NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.516 |
3.590 |
0.074 |
2.1% |
3.571 |
| High |
3.597 |
3.621 |
0.024 |
0.7% |
3.577 |
| Low |
3.502 |
3.578 |
0.076 |
2.2% |
3.407 |
| Close |
3.576 |
3.582 |
0.006 |
0.2% |
3.478 |
| Range |
0.095 |
0.043 |
-0.052 |
-54.7% |
0.170 |
| ATR |
0.099 |
0.095 |
-0.004 |
-3.9% |
0.000 |
| Volume |
11,286 |
15,775 |
4,489 |
39.8% |
54,844 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.723 |
3.695 |
3.606 |
|
| R3 |
3.680 |
3.652 |
3.594 |
|
| R2 |
3.637 |
3.637 |
3.590 |
|
| R1 |
3.609 |
3.609 |
3.586 |
3.602 |
| PP |
3.594 |
3.594 |
3.594 |
3.590 |
| S1 |
3.566 |
3.566 |
3.578 |
3.559 |
| S2 |
3.551 |
3.551 |
3.574 |
|
| S3 |
3.508 |
3.523 |
3.570 |
|
| S4 |
3.465 |
3.480 |
3.558 |
|
|
| 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 |
3.621 |
3.420 |
0.201 |
5.6% |
0.093 |
2.6% |
81% |
True |
False |
11,924 |
| 10 |
3.718 |
3.407 |
0.311 |
8.7% |
0.091 |
2.5% |
56% |
False |
False |
11,536 |
| 20 |
3.763 |
3.275 |
0.488 |
13.6% |
0.090 |
2.5% |
63% |
False |
False |
11,049 |
| 40 |
3.763 |
3.204 |
0.559 |
15.6% |
0.091 |
2.5% |
68% |
False |
False |
8,416 |
| 60 |
4.035 |
3.204 |
0.831 |
23.2% |
0.093 |
2.6% |
45% |
False |
False |
6,752 |
| 80 |
4.035 |
3.204 |
0.831 |
23.2% |
0.089 |
2.5% |
45% |
False |
False |
5,684 |
| 100 |
4.035 |
3.204 |
0.831 |
23.2% |
0.085 |
2.4% |
45% |
False |
False |
4,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.804 |
|
2.618 |
3.734 |
|
1.618 |
3.691 |
|
1.000 |
3.664 |
|
0.618 |
3.648 |
|
HIGH |
3.621 |
|
0.618 |
3.605 |
|
0.500 |
3.600 |
|
0.382 |
3.594 |
|
LOW |
3.578 |
|
0.618 |
3.551 |
|
1.000 |
3.535 |
|
1.618 |
3.508 |
|
2.618 |
3.465 |
|
4.250 |
3.395 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.600 |
3.565 |
| PP |
3.594 |
3.548 |
| S1 |
3.588 |
3.531 |
|