NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.383 |
3.470 |
0.087 |
2.6% |
3.465 |
| High |
3.475 |
3.505 |
0.030 |
0.9% |
3.465 |
| Low |
3.370 |
3.447 |
0.077 |
2.3% |
3.281 |
| Close |
3.450 |
3.464 |
0.014 |
0.4% |
3.353 |
| Range |
0.105 |
0.058 |
-0.047 |
-44.8% |
0.184 |
| ATR |
0.108 |
0.104 |
-0.004 |
-3.3% |
0.000 |
| Volume |
36,298 |
36,988 |
690 |
1.9% |
237,058 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.646 |
3.613 |
3.496 |
|
| R3 |
3.588 |
3.555 |
3.480 |
|
| R2 |
3.530 |
3.530 |
3.475 |
|
| R1 |
3.497 |
3.497 |
3.469 |
3.485 |
| PP |
3.472 |
3.472 |
3.472 |
3.466 |
| S1 |
3.439 |
3.439 |
3.459 |
3.427 |
| S2 |
3.414 |
3.414 |
3.453 |
|
| S3 |
3.356 |
3.381 |
3.448 |
|
| S4 |
3.298 |
3.323 |
3.432 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.918 |
3.820 |
3.454 |
|
| R3 |
3.734 |
3.636 |
3.404 |
|
| R2 |
3.550 |
3.550 |
3.387 |
|
| R1 |
3.452 |
3.452 |
3.370 |
3.409 |
| PP |
3.366 |
3.366 |
3.366 |
3.345 |
| S1 |
3.268 |
3.268 |
3.336 |
3.225 |
| S2 |
3.182 |
3.182 |
3.319 |
|
| S3 |
2.998 |
3.084 |
3.302 |
|
| S4 |
2.814 |
2.900 |
3.252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.505 |
3.295 |
0.210 |
6.1% |
0.102 |
2.9% |
80% |
True |
False |
49,390 |
| 10 |
3.613 |
3.281 |
0.332 |
9.6% |
0.099 |
2.8% |
55% |
False |
False |
46,580 |
| 20 |
3.670 |
3.155 |
0.515 |
14.9% |
0.102 |
2.9% |
60% |
False |
False |
47,833 |
| 40 |
3.670 |
3.150 |
0.520 |
15.0% |
0.104 |
3.0% |
60% |
False |
False |
39,808 |
| 60 |
3.997 |
3.150 |
0.847 |
24.5% |
0.107 |
3.1% |
37% |
False |
False |
36,332 |
| 80 |
3.997 |
3.150 |
0.847 |
24.5% |
0.104 |
3.0% |
37% |
False |
False |
33,235 |
| 100 |
3.997 |
3.150 |
0.847 |
24.5% |
0.100 |
2.9% |
37% |
False |
False |
30,895 |
| 120 |
3.997 |
3.150 |
0.847 |
24.5% |
0.098 |
2.8% |
37% |
False |
False |
27,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.752 |
|
2.618 |
3.657 |
|
1.618 |
3.599 |
|
1.000 |
3.563 |
|
0.618 |
3.541 |
|
HIGH |
3.505 |
|
0.618 |
3.483 |
|
0.500 |
3.476 |
|
0.382 |
3.469 |
|
LOW |
3.447 |
|
0.618 |
3.411 |
|
1.000 |
3.389 |
|
1.618 |
3.353 |
|
2.618 |
3.295 |
|
4.250 |
3.201 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.476 |
3.446 |
| PP |
3.472 |
3.427 |
| S1 |
3.468 |
3.409 |
|