NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 08-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.290 |
3.291 |
0.001 |
0.0% |
3.467 |
| High |
3.365 |
3.294 |
-0.071 |
-2.1% |
3.497 |
| Low |
3.255 |
3.217 |
-0.038 |
-1.2% |
3.100 |
| Close |
3.281 |
3.234 |
-0.047 |
-1.4% |
3.303 |
| Range |
0.110 |
0.077 |
-0.033 |
-30.0% |
0.397 |
| ATR |
0.119 |
0.116 |
-0.003 |
-2.5% |
0.000 |
| Volume |
44,280 |
31,749 |
-12,531 |
-28.3% |
156,641 |
|
| Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.479 |
3.434 |
3.276 |
|
| R3 |
3.402 |
3.357 |
3.255 |
|
| R2 |
3.325 |
3.325 |
3.248 |
|
| R1 |
3.280 |
3.280 |
3.241 |
3.264 |
| PP |
3.248 |
3.248 |
3.248 |
3.241 |
| S1 |
3.203 |
3.203 |
3.227 |
3.187 |
| S2 |
3.171 |
3.171 |
3.220 |
|
| S3 |
3.094 |
3.126 |
3.213 |
|
| S4 |
3.017 |
3.049 |
3.192 |
|
|
| 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 |
3.371 |
3.100 |
0.271 |
8.4% |
0.128 |
4.0% |
49% |
False |
False |
42,567 |
| 10 |
3.500 |
3.100 |
0.400 |
12.4% |
0.119 |
3.7% |
34% |
False |
False |
33,221 |
| 20 |
3.551 |
3.100 |
0.451 |
13.9% |
0.111 |
3.4% |
30% |
False |
False |
50,417 |
| 40 |
4.036 |
3.100 |
0.936 |
28.9% |
0.118 |
3.6% |
14% |
False |
False |
38,058 |
| 60 |
4.049 |
3.100 |
0.949 |
29.3% |
0.113 |
3.5% |
14% |
False |
False |
31,878 |
| 80 |
4.049 |
3.100 |
0.949 |
29.3% |
0.108 |
3.3% |
14% |
False |
False |
28,179 |
| 100 |
4.049 |
3.100 |
0.949 |
29.3% |
0.104 |
3.2% |
14% |
False |
False |
24,444 |
| 120 |
4.049 |
3.100 |
0.949 |
29.3% |
0.100 |
3.1% |
14% |
False |
False |
21,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.621 |
|
2.618 |
3.496 |
|
1.618 |
3.419 |
|
1.000 |
3.371 |
|
0.618 |
3.342 |
|
HIGH |
3.294 |
|
0.618 |
3.265 |
|
0.500 |
3.256 |
|
0.382 |
3.246 |
|
LOW |
3.217 |
|
0.618 |
3.169 |
|
1.000 |
3.140 |
|
1.618 |
3.092 |
|
2.618 |
3.015 |
|
4.250 |
2.890 |
|
|
| Fisher Pivots for day following 08-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.256 |
3.287 |
| PP |
3.248 |
3.269 |
| S1 |
3.241 |
3.252 |
|