NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.383 |
3.445 |
0.062 |
1.8% |
3.277 |
| High |
3.464 |
3.457 |
-0.007 |
-0.2% |
3.352 |
| Low |
3.328 |
3.364 |
0.036 |
1.1% |
3.087 |
| Close |
3.455 |
3.435 |
-0.020 |
-0.6% |
3.327 |
| Range |
0.136 |
0.093 |
-0.043 |
-31.6% |
0.265 |
| ATR |
0.122 |
0.120 |
-0.002 |
-1.7% |
0.000 |
| Volume |
174,189 |
148,730 |
-25,459 |
-14.6% |
623,248 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.698 |
3.659 |
3.486 |
|
| R3 |
3.605 |
3.566 |
3.461 |
|
| R2 |
3.512 |
3.512 |
3.452 |
|
| R1 |
3.473 |
3.473 |
3.444 |
3.446 |
| PP |
3.419 |
3.419 |
3.419 |
3.405 |
| S1 |
3.380 |
3.380 |
3.426 |
3.353 |
| S2 |
3.326 |
3.326 |
3.418 |
|
| S3 |
3.233 |
3.287 |
3.409 |
|
| S4 |
3.140 |
3.194 |
3.384 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.050 |
3.954 |
3.473 |
|
| R3 |
3.785 |
3.689 |
3.400 |
|
| R2 |
3.520 |
3.520 |
3.376 |
|
| R1 |
3.424 |
3.424 |
3.351 |
3.472 |
| PP |
3.255 |
3.255 |
3.255 |
3.280 |
| S1 |
3.159 |
3.159 |
3.303 |
3.207 |
| S2 |
2.990 |
2.990 |
3.278 |
|
| S3 |
2.725 |
2.894 |
3.254 |
|
| S4 |
2.460 |
2.629 |
3.181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.464 |
3.108 |
0.356 |
10.4% |
0.114 |
3.3% |
92% |
False |
False |
152,429 |
| 10 |
3.464 |
3.087 |
0.377 |
11.0% |
0.108 |
3.1% |
92% |
False |
False |
128,041 |
| 20 |
3.532 |
3.050 |
0.482 |
14.0% |
0.122 |
3.5% |
80% |
False |
False |
100,732 |
| 40 |
4.074 |
3.050 |
1.024 |
29.8% |
0.121 |
3.5% |
38% |
False |
False |
73,459 |
| 60 |
4.090 |
3.050 |
1.040 |
30.3% |
0.120 |
3.5% |
37% |
False |
False |
55,438 |
| 80 |
4.090 |
3.050 |
1.040 |
30.3% |
0.114 |
3.3% |
37% |
False |
False |
45,784 |
| 100 |
4.090 |
3.050 |
1.040 |
30.3% |
0.110 |
3.2% |
37% |
False |
False |
38,281 |
| 120 |
4.090 |
3.050 |
1.040 |
30.3% |
0.106 |
3.1% |
37% |
False |
False |
32,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.852 |
|
2.618 |
3.700 |
|
1.618 |
3.607 |
|
1.000 |
3.550 |
|
0.618 |
3.514 |
|
HIGH |
3.457 |
|
0.618 |
3.421 |
|
0.500 |
3.411 |
|
0.382 |
3.400 |
|
LOW |
3.364 |
|
0.618 |
3.307 |
|
1.000 |
3.271 |
|
1.618 |
3.214 |
|
2.618 |
3.121 |
|
4.250 |
2.969 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.427 |
3.422 |
| PP |
3.419 |
3.409 |
| S1 |
3.411 |
3.396 |
|