NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 07-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.522 |
3.538 |
0.016 |
0.5% |
3.529 |
| High |
3.563 |
3.556 |
-0.007 |
-0.2% |
3.529 |
| Low |
3.509 |
3.406 |
-0.103 |
-2.9% |
3.345 |
| Close |
3.521 |
3.411 |
-0.110 |
-3.1% |
3.415 |
| Range |
0.054 |
0.150 |
0.096 |
177.8% |
0.184 |
| ATR |
0.101 |
0.104 |
0.004 |
3.5% |
0.000 |
| Volume |
25,195 |
33,901 |
8,706 |
34.6% |
92,551 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.908 |
3.809 |
3.494 |
|
| R3 |
3.758 |
3.659 |
3.452 |
|
| R2 |
3.608 |
3.608 |
3.439 |
|
| R1 |
3.509 |
3.509 |
3.425 |
3.484 |
| PP |
3.458 |
3.458 |
3.458 |
3.445 |
| S1 |
3.359 |
3.359 |
3.397 |
3.334 |
| S2 |
3.308 |
3.308 |
3.384 |
|
| S3 |
3.158 |
3.209 |
3.370 |
|
| S4 |
3.008 |
3.059 |
3.329 |
|
|
| 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 |
3.376 |
0.187 |
5.5% |
0.100 |
2.9% |
19% |
False |
False |
26,514 |
| 10 |
3.592 |
3.345 |
0.247 |
7.2% |
0.098 |
2.9% |
27% |
False |
False |
22,419 |
| 20 |
3.716 |
3.247 |
0.469 |
13.7% |
0.100 |
2.9% |
35% |
False |
False |
21,825 |
| 40 |
3.716 |
3.150 |
0.566 |
16.6% |
0.100 |
2.9% |
46% |
False |
False |
16,879 |
| 60 |
4.015 |
3.150 |
0.865 |
25.4% |
0.100 |
2.9% |
30% |
False |
False |
13,742 |
| 80 |
4.015 |
3.150 |
0.865 |
25.4% |
0.095 |
2.8% |
30% |
False |
False |
11,640 |
| 100 |
4.015 |
3.150 |
0.865 |
25.4% |
0.091 |
2.7% |
30% |
False |
False |
10,340 |
| 120 |
4.015 |
3.150 |
0.865 |
25.4% |
0.088 |
2.6% |
30% |
False |
False |
9,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.194 |
|
2.618 |
3.949 |
|
1.618 |
3.799 |
|
1.000 |
3.706 |
|
0.618 |
3.649 |
|
HIGH |
3.556 |
|
0.618 |
3.499 |
|
0.500 |
3.481 |
|
0.382 |
3.463 |
|
LOW |
3.406 |
|
0.618 |
3.313 |
|
1.000 |
3.256 |
|
1.618 |
3.163 |
|
2.618 |
3.013 |
|
4.250 |
2.769 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.481 |
3.485 |
| PP |
3.458 |
3.460 |
| S1 |
3.434 |
3.436 |
|