NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 04-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.231 |
3.198 |
-0.033 |
-1.0% |
3.455 |
| High |
3.236 |
3.299 |
0.063 |
1.9% |
3.481 |
| Low |
3.164 |
3.193 |
0.029 |
0.9% |
3.050 |
| Close |
3.198 |
3.287 |
0.089 |
2.8% |
3.287 |
| Range |
0.072 |
0.106 |
0.034 |
47.2% |
0.431 |
| ATR |
0.127 |
0.125 |
-0.001 |
-1.2% |
0.000 |
| Volume |
91,042 |
108,560 |
17,518 |
19.2% |
399,500 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.578 |
3.538 |
3.345 |
|
| R3 |
3.472 |
3.432 |
3.316 |
|
| R2 |
3.366 |
3.366 |
3.306 |
|
| R1 |
3.326 |
3.326 |
3.297 |
3.346 |
| PP |
3.260 |
3.260 |
3.260 |
3.270 |
| S1 |
3.220 |
3.220 |
3.277 |
3.240 |
| S2 |
3.154 |
3.154 |
3.268 |
|
| S3 |
3.048 |
3.114 |
3.258 |
|
| S4 |
2.942 |
3.008 |
3.229 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.566 |
4.357 |
3.524 |
|
| R3 |
4.135 |
3.926 |
3.406 |
|
| R2 |
3.704 |
3.704 |
3.366 |
|
| R1 |
3.495 |
3.495 |
3.327 |
3.384 |
| PP |
3.273 |
3.273 |
3.273 |
3.217 |
| S1 |
3.064 |
3.064 |
3.247 |
2.953 |
| S2 |
2.842 |
2.842 |
3.208 |
|
| S3 |
2.411 |
2.633 |
3.168 |
|
| S4 |
1.980 |
2.202 |
3.050 |
|
|
| 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 |
13.3% |
0.151 |
4.6% |
54% |
False |
False |
91,745 |
| 10 |
3.532 |
3.050 |
0.482 |
14.7% |
0.129 |
3.9% |
49% |
False |
False |
78,430 |
| 20 |
3.765 |
3.050 |
0.715 |
21.8% |
0.120 |
3.6% |
33% |
False |
False |
75,269 |
| 40 |
4.074 |
3.050 |
1.024 |
31.2% |
0.122 |
3.7% |
23% |
False |
False |
50,562 |
| 60 |
4.090 |
3.050 |
1.040 |
31.6% |
0.119 |
3.6% |
23% |
False |
False |
39,887 |
| 80 |
4.090 |
3.050 |
1.040 |
31.6% |
0.112 |
3.4% |
23% |
False |
False |
33,429 |
| 100 |
4.090 |
3.050 |
1.040 |
31.6% |
0.107 |
3.3% |
23% |
False |
False |
27,911 |
| 120 |
4.090 |
3.050 |
1.040 |
31.6% |
0.104 |
3.2% |
23% |
False |
False |
24,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.750 |
|
2.618 |
3.577 |
|
1.618 |
3.471 |
|
1.000 |
3.405 |
|
0.618 |
3.365 |
|
HIGH |
3.299 |
|
0.618 |
3.259 |
|
0.500 |
3.246 |
|
0.382 |
3.233 |
|
LOW |
3.193 |
|
0.618 |
3.127 |
|
1.000 |
3.087 |
|
1.618 |
3.021 |
|
2.618 |
2.915 |
|
4.250 |
2.743 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.273 |
3.259 |
| PP |
3.260 |
3.232 |
| S1 |
3.246 |
3.204 |
|