.633 |
|
R1 |
3.653 |
3.653 |
3.622 |
3.674 |
PP |
3.582 |
3.582 |
3.582 |
3.592 |
S1 |
3.540 |
3.540 |
3.602 |
3.561 |
S2 |
3.469 |
3.469 |
3.591 |
|
S3 |
3.356 |
3.427 |
3.581 |
|
S4 |
3.243 |
3.314 |
3.550 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.623 |
3.204 |
0.419 |
12.3% |
0.121 |
3.5% |
48% |
False |
True |
4,290 |
10 |
3.655 |
3.204 |
0.451 |
13.2% |
0.105 |
3.1% |
45% |
False |
True |
4,554 |
20 |
3.808 |
3.204 |
0.604 |
17.7% |
0.099 |
2.9% |
33% |
False |
True |
5,333 |
40 |
4.035 |
3.204 |
0.831 |
24.4% |
0.093 |
2.7% |
24% |
False |
True |
4,234 |
60 |
4.035 |
3.204 |
0.831 |
24.4% |
0.089 |
2.6% |
24% |
False |
True |
3,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.842 |
2.618 |
4.333 |
1.618 |
4.021 |
1.000 |
3.828 |
0.618 |
3.709 |
HIGH |
3.516 |
0.618 |
3.397 |
0.500 |
3.360 |
0.382 |
3.323 |
LOW |
3.204 |
0.618 |
3.011 |
1.000 |
2.892 |
1.618 |
2.699 |
2.618 |
2.387 |
4.250 |
1.878 |
|
|
Fisher Pivots for day following 02-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
3.391 |
3.414 |
PP |
3.375 |
3.411 |
S1 |
3.360 |
3.409 |
|