NYMEX Natural Gas Future March 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 |
3.467 |
3.361 |
-0.106 |
-3.1% |
3.500 |
| High |
3.497 |
3.371 |
-0.126 |
-3.6% |
3.500 |
| Low |
3.356 |
3.100 |
-0.256 |
-7.6% |
3.350 |
| Close |
3.365 |
3.255 |
-0.110 |
-3.3% |
3.482 |
| Range |
0.141 |
0.271 |
0.130 |
92.2% |
0.150 |
| ATR |
0.113 |
0.124 |
0.011 |
10.0% |
0.000 |
| Volume |
19,835 |
26,886 |
7,051 |
35.5% |
99,542 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.055 |
3.926 |
3.404 |
|
| R3 |
3.784 |
3.655 |
3.330 |
|
| R2 |
3.513 |
3.513 |
3.305 |
|
| R1 |
3.384 |
3.384 |
3.280 |
3.313 |
| PP |
3.242 |
3.242 |
3.242 |
3.207 |
| S1 |
3.113 |
3.113 |
3.230 |
3.042 |
| S2 |
2.971 |
2.971 |
3.205 |
|
| S3 |
2.700 |
2.842 |
3.180 |
|
| S4 |
2.429 |
2.571 |
3.106 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.894 |
3.838 |
3.565 |
|
| R3 |
3.744 |
3.688 |
3.523 |
|
| R2 |
3.594 |
3.594 |
3.510 |
|
| R1 |
3.538 |
3.538 |
3.496 |
3.491 |
| PP |
3.444 |
3.444 |
3.444 |
3.421 |
| S1 |
3.388 |
3.388 |
3.468 |
3.341 |
| S2 |
3.294 |
3.294 |
3.455 |
|
| S3 |
3.144 |
3.238 |
3.441 |
|
| S4 |
2.994 |
3.088 |
3.400 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.500 |
3.100 |
0.400 |
12.3% |
0.142 |
4.4% |
39% |
False |
True |
21,860 |
| 10 |
3.551 |
3.100 |
0.451 |
13.9% |
0.128 |
3.9% |
34% |
False |
True |
32,996 |
| 20 |
3.750 |
3.100 |
0.650 |
20.0% |
0.120 |
3.7% |
24% |
False |
True |
47,282 |
| 40 |
4.036 |
3.100 |
0.936 |
28.8% |
0.117 |
3.6% |
17% |
False |
True |
35,512 |
| 60 |
4.049 |
3.100 |
0.949 |
29.2% |
0.114 |
3.5% |
16% |
False |
True |
30,254 |
| 80 |
4.049 |
3.100 |
0.949 |
29.2% |
0.109 |
3.4% |
16% |
False |
True |
26,883 |
| 100 |
4.049 |
3.100 |
0.949 |
29.2% |
0.102 |
3.1% |
16% |
False |
True |
23,005 |
| 120 |
4.049 |
3.100 |
0.949 |
29.2% |
0.100 |
3.1% |
16% |
False |
True |
20,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.523 |
|
2.618 |
4.080 |
|
1.618 |
3.809 |
|
1.000 |
3.642 |
|
0.618 |
3.538 |
|
HIGH |
3.371 |
|
0.618 |
3.267 |
|
0.500 |
3.236 |
|
0.382 |
3.204 |
|
LOW |
3.100 |
|
0.618 |
2.933 |
|
1.000 |
2.829 |
|
1.618 |
2.662 |
|
2.618 |
2.391 |
|
4.250 |
1.948 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.249 |
3.300 |
| PP |
3.242 |
3.285 |
| S1 |
3.236 |
3.270 |
|