NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 07-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
3.376 |
3.458 |
0.082 |
2.4% |
3.617 |
High |
3.461 |
3.500 |
0.039 |
1.1% |
3.617 |
Low |
3.376 |
3.405 |
0.029 |
0.9% |
3.204 |
Close |
3.448 |
3.430 |
-0.018 |
-0.5% |
3.448 |
Range |
0.085 |
0.095 |
0.010 |
11.8% |
0.413 |
ATR |
0.104 |
0.103 |
-0.001 |
-0.6% |
0.000 |
Volume |
8,086 |
4,918 |
-3,168 |
-39.2% |
23,269 |
|
Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.730 |
3.675 |
3.482 |
|
R3 |
3.635 |
3.580 |
3.456 |
|
R2 |
3.540 |
3.540 |
3.447 |
|
R1 |
3.485 |
3.485 |
3.439 |
3.465 |
PP |
3.445 |
3.445 |
3.445 |
3.435 |
S1 |
3.390 |
3.390 |
3.421 |
3.370 |
S2 |
3.350 |
3.350 |
3.413 |
|
S3 |
3.255 |
3.295 |
3.404 |
|
S4 |
3.160 |
3.200 |
3.378 |
|
|
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 |
3.617 |
3.204 |
0.413 |
12.0% |
0.133 |
3.9% |
55% |
False |
False |
5,637 |
10 |
3.655 |
3.204 |
0.451 |
13.1% |
0.098 |
2.8% |
50% |
False |
False |
5,308 |
20 |
3.781 |
3.204 |
0.577 |
16.8% |
0.094 |
2.7% |
39% |
False |
False |
5,809 |
40 |
4.035 |
3.204 |
0.831 |
24.2% |
0.094 |
2.7% |
27% |
False |
False |
4,554 |
60 |
4.035 |
3.204 |
0.831 |
24.2% |
0.089 |
2.6% |
27% |
False |
False |
3,855 |
80 |
4.035 |
3.204 |
0.831 |
24.2% |
0.084 |
2.5% |
27% |
False |
False |
3,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.904 |
2.618 |
3.749 |
1.618 |
3.654 |
1.000 |
3.595 |
0.618 |
3.559 |
HIGH |
3.500 |
0.618 |
3.464 |
0.500 |
3.453 |
0.382 |
3.441 |
LOW |
3.405 |
0.618 |
3.346 |
1.000 |
3.310 |
1.618 |
3.251 |
2.618 |
3.156 |
4.250 |
3.001 |
|
|
Fisher Pivots for day following 07-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
3.453 |
3.426 |
PP |
3.445 |
3.422 |
S1 |
3.438 |
3.419 |
|