NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 05-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.490 |
3.516 |
0.026 |
0.7% |
3.571 |
| High |
3.528 |
3.597 |
0.069 |
2.0% |
3.577 |
| Low |
3.441 |
3.502 |
0.061 |
1.8% |
3.407 |
| Close |
3.499 |
3.576 |
0.077 |
2.2% |
3.478 |
| Range |
0.087 |
0.095 |
0.008 |
9.2% |
0.170 |
| ATR |
0.099 |
0.099 |
0.000 |
-0.1% |
0.000 |
| Volume |
11,357 |
11,286 |
-71 |
-0.6% |
54,844 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.843 |
3.805 |
3.628 |
|
| R3 |
3.748 |
3.710 |
3.602 |
|
| R2 |
3.653 |
3.653 |
3.593 |
|
| R1 |
3.615 |
3.615 |
3.585 |
3.634 |
| PP |
3.558 |
3.558 |
3.558 |
3.568 |
| S1 |
3.520 |
3.520 |
3.567 |
3.539 |
| S2 |
3.463 |
3.463 |
3.559 |
|
| S3 |
3.368 |
3.425 |
3.550 |
|
| S4 |
3.273 |
3.330 |
3.524 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.997 |
3.908 |
3.572 |
|
| R3 |
3.827 |
3.738 |
3.525 |
|
| R2 |
3.657 |
3.657 |
3.509 |
|
| R1 |
3.568 |
3.568 |
3.494 |
3.528 |
| PP |
3.487 |
3.487 |
3.487 |
3.467 |
| S1 |
3.398 |
3.398 |
3.462 |
3.358 |
| S2 |
3.317 |
3.317 |
3.447 |
|
| S3 |
3.147 |
3.228 |
3.431 |
|
| S4 |
2.977 |
3.058 |
3.385 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.597 |
3.420 |
0.177 |
4.9% |
0.099 |
2.8% |
88% |
True |
False |
11,037 |
| 10 |
3.718 |
3.407 |
0.311 |
8.7% |
0.093 |
2.6% |
54% |
False |
False |
11,076 |
| 20 |
3.763 |
3.275 |
0.488 |
13.6% |
0.091 |
2.5% |
62% |
False |
False |
10,488 |
| 40 |
3.781 |
3.204 |
0.577 |
16.1% |
0.092 |
2.6% |
64% |
False |
False |
8,149 |
| 60 |
4.035 |
3.204 |
0.831 |
23.2% |
0.093 |
2.6% |
45% |
False |
False |
6,532 |
| 80 |
4.035 |
3.204 |
0.831 |
23.2% |
0.090 |
2.5% |
45% |
False |
False |
5,513 |
| 100 |
4.035 |
3.204 |
0.831 |
23.2% |
0.086 |
2.4% |
45% |
False |
False |
4,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.001 |
|
2.618 |
3.846 |
|
1.618 |
3.751 |
|
1.000 |
3.692 |
|
0.618 |
3.656 |
|
HIGH |
3.597 |
|
0.618 |
3.561 |
|
0.500 |
3.550 |
|
0.382 |
3.538 |
|
LOW |
3.502 |
|
0.618 |
3.443 |
|
1.000 |
3.407 |
|
1.618 |
3.348 |
|
2.618 |
3.253 |
|
4.250 |
3.098 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.567 |
3.557 |
| PP |
3.558 |
3.538 |
| S1 |
3.550 |
3.519 |
|