NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.381 |
3.425 |
0.044 |
1.3% |
3.518 |
| High |
3.443 |
3.543 |
0.100 |
2.9% |
3.556 |
| Low |
3.374 |
3.425 |
0.051 |
1.5% |
3.336 |
| Close |
3.436 |
3.537 |
0.101 |
2.9% |
3.537 |
| Range |
0.069 |
0.118 |
0.049 |
71.0% |
0.220 |
| ATR |
0.091 |
0.093 |
0.002 |
2.1% |
0.000 |
| Volume |
10,930 |
10,237 |
-693 |
-6.3% |
35,935 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.856 |
3.814 |
3.602 |
|
| R3 |
3.738 |
3.696 |
3.569 |
|
| R2 |
3.620 |
3.620 |
3.559 |
|
| R1 |
3.578 |
3.578 |
3.548 |
3.599 |
| PP |
3.502 |
3.502 |
3.502 |
3.512 |
| S1 |
3.460 |
3.460 |
3.526 |
3.481 |
| S2 |
3.384 |
3.384 |
3.515 |
|
| S3 |
3.266 |
3.342 |
3.505 |
|
| S4 |
3.148 |
3.224 |
3.472 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.136 |
4.057 |
3.658 |
|
| R3 |
3.916 |
3.837 |
3.598 |
|
| R2 |
3.696 |
3.696 |
3.577 |
|
| R1 |
3.617 |
3.617 |
3.557 |
3.657 |
| PP |
3.476 |
3.476 |
3.476 |
3.496 |
| S1 |
3.397 |
3.397 |
3.517 |
3.437 |
| S2 |
3.256 |
3.256 |
3.497 |
|
| S3 |
3.036 |
3.177 |
3.477 |
|
| S4 |
2.816 |
2.957 |
3.416 |
|
|
| 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 |
6.2% |
0.087 |
2.5% |
91% |
False |
False |
7,187 |
| 10 |
3.677 |
3.336 |
0.341 |
9.6% |
0.093 |
2.6% |
59% |
False |
False |
6,443 |
| 20 |
3.700 |
3.336 |
0.364 |
10.3% |
0.088 |
2.5% |
55% |
False |
False |
6,011 |
| 40 |
4.077 |
3.336 |
0.741 |
20.9% |
0.085 |
2.4% |
27% |
False |
False |
4,867 |
| 60 |
4.077 |
3.336 |
0.741 |
20.9% |
0.084 |
2.4% |
27% |
False |
False |
3,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.045 |
|
2.618 |
3.852 |
|
1.618 |
3.734 |
|
1.000 |
3.661 |
|
0.618 |
3.616 |
|
HIGH |
3.543 |
|
0.618 |
3.498 |
|
0.500 |
3.484 |
|
0.382 |
3.470 |
|
LOW |
3.425 |
|
0.618 |
3.352 |
|
1.000 |
3.307 |
|
1.618 |
3.234 |
|
2.618 |
3.116 |
|
4.250 |
2.924 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.519 |
3.505 |
| PP |
3.502 |
3.472 |
| S1 |
3.484 |
3.440 |
|