NYMEX Natural Gas Future July 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 |
3.552 |
3.569 |
0.017 |
0.5% |
3.626 |
| High |
3.585 |
3.654 |
0.069 |
1.9% |
3.636 |
| Low |
3.500 |
3.558 |
0.058 |
1.7% |
3.467 |
| Close |
3.558 |
3.635 |
0.077 |
2.2% |
3.536 |
| Range |
0.085 |
0.096 |
0.011 |
12.9% |
0.169 |
| ATR |
0.094 |
0.095 |
0.000 |
0.1% |
0.000 |
| Volume |
11,596 |
5,984 |
-5,612 |
-48.4% |
54,413 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.904 |
3.865 |
3.688 |
|
| R3 |
3.808 |
3.769 |
3.661 |
|
| R2 |
3.712 |
3.712 |
3.653 |
|
| R1 |
3.673 |
3.673 |
3.644 |
3.693 |
| PP |
3.616 |
3.616 |
3.616 |
3.625 |
| S1 |
3.577 |
3.577 |
3.626 |
3.597 |
| S2 |
3.520 |
3.520 |
3.617 |
|
| S3 |
3.424 |
3.481 |
3.609 |
|
| S4 |
3.328 |
3.385 |
3.582 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.053 |
3.964 |
3.629 |
|
| R3 |
3.884 |
3.795 |
3.582 |
|
| R2 |
3.715 |
3.715 |
3.567 |
|
| R1 |
3.626 |
3.626 |
3.551 |
3.586 |
| PP |
3.546 |
3.546 |
3.546 |
3.527 |
| S1 |
3.457 |
3.457 |
3.521 |
3.417 |
| S2 |
3.377 |
3.377 |
3.505 |
|
| S3 |
3.208 |
3.288 |
3.490 |
|
| S4 |
3.039 |
3.119 |
3.443 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.654 |
3.479 |
0.175 |
4.8% |
0.098 |
2.7% |
89% |
True |
False |
10,582 |
| 10 |
3.768 |
3.467 |
0.301 |
8.3% |
0.090 |
2.5% |
56% |
False |
False |
10,591 |
| 20 |
3.810 |
3.336 |
0.474 |
13.0% |
0.089 |
2.5% |
63% |
False |
False |
10,194 |
| 40 |
3.819 |
3.336 |
0.483 |
13.3% |
0.087 |
2.4% |
62% |
False |
False |
7,947 |
| 60 |
4.077 |
3.336 |
0.741 |
20.4% |
0.087 |
2.4% |
40% |
False |
False |
6,264 |
| 80 |
4.077 |
3.336 |
0.741 |
20.4% |
0.085 |
2.3% |
40% |
False |
False |
5,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.062 |
|
2.618 |
3.905 |
|
1.618 |
3.809 |
|
1.000 |
3.750 |
|
0.618 |
3.713 |
|
HIGH |
3.654 |
|
0.618 |
3.617 |
|
0.500 |
3.606 |
|
0.382 |
3.595 |
|
LOW |
3.558 |
|
0.618 |
3.499 |
|
1.000 |
3.462 |
|
1.618 |
3.403 |
|
2.618 |
3.307 |
|
4.250 |
3.150 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.625 |
3.616 |
| PP |
3.616 |
3.596 |
| S1 |
3.606 |
3.577 |
|