NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 04-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.400 |
3.376 |
-0.024 |
-0.7% |
3.617 |
| High |
3.400 |
3.461 |
0.061 |
1.8% |
3.617 |
| Low |
3.337 |
3.376 |
0.039 |
1.2% |
3.204 |
| Close |
3.363 |
3.448 |
0.085 |
2.5% |
3.448 |
| Range |
0.063 |
0.085 |
0.022 |
34.9% |
0.413 |
| ATR |
0.104 |
0.104 |
0.000 |
-0.4% |
0.000 |
| Volume |
6,327 |
8,086 |
1,759 |
27.8% |
23,269 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.683 |
3.651 |
3.495 |
|
| R3 |
3.598 |
3.566 |
3.471 |
|
| R2 |
3.513 |
3.513 |
3.464 |
|
| R1 |
3.481 |
3.481 |
3.456 |
3.497 |
| PP |
3.428 |
3.428 |
3.428 |
3.437 |
| S1 |
3.396 |
3.396 |
3.440 |
3.412 |
| S2 |
3.343 |
3.343 |
3.432 |
|
| S3 |
3.258 |
3.311 |
3.425 |
|
| S4 |
3.173 |
3.226 |
3.401 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.662 |
4.468 |
3.675 |
|
| R3 |
4.249 |
4.055 |
3.562 |
|
| R2 |
3.836 |
3.836 |
3.524 |
|
| R1 |
3.642 |
3.642 |
3.486 |
3.533 |
| PP |
3.423 |
3.423 |
3.423 |
3.368 |
| S1 |
3.229 |
3.229 |
3.410 |
3.120 |
| S2 |
3.010 |
3.010 |
3.372 |
|
| S3 |
2.597 |
2.816 |
3.334 |
|
| S4 |
2.184 |
2.403 |
3.221 |
|
|
| 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 |
12.2% |
0.132 |
3.8% |
58% |
False |
False |
5,572 |
| 10 |
3.655 |
3.204 |
0.451 |
13.1% |
0.100 |
2.9% |
54% |
False |
False |
5,242 |
| 20 |
3.808 |
3.204 |
0.604 |
17.5% |
0.094 |
2.7% |
40% |
False |
False |
5,764 |
| 40 |
4.035 |
3.204 |
0.831 |
24.1% |
0.093 |
2.7% |
29% |
False |
False |
4,478 |
| 60 |
4.035 |
3.204 |
0.831 |
24.1% |
0.089 |
2.6% |
29% |
False |
False |
3,816 |
| 80 |
4.035 |
3.204 |
0.831 |
24.1% |
0.085 |
2.5% |
29% |
False |
False |
3,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.822 |
|
2.618 |
3.684 |
|
1.618 |
3.599 |
|
1.000 |
3.546 |
|
0.618 |
3.514 |
|
HIGH |
3.461 |
|
0.618 |
3.429 |
|
0.500 |
3.419 |
|
0.382 |
3.408 |
|
LOW |
3.376 |
|
0.618 |
3.323 |
|
1.000 |
3.291 |
|
1.618 |
3.238 |
|
2.618 |
3.153 |
|
4.250 |
3.015 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.438 |
3.419 |
| PP |
3.428 |
3.389 |
| S1 |
3.419 |
3.360 |
|