NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 03-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
3.495 |
3.400 |
-0.095 |
-2.7% |
3.591 |
High |
3.516 |
3.400 |
-0.116 |
-3.3% |
3.623 |
Low |
3.204 |
3.337 |
0.133 |
4.2% |
3.510 |
Close |
3.406 |
3.363 |
-0.043 |
-1.3% |
3.612 |
Range |
0.312 |
0.063 |
-0.249 |
-79.8% |
0.113 |
ATR |
0.107 |
0.104 |
-0.003 |
-2.5% |
0.000 |
Volume |
4,368 |
6,327 |
1,959 |
44.8% |
18,632 |
|
Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.556 |
3.522 |
3.398 |
|
R3 |
3.493 |
3.459 |
3.380 |
|
R2 |
3.430 |
3.430 |
3.375 |
|
R1 |
3.396 |
3.396 |
3.369 |
3.382 |
PP |
3.367 |
3.367 |
3.367 |
3.359 |
S1 |
3.333 |
3.333 |
3.357 |
3.319 |
S2 |
3.304 |
3.304 |
3.351 |
|
S3 |
3.241 |
3.270 |
3.346 |
|
S4 |
3.178 |
3.207 |
3.328 |
|
|
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 |
12.5% |
0.126 |
3.8% |
38% |
False |
False |
4,540 |
10 |
3.655 |
3.204 |
0.451 |
13.4% |
0.101 |
3.0% |
35% |
False |
False |
4,859 |
20 |
3.808 |
3.204 |
0.604 |
18.0% |
0.099 |
2.9% |
26% |
False |
False |
5,506 |
40 |
4.035 |
3.204 |
0.831 |
24.7% |
0.093 |
2.8% |
19% |
False |
False |
4,316 |
60 |
4.035 |
3.204 |
0.831 |
24.7% |
0.089 |
2.6% |
19% |
False |
False |
3,704 |
80 |
4.035 |
3.204 |
0.831 |
24.7% |
0.085 |
2.5% |
19% |
False |
False |
3,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.668 |
2.618 |
3.565 |
1.618 |
3.502 |
1.000 |
3.463 |
0.618 |
3.439 |
HIGH |
3.400 |
0.618 |
3.376 |
0.500 |
3.369 |
0.382 |
3.361 |
LOW |
3.337 |
0.618 |
3.298 |
1.000 |
3.274 |
1.618 |
3.235 |
2.618 |
3.172 |
4.250 |
3.069 |
|
|
Fisher Pivots for day following 03-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
3.369 |
3.411 |
PP |
3.367 |
3.395 |
S1 |
3.365 |
3.379 |
|