NYMEX Natural Gas Future March 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 |
3.361 |
3.250 |
-0.111 |
-3.3% |
3.500 |
| High |
3.371 |
3.255 |
-0.116 |
-3.4% |
3.500 |
| Low |
3.100 |
3.181 |
0.081 |
2.6% |
3.350 |
| Close |
3.255 |
3.214 |
-0.041 |
-1.3% |
3.482 |
| Range |
0.271 |
0.074 |
-0.197 |
-72.7% |
0.150 |
| ATR |
0.124 |
0.121 |
-0.004 |
-2.9% |
0.000 |
| Volume |
26,886 |
57,379 |
30,493 |
113.4% |
99,542 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.439 |
3.400 |
3.255 |
|
| R3 |
3.365 |
3.326 |
3.234 |
|
| R2 |
3.291 |
3.291 |
3.228 |
|
| R1 |
3.252 |
3.252 |
3.221 |
3.235 |
| PP |
3.217 |
3.217 |
3.217 |
3.208 |
| S1 |
3.178 |
3.178 |
3.207 |
3.161 |
| S2 |
3.143 |
3.143 |
3.200 |
|
| S3 |
3.069 |
3.104 |
3.194 |
|
| S4 |
2.995 |
3.030 |
3.173 |
|
|
| 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 |
12.4% |
0.136 |
4.2% |
29% |
False |
False |
29,929 |
| 10 |
3.551 |
3.100 |
0.451 |
14.0% |
0.124 |
3.9% |
25% |
False |
False |
33,941 |
| 20 |
3.750 |
3.100 |
0.650 |
20.2% |
0.119 |
3.7% |
18% |
False |
False |
48,961 |
| 40 |
4.036 |
3.100 |
0.936 |
29.1% |
0.117 |
3.6% |
12% |
False |
False |
36,338 |
| 60 |
4.049 |
3.100 |
0.949 |
29.5% |
0.113 |
3.5% |
12% |
False |
False |
30,764 |
| 80 |
4.049 |
3.100 |
0.949 |
29.5% |
0.108 |
3.4% |
12% |
False |
False |
27,478 |
| 100 |
4.049 |
3.100 |
0.949 |
29.5% |
0.103 |
3.2% |
12% |
False |
False |
23,441 |
| 120 |
4.049 |
3.100 |
0.949 |
29.5% |
0.100 |
3.1% |
12% |
False |
False |
20,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.570 |
|
2.618 |
3.449 |
|
1.618 |
3.375 |
|
1.000 |
3.329 |
|
0.618 |
3.301 |
|
HIGH |
3.255 |
|
0.618 |
3.227 |
|
0.500 |
3.218 |
|
0.382 |
3.209 |
|
LOW |
3.181 |
|
0.618 |
3.135 |
|
1.000 |
3.107 |
|
1.618 |
3.061 |
|
2.618 |
2.987 |
|
4.250 |
2.867 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.218 |
3.299 |
| PP |
3.217 |
3.270 |
| S1 |
3.215 |
3.242 |
|