NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 02-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.551 |
3.456 |
-0.095 |
-2.7% |
3.571 |
| High |
3.571 |
3.459 |
-0.112 |
-3.1% |
3.573 |
| Low |
3.445 |
3.150 |
-0.295 |
-8.6% |
3.440 |
| Close |
3.453 |
3.349 |
-0.104 |
-3.0% |
3.559 |
| Range |
0.126 |
0.309 |
0.183 |
145.2% |
0.133 |
| ATR |
0.100 |
0.115 |
0.015 |
14.9% |
0.000 |
| Volume |
6,190 |
7,989 |
1,799 |
29.1% |
30,004 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.246 |
4.107 |
3.519 |
|
| R3 |
3.937 |
3.798 |
3.434 |
|
| R2 |
3.628 |
3.628 |
3.406 |
|
| R1 |
3.489 |
3.489 |
3.377 |
3.404 |
| PP |
3.319 |
3.319 |
3.319 |
3.277 |
| S1 |
3.180 |
3.180 |
3.321 |
3.095 |
| S2 |
3.010 |
3.010 |
3.292 |
|
| S3 |
2.701 |
2.871 |
3.264 |
|
| S4 |
2.392 |
2.562 |
3.179 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.923 |
3.874 |
3.632 |
|
| R3 |
3.790 |
3.741 |
3.596 |
|
| R2 |
3.657 |
3.657 |
3.583 |
|
| R1 |
3.608 |
3.608 |
3.571 |
3.566 |
| PP |
3.524 |
3.524 |
3.524 |
3.503 |
| S1 |
3.475 |
3.475 |
3.547 |
3.433 |
| S2 |
3.391 |
3.391 |
3.535 |
|
| S3 |
3.258 |
3.342 |
3.522 |
|
| S4 |
3.125 |
3.209 |
3.486 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.573 |
3.150 |
0.423 |
12.6% |
0.140 |
4.2% |
47% |
False |
True |
7,158 |
| 10 |
3.612 |
3.150 |
0.462 |
13.8% |
0.119 |
3.6% |
43% |
False |
True |
8,694 |
| 20 |
3.784 |
3.150 |
0.634 |
18.9% |
0.108 |
3.2% |
31% |
False |
True |
10,351 |
| 40 |
4.015 |
3.150 |
0.865 |
25.8% |
0.099 |
3.0% |
23% |
False |
True |
8,624 |
| 60 |
4.015 |
3.150 |
0.865 |
25.8% |
0.094 |
2.8% |
23% |
False |
True |
7,647 |
| 80 |
4.015 |
3.150 |
0.865 |
25.8% |
0.090 |
2.7% |
23% |
False |
True |
6,902 |
| 100 |
4.015 |
3.150 |
0.865 |
25.8% |
0.084 |
2.5% |
23% |
False |
True |
5,865 |
| 120 |
4.015 |
3.150 |
0.865 |
25.8% |
0.082 |
2.5% |
23% |
False |
True |
5,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.772 |
|
2.618 |
4.268 |
|
1.618 |
3.959 |
|
1.000 |
3.768 |
|
0.618 |
3.650 |
|
HIGH |
3.459 |
|
0.618 |
3.341 |
|
0.500 |
3.305 |
|
0.382 |
3.268 |
|
LOW |
3.150 |
|
0.618 |
2.959 |
|
1.000 |
2.841 |
|
1.618 |
2.650 |
|
2.618 |
2.341 |
|
4.250 |
1.837 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.334 |
3.362 |
| PP |
3.319 |
3.357 |
| S1 |
3.305 |
3.353 |
|