NYMEX Natural Gas Future July 2013
Trading Metrics calculated at close of trading on 08-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
3.518 |
3.453 |
-0.065 |
-1.8% |
3.658 |
High |
3.556 |
3.482 |
-0.074 |
-2.1% |
3.677 |
Low |
3.464 |
3.428 |
-0.036 |
-1.0% |
3.398 |
Close |
3.487 |
3.448 |
-0.039 |
-1.1% |
3.505 |
Range |
0.092 |
0.054 |
-0.038 |
-41.3% |
0.279 |
ATR |
0.093 |
0.091 |
-0.002 |
-2.6% |
0.000 |
Volume |
4,076 |
3,816 |
-260 |
-6.4% |
23,786 |
|
Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.615 |
3.585 |
3.478 |
|
R3 |
3.561 |
3.531 |
3.463 |
|
R2 |
3.507 |
3.507 |
3.458 |
|
R1 |
3.477 |
3.477 |
3.453 |
3.465 |
PP |
3.453 |
3.453 |
3.453 |
3.447 |
S1 |
3.423 |
3.423 |
3.443 |
3.411 |
S2 |
3.399 |
3.399 |
3.438 |
|
S3 |
3.345 |
3.369 |
3.433 |
|
S4 |
3.291 |
3.315 |
3.418 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.364 |
4.213 |
3.658 |
|
R3 |
4.085 |
3.934 |
3.582 |
|
R2 |
3.806 |
3.806 |
3.556 |
|
R1 |
3.655 |
3.655 |
3.531 |
3.591 |
PP |
3.527 |
3.527 |
3.527 |
3.495 |
S1 |
3.376 |
3.376 |
3.479 |
3.312 |
S2 |
3.248 |
3.248 |
3.454 |
|
S3 |
2.969 |
3.097 |
3.428 |
|
S4 |
2.690 |
2.818 |
3.352 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.569 |
3.398 |
0.171 |
5.0% |
0.085 |
2.5% |
29% |
False |
False |
5,486 |
10 |
3.677 |
3.398 |
0.279 |
8.1% |
0.084 |
2.4% |
18% |
False |
False |
4,860 |
20 |
3.700 |
3.398 |
0.302 |
8.8% |
0.082 |
2.4% |
17% |
False |
False |
5,529 |
40 |
4.077 |
3.398 |
0.679 |
19.7% |
0.085 |
2.5% |
7% |
False |
False |
4,354 |
60 |
4.077 |
3.398 |
0.679 |
19.7% |
0.083 |
2.4% |
7% |
False |
False |
3,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.712 |
2.618 |
3.623 |
1.618 |
3.569 |
1.000 |
3.536 |
0.618 |
3.515 |
HIGH |
3.482 |
0.618 |
3.461 |
0.500 |
3.455 |
0.382 |
3.449 |
LOW |
3.428 |
0.618 |
3.395 |
1.000 |
3.374 |
1.618 |
3.341 |
2.618 |
3.287 |
4.250 |
3.199 |
|
|
Fisher Pivots for day following 08-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
3.455 |
3.492 |
PP |
3.453 |
3.477 |
S1 |
3.450 |
3.463 |
|