NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.569 |
3.658 |
0.089 |
2.5% |
3.626 |
| High |
3.654 |
3.676 |
0.022 |
0.6% |
3.636 |
| Low |
3.558 |
3.637 |
0.079 |
2.2% |
3.467 |
| Close |
3.635 |
3.640 |
0.005 |
0.1% |
3.536 |
| Range |
0.096 |
0.039 |
-0.057 |
-59.4% |
0.169 |
| ATR |
0.095 |
0.091 |
-0.004 |
-4.0% |
0.000 |
| Volume |
5,984 |
10,620 |
4,636 |
77.5% |
54,413 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.768 |
3.743 |
3.661 |
|
| R3 |
3.729 |
3.704 |
3.651 |
|
| R2 |
3.690 |
3.690 |
3.647 |
|
| R1 |
3.665 |
3.665 |
3.644 |
3.658 |
| PP |
3.651 |
3.651 |
3.651 |
3.648 |
| S1 |
3.626 |
3.626 |
3.636 |
3.619 |
| S2 |
3.612 |
3.612 |
3.633 |
|
| S3 |
3.573 |
3.587 |
3.629 |
|
| S4 |
3.534 |
3.548 |
3.619 |
|
|
| 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 |
3.676 |
3.479 |
0.197 |
5.4% |
0.091 |
2.5% |
82% |
True |
False |
10,557 |
| 10 |
3.768 |
3.467 |
0.301 |
8.3% |
0.088 |
2.4% |
57% |
False |
False |
10,318 |
| 20 |
3.810 |
3.336 |
0.474 |
13.0% |
0.088 |
2.4% |
64% |
False |
False |
10,534 |
| 40 |
3.810 |
3.336 |
0.474 |
13.0% |
0.085 |
2.3% |
64% |
False |
False |
8,032 |
| 60 |
4.077 |
3.336 |
0.741 |
20.4% |
0.086 |
2.4% |
41% |
False |
False |
6,414 |
| 80 |
4.077 |
3.336 |
0.741 |
20.4% |
0.084 |
2.3% |
41% |
False |
False |
5,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.842 |
|
2.618 |
3.778 |
|
1.618 |
3.739 |
|
1.000 |
3.715 |
|
0.618 |
3.700 |
|
HIGH |
3.676 |
|
0.618 |
3.661 |
|
0.500 |
3.657 |
|
0.382 |
3.652 |
|
LOW |
3.637 |
|
0.618 |
3.613 |
|
1.000 |
3.598 |
|
1.618 |
3.574 |
|
2.618 |
3.535 |
|
4.250 |
3.471 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.657 |
3.623 |
| PP |
3.651 |
3.605 |
| S1 |
3.646 |
3.588 |
|