NYMEX Natural Gas Future April 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 |
3.256 |
3.342 |
0.086 |
2.6% |
3.506 |
| High |
3.352 |
3.396 |
0.044 |
1.3% |
3.525 |
| Low |
3.255 |
3.293 |
0.038 |
1.2% |
3.150 |
| Close |
3.337 |
3.318 |
-0.019 |
-0.6% |
3.337 |
| Range |
0.097 |
0.103 |
0.006 |
6.2% |
0.375 |
| ATR |
0.113 |
0.112 |
-0.001 |
-0.6% |
0.000 |
| Volume |
40,201 |
39,584 |
-617 |
-1.5% |
125,860 |
|
| Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.645 |
3.584 |
3.375 |
|
| R3 |
3.542 |
3.481 |
3.346 |
|
| R2 |
3.439 |
3.439 |
3.337 |
|
| R1 |
3.378 |
3.378 |
3.327 |
3.357 |
| PP |
3.336 |
3.336 |
3.336 |
3.325 |
| S1 |
3.275 |
3.275 |
3.309 |
3.254 |
| S2 |
3.233 |
3.233 |
3.299 |
|
| S3 |
3.130 |
3.172 |
3.290 |
|
| S4 |
3.027 |
3.069 |
3.261 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.462 |
4.275 |
3.543 |
|
| R3 |
4.087 |
3.900 |
3.440 |
|
| R2 |
3.712 |
3.712 |
3.406 |
|
| R1 |
3.525 |
3.525 |
3.371 |
3.431 |
| PP |
3.337 |
3.337 |
3.337 |
3.291 |
| S1 |
3.150 |
3.150 |
3.303 |
3.056 |
| S2 |
2.962 |
2.962 |
3.268 |
|
| S3 |
2.587 |
2.775 |
3.234 |
|
| S4 |
2.212 |
2.400 |
3.131 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.525 |
3.150 |
0.375 |
11.3% |
0.132 |
4.0% |
45% |
False |
False |
33,088 |
| 10 |
3.577 |
3.150 |
0.427 |
12.9% |
0.111 |
3.4% |
39% |
False |
False |
26,642 |
| 20 |
3.704 |
3.150 |
0.554 |
16.7% |
0.107 |
3.2% |
30% |
False |
False |
32,550 |
| 40 |
3.997 |
3.150 |
0.847 |
25.5% |
0.110 |
3.3% |
20% |
False |
False |
30,308 |
| 60 |
3.997 |
3.150 |
0.847 |
25.5% |
0.105 |
3.2% |
20% |
False |
False |
28,204 |
| 80 |
3.997 |
3.150 |
0.847 |
25.5% |
0.100 |
3.0% |
20% |
False |
False |
26,585 |
| 100 |
3.997 |
3.150 |
0.847 |
25.5% |
0.098 |
2.9% |
20% |
False |
False |
23,445 |
| 120 |
3.997 |
3.150 |
0.847 |
25.5% |
0.097 |
2.9% |
20% |
False |
False |
21,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.834 |
|
2.618 |
3.666 |
|
1.618 |
3.563 |
|
1.000 |
3.499 |
|
0.618 |
3.460 |
|
HIGH |
3.396 |
|
0.618 |
3.357 |
|
0.500 |
3.345 |
|
0.382 |
3.332 |
|
LOW |
3.293 |
|
0.618 |
3.229 |
|
1.000 |
3.190 |
|
1.618 |
3.126 |
|
2.618 |
3.023 |
|
4.250 |
2.855 |
|
|
| Fisher Pivots for day following 07-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.345 |
3.316 |
| PP |
3.336 |
3.313 |
| S1 |
3.327 |
3.311 |
|