NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.321 |
3.368 |
0.047 |
1.4% |
3.458 |
| High |
3.385 |
3.488 |
0.103 |
3.0% |
3.500 |
| Low |
3.309 |
3.363 |
0.054 |
1.6% |
3.275 |
| Close |
3.376 |
3.481 |
0.105 |
3.1% |
3.481 |
| Range |
0.076 |
0.125 |
0.049 |
64.5% |
0.225 |
| ATR |
0.100 |
0.101 |
0.002 |
1.8% |
0.000 |
| Volume |
13,268 |
10,815 |
-2,453 |
-18.5% |
40,224 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.819 |
3.775 |
3.550 |
|
| R3 |
3.694 |
3.650 |
3.515 |
|
| R2 |
3.569 |
3.569 |
3.504 |
|
| R1 |
3.525 |
3.525 |
3.492 |
3.547 |
| PP |
3.444 |
3.444 |
3.444 |
3.455 |
| S1 |
3.400 |
3.400 |
3.470 |
3.422 |
| S2 |
3.319 |
3.319 |
3.458 |
|
| S3 |
3.194 |
3.275 |
3.447 |
|
| S4 |
3.069 |
3.150 |
3.412 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.094 |
4.012 |
3.605 |
|
| R3 |
3.869 |
3.787 |
3.543 |
|
| R2 |
3.644 |
3.644 |
3.522 |
|
| R1 |
3.562 |
3.562 |
3.502 |
3.603 |
| PP |
3.419 |
3.419 |
3.419 |
3.439 |
| S1 |
3.337 |
3.337 |
3.460 |
3.378 |
| S2 |
3.194 |
3.194 |
3.440 |
|
| S3 |
2.969 |
3.112 |
3.419 |
|
| S4 |
2.744 |
2.887 |
3.357 |
|
|
| 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 |
6.5% |
0.090 |
2.6% |
92% |
False |
False |
8,044 |
| 10 |
3.623 |
3.204 |
0.419 |
12.0% |
0.111 |
3.2% |
66% |
False |
False |
6,808 |
| 20 |
3.655 |
3.204 |
0.451 |
13.0% |
0.095 |
2.7% |
61% |
False |
False |
6,048 |
| 40 |
4.035 |
3.204 |
0.831 |
23.9% |
0.094 |
2.7% |
33% |
False |
False |
5,141 |
| 60 |
4.035 |
3.204 |
0.831 |
23.9% |
0.090 |
2.6% |
33% |
False |
False |
4,199 |
| 80 |
4.035 |
3.204 |
0.831 |
23.9% |
0.085 |
2.4% |
33% |
False |
False |
3,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.019 |
|
2.618 |
3.815 |
|
1.618 |
3.690 |
|
1.000 |
3.613 |
|
0.618 |
3.565 |
|
HIGH |
3.488 |
|
0.618 |
3.440 |
|
0.500 |
3.426 |
|
0.382 |
3.411 |
|
LOW |
3.363 |
|
0.618 |
3.286 |
|
1.000 |
3.238 |
|
1.618 |
3.161 |
|
2.618 |
3.036 |
|
4.250 |
2.832 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.463 |
3.448 |
| PP |
3.444 |
3.415 |
| S1 |
3.426 |
3.382 |
|