NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 09-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
3.434 |
3.364 |
-0.070 |
-2.0% |
3.617 |
High |
3.434 |
3.369 |
-0.065 |
-1.9% |
3.617 |
Low |
3.374 |
3.275 |
-0.099 |
-2.9% |
3.204 |
Close |
3.389 |
3.303 |
-0.086 |
-2.5% |
3.448 |
Range |
0.060 |
0.094 |
0.034 |
56.7% |
0.413 |
ATR |
0.100 |
0.101 |
0.001 |
1.0% |
0.000 |
Volume |
4,556 |
6,667 |
2,111 |
46.3% |
23,269 |
|
Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.598 |
3.544 |
3.355 |
|
R3 |
3.504 |
3.450 |
3.329 |
|
R2 |
3.410 |
3.410 |
3.320 |
|
R1 |
3.356 |
3.356 |
3.312 |
3.336 |
PP |
3.316 |
3.316 |
3.316 |
3.306 |
S1 |
3.262 |
3.262 |
3.294 |
3.242 |
S2 |
3.222 |
3.222 |
3.286 |
|
S3 |
3.128 |
3.168 |
3.277 |
|
S4 |
3.034 |
3.074 |
3.251 |
|
|
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 |
3.500 |
3.275 |
0.225 |
6.8% |
0.079 |
2.4% |
12% |
False |
True |
6,110 |
10 |
3.623 |
3.204 |
0.419 |
12.7% |
0.100 |
3.0% |
24% |
False |
False |
5,200 |
20 |
3.655 |
3.204 |
0.451 |
13.7% |
0.092 |
2.8% |
22% |
False |
False |
5,762 |
40 |
4.035 |
3.204 |
0.831 |
25.2% |
0.094 |
2.8% |
12% |
False |
False |
4,709 |
60 |
4.035 |
3.204 |
0.831 |
25.2% |
0.089 |
2.7% |
12% |
False |
False |
3,889 |
80 |
4.035 |
3.204 |
0.831 |
25.2% |
0.084 |
2.5% |
12% |
False |
False |
3,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.769 |
2.618 |
3.615 |
1.618 |
3.521 |
1.000 |
3.463 |
0.618 |
3.427 |
HIGH |
3.369 |
0.618 |
3.333 |
0.500 |
3.322 |
0.382 |
3.311 |
LOW |
3.275 |
0.618 |
3.217 |
1.000 |
3.181 |
1.618 |
3.123 |
2.618 |
3.029 |
4.250 |
2.876 |
|
|
Fisher Pivots for day following 09-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
3.322 |
3.388 |
PP |
3.316 |
3.359 |
S1 |
3.309 |
3.331 |
|