NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 04-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.506 |
3.490 |
-0.016 |
-0.5% |
3.571 |
| High |
3.558 |
3.528 |
-0.030 |
-0.8% |
3.577 |
| Low |
3.458 |
3.441 |
-0.017 |
-0.5% |
3.407 |
| Close |
3.478 |
3.499 |
0.021 |
0.6% |
3.478 |
| Range |
0.100 |
0.087 |
-0.013 |
-13.0% |
0.170 |
| ATR |
0.100 |
0.099 |
-0.001 |
-0.9% |
0.000 |
| Volume |
14,394 |
11,357 |
-3,037 |
-21.1% |
54,844 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.750 |
3.712 |
3.547 |
|
| R3 |
3.663 |
3.625 |
3.523 |
|
| R2 |
3.576 |
3.576 |
3.515 |
|
| R1 |
3.538 |
3.538 |
3.507 |
3.557 |
| PP |
3.489 |
3.489 |
3.489 |
3.499 |
| S1 |
3.451 |
3.451 |
3.491 |
3.470 |
| S2 |
3.402 |
3.402 |
3.483 |
|
| S3 |
3.315 |
3.364 |
3.475 |
|
| S4 |
3.228 |
3.277 |
3.451 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.997 |
3.908 |
3.572 |
|
| R3 |
3.827 |
3.738 |
3.525 |
|
| R2 |
3.657 |
3.657 |
3.509 |
|
| R1 |
3.568 |
3.568 |
3.494 |
3.528 |
| PP |
3.487 |
3.487 |
3.487 |
3.467 |
| S1 |
3.398 |
3.398 |
3.462 |
3.358 |
| S2 |
3.317 |
3.317 |
3.447 |
|
| S3 |
3.147 |
3.228 |
3.431 |
|
| S4 |
2.977 |
3.058 |
3.385 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.560 |
3.407 |
0.153 |
4.4% |
0.092 |
2.6% |
60% |
False |
False |
11,224 |
| 10 |
3.763 |
3.407 |
0.356 |
10.2% |
0.096 |
2.8% |
26% |
False |
False |
10,862 |
| 20 |
3.763 |
3.275 |
0.488 |
13.9% |
0.091 |
2.6% |
46% |
False |
False |
10,170 |
| 40 |
3.808 |
3.204 |
0.604 |
17.3% |
0.093 |
2.6% |
49% |
False |
False |
7,967 |
| 60 |
4.035 |
3.204 |
0.831 |
23.7% |
0.092 |
2.6% |
35% |
False |
False |
6,375 |
| 80 |
4.035 |
3.204 |
0.831 |
23.7% |
0.089 |
2.6% |
35% |
False |
False |
5,404 |
| 100 |
4.035 |
3.204 |
0.831 |
23.7% |
0.086 |
2.5% |
35% |
False |
False |
4,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.898 |
|
2.618 |
3.756 |
|
1.618 |
3.669 |
|
1.000 |
3.615 |
|
0.618 |
3.582 |
|
HIGH |
3.528 |
|
0.618 |
3.495 |
|
0.500 |
3.485 |
|
0.382 |
3.474 |
|
LOW |
3.441 |
|
0.618 |
3.387 |
|
1.000 |
3.354 |
|
1.618 |
3.300 |
|
2.618 |
3.213 |
|
4.250 |
3.071 |
|
|
| Fisher Pivots for day following 04-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.494 |
3.496 |
| PP |
3.489 |
3.493 |
| S1 |
3.485 |
3.490 |
|