NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 07-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.216 |
3.290 |
0.074 |
2.3% |
3.467 |
| High |
3.316 |
3.365 |
0.049 |
1.5% |
3.497 |
| Low |
3.209 |
3.255 |
0.046 |
1.4% |
3.100 |
| Close |
3.303 |
3.281 |
-0.022 |
-0.7% |
3.303 |
| Range |
0.107 |
0.110 |
0.003 |
2.8% |
0.397 |
| ATR |
0.120 |
0.119 |
-0.001 |
-0.6% |
0.000 |
| Volume |
52,541 |
44,280 |
-8,261 |
-15.7% |
156,641 |
|
| Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.630 |
3.566 |
3.342 |
|
| R3 |
3.520 |
3.456 |
3.311 |
|
| R2 |
3.410 |
3.410 |
3.301 |
|
| R1 |
3.346 |
3.346 |
3.291 |
3.323 |
| PP |
3.300 |
3.300 |
3.300 |
3.289 |
| S1 |
3.236 |
3.236 |
3.271 |
3.213 |
| S2 |
3.190 |
3.190 |
3.261 |
|
| S3 |
3.080 |
3.126 |
3.251 |
|
| S4 |
2.970 |
3.016 |
3.221 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.491 |
4.294 |
3.521 |
|
| R3 |
4.094 |
3.897 |
3.412 |
|
| R2 |
3.697 |
3.697 |
3.376 |
|
| R1 |
3.500 |
3.500 |
3.339 |
3.400 |
| PP |
3.300 |
3.300 |
3.300 |
3.250 |
| S1 |
3.103 |
3.103 |
3.267 |
3.003 |
| S2 |
2.903 |
2.903 |
3.230 |
|
| S3 |
2.506 |
2.706 |
3.194 |
|
| S4 |
2.109 |
2.309 |
3.085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.497 |
3.100 |
0.397 |
12.1% |
0.141 |
4.3% |
46% |
False |
False |
40,184 |
| 10 |
3.551 |
3.100 |
0.451 |
13.7% |
0.119 |
3.6% |
40% |
False |
False |
35,180 |
| 20 |
3.699 |
3.100 |
0.599 |
18.3% |
0.114 |
3.5% |
30% |
False |
False |
51,050 |
| 40 |
4.036 |
3.100 |
0.936 |
28.5% |
0.118 |
3.6% |
19% |
False |
False |
37,755 |
| 60 |
4.049 |
3.100 |
0.949 |
28.9% |
0.114 |
3.5% |
19% |
False |
False |
31,690 |
| 80 |
4.049 |
3.100 |
0.949 |
28.9% |
0.108 |
3.3% |
19% |
False |
False |
28,049 |
| 100 |
4.049 |
3.100 |
0.949 |
28.9% |
0.104 |
3.2% |
19% |
False |
False |
24,207 |
| 120 |
4.049 |
3.100 |
0.949 |
28.9% |
0.100 |
3.1% |
19% |
False |
False |
21,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.833 |
|
2.618 |
3.653 |
|
1.618 |
3.543 |
|
1.000 |
3.475 |
|
0.618 |
3.433 |
|
HIGH |
3.365 |
|
0.618 |
3.323 |
|
0.500 |
3.310 |
|
0.382 |
3.297 |
|
LOW |
3.255 |
|
0.618 |
3.187 |
|
1.000 |
3.145 |
|
1.618 |
3.077 |
|
2.618 |
2.967 |
|
4.250 |
2.788 |
|
|
| Fisher Pivots for day following 07-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.310 |
3.278 |
| PP |
3.300 |
3.276 |
| S1 |
3.291 |
3.273 |
|