NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 09-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.369 |
3.316 |
-0.053 |
-1.6% |
3.551 |
| High |
3.375 |
3.316 |
-0.059 |
-1.7% |
3.571 |
| Low |
3.314 |
3.214 |
-0.100 |
-3.0% |
3.150 |
| Close |
3.330 |
3.241 |
-0.089 |
-2.7% |
3.393 |
| Range |
0.061 |
0.102 |
0.041 |
67.2% |
0.421 |
| ATR |
0.107 |
0.107 |
0.001 |
0.6% |
0.000 |
| Volume |
12,135 |
18,803 |
6,668 |
54.9% |
43,967 |
|
| Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.563 |
3.504 |
3.297 |
|
| R3 |
3.461 |
3.402 |
3.269 |
|
| R2 |
3.359 |
3.359 |
3.260 |
|
| R1 |
3.300 |
3.300 |
3.250 |
3.279 |
| PP |
3.257 |
3.257 |
3.257 |
3.246 |
| S1 |
3.198 |
3.198 |
3.232 |
3.177 |
| S2 |
3.155 |
3.155 |
3.222 |
|
| S3 |
3.053 |
3.096 |
3.213 |
|
| S4 |
2.951 |
2.994 |
3.185 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.634 |
4.435 |
3.625 |
|
| R3 |
4.213 |
4.014 |
3.509 |
|
| R2 |
3.792 |
3.792 |
3.470 |
|
| R1 |
3.593 |
3.593 |
3.432 |
3.482 |
| PP |
3.371 |
3.371 |
3.371 |
3.316 |
| S1 |
3.172 |
3.172 |
3.354 |
3.061 |
| S2 |
2.950 |
2.950 |
3.316 |
|
| S3 |
2.529 |
2.751 |
3.277 |
|
| S4 |
2.108 |
2.330 |
3.161 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.447 |
3.214 |
0.233 |
7.2% |
0.083 |
2.5% |
12% |
False |
True |
14,823 |
| 10 |
3.573 |
3.150 |
0.423 |
13.1% |
0.111 |
3.4% |
22% |
False |
False |
10,990 |
| 20 |
3.612 |
3.150 |
0.462 |
14.3% |
0.101 |
3.1% |
20% |
False |
False |
11,933 |
| 40 |
4.015 |
3.150 |
0.865 |
26.7% |
0.101 |
3.1% |
11% |
False |
False |
9,701 |
| 60 |
4.015 |
3.150 |
0.865 |
26.7% |
0.094 |
2.9% |
11% |
False |
False |
8,245 |
| 80 |
4.015 |
3.150 |
0.865 |
26.7% |
0.089 |
2.7% |
11% |
False |
False |
7,468 |
| 100 |
4.015 |
3.150 |
0.865 |
26.7% |
0.086 |
2.7% |
11% |
False |
False |
6,516 |
| 120 |
4.015 |
3.150 |
0.865 |
26.7% |
0.083 |
2.6% |
11% |
False |
False |
5,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.750 |
|
2.618 |
3.583 |
|
1.618 |
3.481 |
|
1.000 |
3.418 |
|
0.618 |
3.379 |
|
HIGH |
3.316 |
|
0.618 |
3.277 |
|
0.500 |
3.265 |
|
0.382 |
3.253 |
|
LOW |
3.214 |
|
0.618 |
3.151 |
|
1.000 |
3.112 |
|
1.618 |
3.049 |
|
2.618 |
2.947 |
|
4.250 |
2.781 |
|
|
| Fisher Pivots for day following 09-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.265 |
3.331 |
| PP |
3.257 |
3.301 |
| S1 |
3.249 |
3.271 |
|