NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 07-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.450 |
3.518 |
0.068 |
2.0% |
3.658 |
| High |
3.516 |
3.556 |
0.040 |
1.1% |
3.677 |
| Low |
3.450 |
3.464 |
0.014 |
0.4% |
3.398 |
| Close |
3.505 |
3.487 |
-0.018 |
-0.5% |
3.505 |
| Range |
0.066 |
0.092 |
0.026 |
39.4% |
0.279 |
| ATR |
0.093 |
0.093 |
0.000 |
-0.1% |
0.000 |
| Volume |
7,282 |
4,076 |
-3,206 |
-44.0% |
23,786 |
|
| Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.778 |
3.725 |
3.538 |
|
| R3 |
3.686 |
3.633 |
3.512 |
|
| R2 |
3.594 |
3.594 |
3.504 |
|
| R1 |
3.541 |
3.541 |
3.495 |
3.522 |
| PP |
3.502 |
3.502 |
3.502 |
3.493 |
| S1 |
3.449 |
3.449 |
3.479 |
3.430 |
| S2 |
3.410 |
3.410 |
3.470 |
|
| S3 |
3.318 |
3.357 |
3.462 |
|
| S4 |
3.226 |
3.265 |
3.436 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.364 |
4.213 |
3.658 |
|
| R3 |
4.085 |
3.934 |
3.582 |
|
| R2 |
3.806 |
3.806 |
3.556 |
|
| R1 |
3.655 |
3.655 |
3.531 |
3.591 |
| PP |
3.527 |
3.527 |
3.527 |
3.495 |
| S1 |
3.376 |
3.376 |
3.479 |
3.312 |
| S2 |
3.248 |
3.248 |
3.454 |
|
| S3 |
2.969 |
3.097 |
3.428 |
|
| S4 |
2.690 |
2.818 |
3.352 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.677 |
3.398 |
0.279 |
8.0% |
0.097 |
2.8% |
32% |
False |
False |
5,572 |
| 10 |
3.700 |
3.398 |
0.302 |
8.7% |
0.085 |
2.4% |
29% |
False |
False |
5,116 |
| 20 |
3.819 |
3.398 |
0.421 |
12.1% |
0.085 |
2.4% |
21% |
False |
False |
5,699 |
| 40 |
4.077 |
3.398 |
0.679 |
19.5% |
0.086 |
2.5% |
13% |
False |
False |
4,299 |
| 60 |
4.077 |
3.398 |
0.679 |
19.5% |
0.083 |
2.4% |
13% |
False |
False |
3,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.947 |
|
2.618 |
3.797 |
|
1.618 |
3.705 |
|
1.000 |
3.648 |
|
0.618 |
3.613 |
|
HIGH |
3.556 |
|
0.618 |
3.521 |
|
0.500 |
3.510 |
|
0.382 |
3.499 |
|
LOW |
3.464 |
|
0.618 |
3.407 |
|
1.000 |
3.372 |
|
1.618 |
3.315 |
|
2.618 |
3.223 |
|
4.250 |
3.073 |
|
|
| Fisher Pivots for day following 07-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.510 |
3.484 |
| PP |
3.502 |
3.480 |
| S1 |
3.495 |
3.477 |
|