NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 09-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.453 |
3.439 |
-0.014 |
-0.4% |
3.658 |
| High |
3.482 |
3.439 |
-0.043 |
-1.2% |
3.677 |
| Low |
3.428 |
3.336 |
-0.092 |
-2.7% |
3.398 |
| Close |
3.448 |
3.364 |
-0.084 |
-2.4% |
3.505 |
| Range |
0.054 |
0.103 |
0.049 |
90.7% |
0.279 |
| ATR |
0.091 |
0.092 |
0.002 |
1.7% |
0.000 |
| Volume |
3,816 |
6,876 |
3,060 |
80.2% |
23,786 |
|
| Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.689 |
3.629 |
3.421 |
|
| R3 |
3.586 |
3.526 |
3.392 |
|
| R2 |
3.483 |
3.483 |
3.383 |
|
| R1 |
3.423 |
3.423 |
3.373 |
3.402 |
| PP |
3.380 |
3.380 |
3.380 |
3.369 |
| S1 |
3.320 |
3.320 |
3.355 |
3.299 |
| S2 |
3.277 |
3.277 |
3.345 |
|
| S3 |
3.174 |
3.217 |
3.336 |
|
| S4 |
3.071 |
3.114 |
3.307 |
|
|
| 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 |
3.556 |
3.336 |
0.220 |
6.5% |
0.075 |
2.2% |
13% |
False |
True |
5,928 |
| 10 |
3.677 |
3.336 |
0.341 |
10.1% |
0.087 |
2.6% |
8% |
False |
True |
4,907 |
| 20 |
3.700 |
3.336 |
0.364 |
10.8% |
0.084 |
2.5% |
8% |
False |
True |
5,614 |
| 40 |
4.077 |
3.336 |
0.741 |
22.0% |
0.086 |
2.5% |
4% |
False |
True |
4,467 |
| 60 |
4.077 |
3.336 |
0.741 |
22.0% |
0.083 |
2.5% |
4% |
False |
True |
3,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.877 |
|
2.618 |
3.709 |
|
1.618 |
3.606 |
|
1.000 |
3.542 |
|
0.618 |
3.503 |
|
HIGH |
3.439 |
|
0.618 |
3.400 |
|
0.500 |
3.388 |
|
0.382 |
3.375 |
|
LOW |
3.336 |
|
0.618 |
3.272 |
|
1.000 |
3.233 |
|
1.618 |
3.169 |
|
2.618 |
3.066 |
|
4.250 |
2.898 |
|
|
| Fisher Pivots for day following 09-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.388 |
3.446 |
| PP |
3.380 |
3.419 |
| S1 |
3.372 |
3.391 |
|