NYMEX Natural Gas Future July 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 |
3.577 |
3.552 |
-0.025 |
-0.7% |
3.626 |
| High |
3.612 |
3.585 |
-0.027 |
-0.7% |
3.636 |
| Low |
3.513 |
3.500 |
-0.013 |
-0.4% |
3.467 |
| Close |
3.536 |
3.558 |
0.022 |
0.6% |
3.536 |
| Range |
0.099 |
0.085 |
-0.014 |
-14.1% |
0.169 |
| ATR |
0.095 |
0.094 |
-0.001 |
-0.8% |
0.000 |
| Volume |
14,924 |
11,596 |
-3,328 |
-22.3% |
54,413 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.803 |
3.765 |
3.605 |
|
| R3 |
3.718 |
3.680 |
3.581 |
|
| R2 |
3.633 |
3.633 |
3.574 |
|
| R1 |
3.595 |
3.595 |
3.566 |
3.614 |
| PP |
3.548 |
3.548 |
3.548 |
3.557 |
| S1 |
3.510 |
3.510 |
3.550 |
3.529 |
| S2 |
3.463 |
3.463 |
3.542 |
|
| S3 |
3.378 |
3.425 |
3.535 |
|
| S4 |
3.293 |
3.340 |
3.511 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.053 |
3.964 |
3.629 |
|
| R3 |
3.884 |
3.795 |
3.582 |
|
| R2 |
3.715 |
3.715 |
3.567 |
|
| R1 |
3.626 |
3.626 |
3.551 |
3.586 |
| PP |
3.546 |
3.546 |
3.546 |
3.527 |
| S1 |
3.457 |
3.457 |
3.521 |
3.417 |
| S2 |
3.377 |
3.377 |
3.505 |
|
| S3 |
3.208 |
3.288 |
3.490 |
|
| S4 |
3.039 |
3.119 |
3.443 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.616 |
3.467 |
0.149 |
4.2% |
0.091 |
2.6% |
61% |
False |
False |
11,478 |
| 10 |
3.810 |
3.467 |
0.343 |
9.6% |
0.092 |
2.6% |
27% |
False |
False |
11,031 |
| 20 |
3.810 |
3.336 |
0.474 |
13.3% |
0.089 |
2.5% |
47% |
False |
False |
10,099 |
| 40 |
3.841 |
3.336 |
0.505 |
14.2% |
0.087 |
2.5% |
44% |
False |
False |
7,927 |
| 60 |
4.077 |
3.336 |
0.741 |
20.8% |
0.086 |
2.4% |
30% |
False |
False |
6,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.946 |
|
2.618 |
3.808 |
|
1.618 |
3.723 |
|
1.000 |
3.670 |
|
0.618 |
3.638 |
|
HIGH |
3.585 |
|
0.618 |
3.553 |
|
0.500 |
3.543 |
|
0.382 |
3.532 |
|
LOW |
3.500 |
|
0.618 |
3.447 |
|
1.000 |
3.415 |
|
1.618 |
3.362 |
|
2.618 |
3.277 |
|
4.250 |
3.139 |
|
|
| Fisher Pivots for day following 04-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.553 |
3.555 |
| PP |
3.548 |
3.551 |
| S1 |
3.543 |
3.548 |
|