NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.195 |
3.252 |
0.057 |
1.8% |
3.342 |
| High |
3.270 |
3.382 |
0.112 |
3.4% |
3.396 |
| Low |
3.189 |
3.244 |
0.055 |
1.7% |
3.155 |
| Close |
3.257 |
3.371 |
0.114 |
3.5% |
3.371 |
| Range |
0.081 |
0.138 |
0.057 |
70.4% |
0.241 |
| ATR |
0.109 |
0.111 |
0.002 |
1.9% |
0.000 |
| Volume |
54,060 |
51,009 |
-3,051 |
-5.6% |
213,857 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.746 |
3.697 |
3.447 |
|
| R3 |
3.608 |
3.559 |
3.409 |
|
| R2 |
3.470 |
3.470 |
3.396 |
|
| R1 |
3.421 |
3.421 |
3.384 |
3.446 |
| PP |
3.332 |
3.332 |
3.332 |
3.345 |
| S1 |
3.283 |
3.283 |
3.358 |
3.308 |
| S2 |
3.194 |
3.194 |
3.346 |
|
| S3 |
3.056 |
3.145 |
3.333 |
|
| S4 |
2.918 |
3.007 |
3.295 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.030 |
3.942 |
3.504 |
|
| R3 |
3.789 |
3.701 |
3.437 |
|
| R2 |
3.548 |
3.548 |
3.415 |
|
| R1 |
3.460 |
3.460 |
3.393 |
3.504 |
| PP |
3.307 |
3.307 |
3.307 |
3.330 |
| S1 |
3.219 |
3.219 |
3.349 |
3.263 |
| S2 |
3.066 |
3.066 |
3.327 |
|
| S3 |
2.825 |
2.978 |
3.305 |
|
| S4 |
2.584 |
2.737 |
3.238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.396 |
3.155 |
0.241 |
7.1% |
0.104 |
3.1% |
90% |
False |
False |
42,771 |
| 10 |
3.531 |
3.150 |
0.381 |
11.3% |
0.120 |
3.5% |
58% |
False |
False |
35,687 |
| 20 |
3.577 |
3.150 |
0.427 |
12.7% |
0.109 |
3.2% |
52% |
False |
False |
33,181 |
| 40 |
3.997 |
3.150 |
0.847 |
25.1% |
0.108 |
3.2% |
26% |
False |
False |
32,652 |
| 60 |
3.997 |
3.150 |
0.847 |
25.1% |
0.106 |
3.2% |
26% |
False |
False |
28,927 |
| 80 |
3.997 |
3.150 |
0.847 |
25.1% |
0.101 |
3.0% |
26% |
False |
False |
27,939 |
| 100 |
3.997 |
3.150 |
0.847 |
25.1% |
0.099 |
2.9% |
26% |
False |
False |
24,896 |
| 120 |
3.997 |
3.150 |
0.847 |
25.1% |
0.097 |
2.9% |
26% |
False |
False |
22,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.969 |
|
2.618 |
3.743 |
|
1.618 |
3.605 |
|
1.000 |
3.520 |
|
0.618 |
3.467 |
|
HIGH |
3.382 |
|
0.618 |
3.329 |
|
0.500 |
3.313 |
|
0.382 |
3.297 |
|
LOW |
3.244 |
|
0.618 |
3.159 |
|
1.000 |
3.106 |
|
1.618 |
3.021 |
|
2.618 |
2.883 |
|
4.250 |
2.658 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.352 |
3.337 |
| PP |
3.332 |
3.303 |
| S1 |
3.313 |
3.269 |
|