NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 08-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
3.458 |
3.434 |
-0.024 |
-0.7% |
3.617 |
High |
3.500 |
3.434 |
-0.066 |
-1.9% |
3.617 |
Low |
3.405 |
3.374 |
-0.031 |
-0.9% |
3.204 |
Close |
3.430 |
3.389 |
-0.041 |
-1.2% |
3.448 |
Range |
0.095 |
0.060 |
-0.035 |
-36.8% |
0.413 |
ATR |
0.103 |
0.100 |
-0.003 |
-3.0% |
0.000 |
Volume |
4,918 |
4,556 |
-362 |
-7.4% |
23,269 |
|
Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.579 |
3.544 |
3.422 |
|
R3 |
3.519 |
3.484 |
3.406 |
|
R2 |
3.459 |
3.459 |
3.400 |
|
R1 |
3.424 |
3.424 |
3.395 |
3.412 |
PP |
3.399 |
3.399 |
3.399 |
3.393 |
S1 |
3.364 |
3.364 |
3.384 |
3.352 |
S2 |
3.339 |
3.339 |
3.378 |
|
S3 |
3.279 |
3.304 |
3.373 |
|
S4 |
3.219 |
3.244 |
3.356 |
|
|
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 |
3.516 |
3.204 |
0.312 |
9.2% |
0.123 |
3.6% |
59% |
False |
False |
5,651 |
10 |
3.623 |
3.204 |
0.419 |
12.4% |
0.097 |
2.9% |
44% |
False |
False |
5,137 |
20 |
3.655 |
3.204 |
0.451 |
13.3% |
0.091 |
2.7% |
41% |
False |
False |
5,782 |
40 |
4.035 |
3.204 |
0.831 |
24.5% |
0.094 |
2.8% |
22% |
False |
False |
4,603 |
60 |
4.035 |
3.204 |
0.831 |
24.5% |
0.089 |
2.6% |
22% |
False |
False |
3,896 |
80 |
4.035 |
3.204 |
0.831 |
24.5% |
0.084 |
2.5% |
22% |
False |
False |
3,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.689 |
2.618 |
3.591 |
1.618 |
3.531 |
1.000 |
3.494 |
0.618 |
3.471 |
HIGH |
3.434 |
0.618 |
3.411 |
0.500 |
3.404 |
0.382 |
3.397 |
LOW |
3.374 |
0.618 |
3.337 |
1.000 |
3.314 |
1.618 |
3.277 |
2.618 |
3.217 |
4.250 |
3.119 |
|
|
Fisher Pivots for day following 08-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
3.404 |
3.437 |
PP |
3.399 |
3.421 |
S1 |
3.394 |
3.405 |
|