NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 03-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.348 |
3.231 |
-0.117 |
-3.5% |
3.489 |
| High |
3.358 |
3.236 |
-0.122 |
-3.6% |
3.493 |
| Low |
3.050 |
3.164 |
0.114 |
3.7% |
3.326 |
| Close |
3.233 |
3.198 |
-0.035 |
-1.1% |
3.469 |
| Range |
0.308 |
0.072 |
-0.236 |
-76.6% |
0.167 |
| ATR |
0.131 |
0.127 |
-0.004 |
-3.2% |
0.000 |
| Volume |
137,084 |
91,042 |
-46,042 |
-33.6% |
229,614 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.415 |
3.379 |
3.238 |
|
| R3 |
3.343 |
3.307 |
3.218 |
|
| R2 |
3.271 |
3.271 |
3.211 |
|
| R1 |
3.235 |
3.235 |
3.205 |
3.217 |
| PP |
3.199 |
3.199 |
3.199 |
3.191 |
| S1 |
3.163 |
3.163 |
3.191 |
3.145 |
| S2 |
3.127 |
3.127 |
3.185 |
|
| S3 |
3.055 |
3.091 |
3.178 |
|
| S4 |
2.983 |
3.019 |
3.158 |
|
|
| 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 |
13.7% |
0.144 |
4.5% |
34% |
False |
False |
85,368 |
| 10 |
3.532 |
3.050 |
0.482 |
15.1% |
0.131 |
4.1% |
31% |
False |
False |
74,736 |
| 20 |
3.765 |
3.050 |
0.715 |
22.4% |
0.125 |
3.9% |
21% |
False |
False |
71,018 |
| 40 |
4.074 |
3.050 |
1.024 |
32.0% |
0.122 |
3.8% |
14% |
False |
False |
48,330 |
| 60 |
4.090 |
3.050 |
1.040 |
32.5% |
0.119 |
3.7% |
14% |
False |
False |
38,238 |
| 80 |
4.090 |
3.050 |
1.040 |
32.5% |
0.112 |
3.5% |
14% |
False |
False |
32,213 |
| 100 |
4.090 |
3.050 |
1.040 |
32.5% |
0.107 |
3.3% |
14% |
False |
False |
26,890 |
| 120 |
4.090 |
3.050 |
1.040 |
32.5% |
0.104 |
3.2% |
14% |
False |
False |
23,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.542 |
|
2.618 |
3.424 |
|
1.618 |
3.352 |
|
1.000 |
3.308 |
|
0.618 |
3.280 |
|
HIGH |
3.236 |
|
0.618 |
3.208 |
|
0.500 |
3.200 |
|
0.382 |
3.192 |
|
LOW |
3.164 |
|
0.618 |
3.120 |
|
1.000 |
3.092 |
|
1.618 |
3.048 |
|
2.618 |
2.976 |
|
4.250 |
2.858 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.200 |
3.266 |
| PP |
3.199 |
3.243 |
| S1 |
3.199 |
3.221 |
|