NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 01-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.440 |
3.430 |
-0.010 |
-0.3% |
3.529 |
| High |
3.499 |
3.496 |
-0.003 |
-0.1% |
3.529 |
| Low |
3.356 |
3.392 |
0.036 |
1.1% |
3.345 |
| Close |
3.452 |
3.415 |
-0.037 |
-1.1% |
3.415 |
| Range |
0.143 |
0.104 |
-0.039 |
-27.3% |
0.184 |
| ATR |
0.106 |
0.106 |
0.000 |
-0.1% |
0.000 |
| Volume |
15,111 |
24,539 |
9,428 |
62.4% |
92,551 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.746 |
3.685 |
3.472 |
|
| R3 |
3.642 |
3.581 |
3.444 |
|
| R2 |
3.538 |
3.538 |
3.434 |
|
| R1 |
3.477 |
3.477 |
3.425 |
3.456 |
| PP |
3.434 |
3.434 |
3.434 |
3.424 |
| S1 |
3.373 |
3.373 |
3.405 |
3.352 |
| S2 |
3.330 |
3.330 |
3.396 |
|
| S3 |
3.226 |
3.269 |
3.386 |
|
| S4 |
3.122 |
3.165 |
3.358 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.982 |
3.882 |
3.516 |
|
| R3 |
3.798 |
3.698 |
3.466 |
|
| R2 |
3.614 |
3.614 |
3.449 |
|
| R1 |
3.514 |
3.514 |
3.432 |
3.472 |
| PP |
3.430 |
3.430 |
3.430 |
3.409 |
| S1 |
3.330 |
3.330 |
3.398 |
3.288 |
| S2 |
3.246 |
3.246 |
3.381 |
|
| S3 |
3.062 |
3.146 |
3.364 |
|
| S4 |
2.878 |
2.962 |
3.314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.529 |
3.345 |
0.184 |
5.4% |
0.103 |
3.0% |
38% |
False |
False |
18,510 |
| 10 |
3.716 |
3.345 |
0.371 |
10.9% |
0.101 |
3.0% |
19% |
False |
False |
20,198 |
| 20 |
3.716 |
3.214 |
0.502 |
14.7% |
0.098 |
2.9% |
40% |
False |
False |
19,441 |
| 40 |
3.784 |
3.150 |
0.634 |
18.6% |
0.103 |
3.0% |
42% |
False |
False |
15,098 |
| 60 |
4.015 |
3.150 |
0.865 |
25.3% |
0.099 |
2.9% |
31% |
False |
False |
12,359 |
| 80 |
4.015 |
3.150 |
0.865 |
25.3% |
0.095 |
2.8% |
31% |
False |
False |
10,695 |
| 100 |
4.015 |
3.150 |
0.865 |
25.3% |
0.091 |
2.7% |
31% |
False |
False |
9,506 |
| 120 |
4.015 |
3.150 |
0.865 |
25.3% |
0.087 |
2.5% |
31% |
False |
False |
8,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.938 |
|
2.618 |
3.768 |
|
1.618 |
3.664 |
|
1.000 |
3.600 |
|
0.618 |
3.560 |
|
HIGH |
3.496 |
|
0.618 |
3.456 |
|
0.500 |
3.444 |
|
0.382 |
3.432 |
|
LOW |
3.392 |
|
0.618 |
3.328 |
|
1.000 |
3.288 |
|
1.618 |
3.224 |
|
2.618 |
3.120 |
|
4.250 |
2.950 |
|
|
| Fisher Pivots for day following 01-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.444 |
3.428 |
| PP |
3.434 |
3.423 |
| S1 |
3.425 |
3.419 |
|