NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 02-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.455 |
3.348 |
-0.107 |
-3.1% |
3.489 |
| High |
3.481 |
3.358 |
-0.123 |
-3.5% |
3.493 |
| Low |
3.341 |
3.050 |
-0.291 |
-8.7% |
3.326 |
| Close |
3.351 |
3.233 |
-0.118 |
-3.5% |
3.469 |
| Range |
0.140 |
0.308 |
0.168 |
120.0% |
0.167 |
| ATR |
0.117 |
0.131 |
0.014 |
11.6% |
0.000 |
| Volume |
62,814 |
137,084 |
74,270 |
118.2% |
229,614 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.138 |
3.993 |
3.402 |
|
| R3 |
3.830 |
3.685 |
3.318 |
|
| R2 |
3.522 |
3.522 |
3.289 |
|
| R1 |
3.377 |
3.377 |
3.261 |
3.296 |
| PP |
3.214 |
3.214 |
3.214 |
3.173 |
| S1 |
3.069 |
3.069 |
3.205 |
2.988 |
| S2 |
2.906 |
2.906 |
3.177 |
|
| S3 |
2.598 |
2.761 |
3.148 |
|
| S4 |
2.290 |
2.453 |
3.064 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.930 |
3.867 |
3.561 |
|
| R3 |
3.763 |
3.700 |
3.515 |
|
| R2 |
3.596 |
3.596 |
3.500 |
|
| R1 |
3.533 |
3.533 |
3.484 |
3.481 |
| PP |
3.429 |
3.429 |
3.429 |
3.404 |
| S1 |
3.366 |
3.366 |
3.454 |
3.314 |
| S2 |
3.262 |
3.262 |
3.438 |
|
| S3 |
3.095 |
3.199 |
3.423 |
|
| S4 |
2.928 |
3.032 |
3.377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.487 |
3.050 |
0.437 |
13.5% |
0.152 |
4.7% |
42% |
False |
True |
78,587 |
| 10 |
3.532 |
3.050 |
0.482 |
14.9% |
0.135 |
4.2% |
38% |
False |
True |
73,423 |
| 20 |
3.765 |
3.050 |
0.715 |
22.1% |
0.125 |
3.9% |
26% |
False |
True |
68,068 |
| 40 |
4.074 |
3.050 |
1.024 |
31.7% |
0.122 |
3.8% |
18% |
False |
True |
46,679 |
| 60 |
4.090 |
3.050 |
1.040 |
32.2% |
0.119 |
3.7% |
18% |
False |
True |
36,975 |
| 80 |
4.090 |
3.050 |
1.040 |
32.2% |
0.113 |
3.5% |
18% |
False |
True |
31,154 |
| 100 |
4.090 |
3.050 |
1.040 |
32.2% |
0.107 |
3.3% |
18% |
False |
True |
26,069 |
| 120 |
4.090 |
3.050 |
1.040 |
32.2% |
0.104 |
3.2% |
18% |
False |
True |
22,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.667 |
|
2.618 |
4.164 |
|
1.618 |
3.856 |
|
1.000 |
3.666 |
|
0.618 |
3.548 |
|
HIGH |
3.358 |
|
0.618 |
3.240 |
|
0.500 |
3.204 |
|
0.382 |
3.168 |
|
LOW |
3.050 |
|
0.618 |
2.860 |
|
1.000 |
2.742 |
|
1.618 |
2.552 |
|
2.618 |
2.244 |
|
4.250 |
1.741 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.223 |
3.269 |
| PP |
3.214 |
3.257 |
| S1 |
3.204 |
3.245 |
|