NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.130 |
3.193 |
0.063 |
2.0% |
3.277 |
| High |
3.211 |
3.341 |
0.130 |
4.0% |
3.352 |
| Low |
3.108 |
3.178 |
0.070 |
2.3% |
3.087 |
| Close |
3.193 |
3.327 |
0.134 |
4.2% |
3.327 |
| Range |
0.103 |
0.163 |
0.060 |
58.3% |
0.265 |
| ATR |
0.121 |
0.124 |
0.003 |
2.5% |
0.000 |
| Volume |
141,547 |
163,034 |
21,487 |
15.2% |
623,248 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.771 |
3.712 |
3.417 |
|
| R3 |
3.608 |
3.549 |
3.372 |
|
| R2 |
3.445 |
3.445 |
3.357 |
|
| R1 |
3.386 |
3.386 |
3.342 |
3.416 |
| PP |
3.282 |
3.282 |
3.282 |
3.297 |
| S1 |
3.223 |
3.223 |
3.312 |
3.253 |
| S2 |
3.119 |
3.119 |
3.297 |
|
| S3 |
2.956 |
3.060 |
3.282 |
|
| S4 |
2.793 |
2.897 |
3.237 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.050 |
3.954 |
3.473 |
|
| R3 |
3.785 |
3.689 |
3.400 |
|
| R2 |
3.520 |
3.520 |
3.376 |
|
| R1 |
3.424 |
3.424 |
3.351 |
3.472 |
| PP |
3.255 |
3.255 |
3.255 |
3.280 |
| S1 |
3.159 |
3.159 |
3.303 |
3.207 |
| S2 |
2.990 |
2.990 |
3.278 |
|
| S3 |
2.725 |
2.894 |
3.254 |
|
| S4 |
2.460 |
2.629 |
3.181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.352 |
3.087 |
0.265 |
8.0% |
0.120 |
3.6% |
91% |
False |
False |
124,649 |
| 10 |
3.487 |
3.050 |
0.437 |
13.1% |
0.135 |
4.1% |
63% |
False |
False |
108,197 |
| 20 |
3.532 |
3.050 |
0.482 |
14.5% |
0.122 |
3.7% |
57% |
False |
False |
91,897 |
| 40 |
4.074 |
3.050 |
1.024 |
30.8% |
0.122 |
3.7% |
27% |
False |
False |
63,727 |
| 60 |
4.090 |
3.050 |
1.040 |
31.3% |
0.120 |
3.6% |
27% |
False |
False |
48,546 |
| 80 |
4.090 |
3.050 |
1.040 |
31.3% |
0.113 |
3.4% |
27% |
False |
False |
40,418 |
| 100 |
4.090 |
3.050 |
1.040 |
31.3% |
0.109 |
3.3% |
27% |
False |
False |
33,860 |
| 120 |
4.090 |
3.050 |
1.040 |
31.3% |
0.106 |
3.2% |
27% |
False |
False |
29,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.034 |
|
2.618 |
3.768 |
|
1.618 |
3.605 |
|
1.000 |
3.504 |
|
0.618 |
3.442 |
|
HIGH |
3.341 |
|
0.618 |
3.279 |
|
0.500 |
3.260 |
|
0.382 |
3.240 |
|
LOW |
3.178 |
|
0.618 |
3.077 |
|
1.000 |
3.015 |
|
1.618 |
2.914 |
|
2.618 |
2.751 |
|
4.250 |
2.485 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.305 |
3.289 |
| PP |
3.282 |
3.252 |
| S1 |
3.260 |
3.214 |
|