NYMEX Natural Gas Future July 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 |
3.439 |
3.381 |
-0.058 |
-1.7% |
3.658 |
High |
3.439 |
3.443 |
0.004 |
0.1% |
3.677 |
Low |
3.336 |
3.374 |
0.038 |
1.1% |
3.398 |
Close |
3.364 |
3.436 |
0.072 |
2.1% |
3.505 |
Range |
0.103 |
0.069 |
-0.034 |
-33.0% |
0.279 |
ATR |
0.092 |
0.091 |
-0.001 |
-1.0% |
0.000 |
Volume |
6,876 |
10,930 |
4,054 |
59.0% |
23,786 |
|
Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.625 |
3.599 |
3.474 |
|
R3 |
3.556 |
3.530 |
3.455 |
|
R2 |
3.487 |
3.487 |
3.449 |
|
R1 |
3.461 |
3.461 |
3.442 |
3.474 |
PP |
3.418 |
3.418 |
3.418 |
3.424 |
S1 |
3.392 |
3.392 |
3.430 |
3.405 |
S2 |
3.349 |
3.349 |
3.423 |
|
S3 |
3.280 |
3.323 |
3.417 |
|
S4 |
3.211 |
3.254 |
3.398 |
|
|
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 |
3.556 |
3.336 |
0.220 |
6.4% |
0.077 |
2.2% |
45% |
False |
False |
6,596 |
10 |
3.677 |
3.336 |
0.341 |
9.9% |
0.086 |
2.5% |
29% |
False |
False |
5,681 |
20 |
3.700 |
3.336 |
0.364 |
10.6% |
0.085 |
2.5% |
27% |
False |
False |
5,789 |
40 |
4.077 |
3.336 |
0.741 |
21.6% |
0.085 |
2.5% |
13% |
False |
False |
4,684 |
60 |
4.077 |
3.336 |
0.741 |
21.6% |
0.083 |
2.4% |
13% |
False |
False |
3,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.736 |
2.618 |
3.624 |
1.618 |
3.555 |
1.000 |
3.512 |
0.618 |
3.486 |
HIGH |
3.443 |
0.618 |
3.417 |
0.500 |
3.409 |
0.382 |
3.400 |
LOW |
3.374 |
0.618 |
3.331 |
1.000 |
3.305 |
1.618 |
3.262 |
2.618 |
3.193 |
4.250 |
3.081 |
|
|
Fisher Pivots for day following 10-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
3.427 |
3.427 |
PP |
3.418 |
3.418 |
S1 |
3.409 |
3.409 |
|