NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.364 |
3.321 |
-0.043 |
-1.3% |
3.617 |
| High |
3.369 |
3.385 |
0.016 |
0.5% |
3.617 |
| Low |
3.275 |
3.309 |
0.034 |
1.0% |
3.204 |
| Close |
3.303 |
3.376 |
0.073 |
2.2% |
3.448 |
| Range |
0.094 |
0.076 |
-0.018 |
-19.1% |
0.413 |
| ATR |
0.101 |
0.100 |
-0.001 |
-1.3% |
0.000 |
| Volume |
6,667 |
13,268 |
6,601 |
99.0% |
23,269 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.585 |
3.556 |
3.418 |
|
| R3 |
3.509 |
3.480 |
3.397 |
|
| R2 |
3.433 |
3.433 |
3.390 |
|
| R1 |
3.404 |
3.404 |
3.383 |
3.419 |
| PP |
3.357 |
3.357 |
3.357 |
3.364 |
| S1 |
3.328 |
3.328 |
3.369 |
3.343 |
| S2 |
3.281 |
3.281 |
3.362 |
|
| S3 |
3.205 |
3.252 |
3.355 |
|
| S4 |
3.129 |
3.176 |
3.334 |
|
|
| 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 |
6.7% |
0.082 |
2.4% |
45% |
False |
False |
7,499 |
| 10 |
3.623 |
3.204 |
0.419 |
12.4% |
0.104 |
3.1% |
41% |
False |
False |
6,019 |
| 20 |
3.655 |
3.204 |
0.451 |
13.4% |
0.093 |
2.7% |
38% |
False |
False |
5,900 |
| 40 |
4.035 |
3.204 |
0.831 |
24.6% |
0.094 |
2.8% |
21% |
False |
False |
4,955 |
| 60 |
4.035 |
3.204 |
0.831 |
24.6% |
0.089 |
2.6% |
21% |
False |
False |
4,063 |
| 80 |
4.035 |
3.204 |
0.831 |
24.6% |
0.084 |
2.5% |
21% |
False |
False |
3,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.708 |
|
2.618 |
3.584 |
|
1.618 |
3.508 |
|
1.000 |
3.461 |
|
0.618 |
3.432 |
|
HIGH |
3.385 |
|
0.618 |
3.356 |
|
0.500 |
3.347 |
|
0.382 |
3.338 |
|
LOW |
3.309 |
|
0.618 |
3.262 |
|
1.000 |
3.233 |
|
1.618 |
3.186 |
|
2.618 |
3.110 |
|
4.250 |
2.986 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.366 |
3.369 |
| PP |
3.357 |
3.362 |
| S1 |
3.347 |
3.355 |
|