NYMEX Natural Gas Future May 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 |
3.447 |
3.522 |
0.075 |
2.2% |
3.529 |
| High |
3.537 |
3.563 |
0.026 |
0.7% |
3.529 |
| Low |
3.434 |
3.509 |
0.075 |
2.2% |
3.345 |
| Close |
3.513 |
3.521 |
0.008 |
0.2% |
3.415 |
| Range |
0.103 |
0.054 |
-0.049 |
-47.6% |
0.184 |
| ATR |
0.104 |
0.101 |
-0.004 |
-3.5% |
0.000 |
| Volume |
19,678 |
25,195 |
5,517 |
28.0% |
92,551 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.693 |
3.661 |
3.551 |
|
| R3 |
3.639 |
3.607 |
3.536 |
|
| R2 |
3.585 |
3.585 |
3.531 |
|
| R1 |
3.553 |
3.553 |
3.526 |
3.542 |
| PP |
3.531 |
3.531 |
3.531 |
3.526 |
| S1 |
3.499 |
3.499 |
3.516 |
3.488 |
| S2 |
3.477 |
3.477 |
3.511 |
|
| S3 |
3.423 |
3.445 |
3.506 |
|
| S4 |
3.369 |
3.391 |
3.491 |
|
|
| 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 |
3.563 |
3.356 |
0.207 |
5.9% |
0.098 |
2.8% |
80% |
True |
False |
22,756 |
| 10 |
3.666 |
3.345 |
0.321 |
9.1% |
0.095 |
2.7% |
55% |
False |
False |
21,439 |
| 20 |
3.716 |
3.214 |
0.502 |
14.3% |
0.097 |
2.8% |
61% |
False |
False |
21,070 |
| 40 |
3.716 |
3.150 |
0.566 |
16.1% |
0.099 |
2.8% |
66% |
False |
False |
16,372 |
| 60 |
4.015 |
3.150 |
0.865 |
24.6% |
0.099 |
2.8% |
43% |
False |
False |
13,292 |
| 80 |
4.015 |
3.150 |
0.865 |
24.6% |
0.095 |
2.7% |
43% |
False |
False |
11,405 |
| 100 |
4.015 |
3.150 |
0.865 |
24.6% |
0.090 |
2.6% |
43% |
False |
False |
10,028 |
| 120 |
4.015 |
3.150 |
0.865 |
24.6% |
0.088 |
2.5% |
43% |
False |
False |
8,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.793 |
|
2.618 |
3.704 |
|
1.618 |
3.650 |
|
1.000 |
3.617 |
|
0.618 |
3.596 |
|
HIGH |
3.563 |
|
0.618 |
3.542 |
|
0.500 |
3.536 |
|
0.382 |
3.530 |
|
LOW |
3.509 |
|
0.618 |
3.476 |
|
1.000 |
3.455 |
|
1.618 |
3.422 |
|
2.618 |
3.368 |
|
4.250 |
3.280 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.536 |
3.504 |
| PP |
3.531 |
3.487 |
| S1 |
3.526 |
3.470 |
|