NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 23-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.572 |
3.573 |
0.001 |
0.0% |
3.379 |
| High |
3.645 |
3.596 |
-0.049 |
-1.3% |
3.579 |
| Low |
3.505 |
3.512 |
0.007 |
0.2% |
3.328 |
| Close |
3.558 |
3.554 |
-0.004 |
-0.1% |
3.566 |
| Range |
0.140 |
0.084 |
-0.056 |
-40.0% |
0.251 |
| ATR |
0.123 |
0.120 |
-0.003 |
-2.2% |
0.000 |
| Volume |
165,804 |
101,485 |
-64,319 |
-38.8% |
752,461 |
|
| Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.806 |
3.764 |
3.600 |
|
| R3 |
3.722 |
3.680 |
3.577 |
|
| R2 |
3.638 |
3.638 |
3.569 |
|
| R1 |
3.596 |
3.596 |
3.562 |
3.575 |
| PP |
3.554 |
3.554 |
3.554 |
3.544 |
| S1 |
3.512 |
3.512 |
3.546 |
3.491 |
| S2 |
3.470 |
3.470 |
3.539 |
|
| S3 |
3.386 |
3.428 |
3.531 |
|
| S4 |
3.302 |
3.344 |
3.508 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.244 |
4.156 |
3.704 |
|
| R3 |
3.993 |
3.905 |
3.635 |
|
| R2 |
3.742 |
3.742 |
3.612 |
|
| R1 |
3.654 |
3.654 |
3.589 |
3.698 |
| PP |
3.491 |
3.491 |
3.491 |
3.513 |
| S1 |
3.403 |
3.403 |
3.543 |
3.447 |
| S2 |
3.240 |
3.240 |
3.520 |
|
| S3 |
2.989 |
3.152 |
3.497 |
|
| S4 |
2.738 |
2.901 |
3.428 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.645 |
3.364 |
0.281 |
7.9% |
0.114 |
3.2% |
68% |
False |
False |
142,183 |
| 10 |
3.645 |
3.087 |
0.558 |
15.7% |
0.119 |
3.3% |
84% |
False |
False |
145,814 |
| 20 |
3.645 |
3.050 |
0.595 |
16.7% |
0.123 |
3.4% |
85% |
False |
False |
113,605 |
| 40 |
4.013 |
3.050 |
0.963 |
27.1% |
0.122 |
3.4% |
52% |
False |
False |
85,205 |
| 60 |
4.074 |
3.050 |
1.024 |
28.8% |
0.119 |
3.4% |
49% |
False |
False |
63,748 |
| 80 |
4.090 |
3.050 |
1.040 |
29.3% |
0.116 |
3.3% |
48% |
False |
False |
52,283 |
| 100 |
4.090 |
3.050 |
1.040 |
29.3% |
0.111 |
3.1% |
48% |
False |
False |
43,664 |
| 120 |
4.090 |
3.050 |
1.040 |
29.3% |
0.107 |
3.0% |
48% |
False |
False |
37,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.953 |
|
2.618 |
3.816 |
|
1.618 |
3.732 |
|
1.000 |
3.680 |
|
0.618 |
3.648 |
|
HIGH |
3.596 |
|
0.618 |
3.564 |
|
0.500 |
3.554 |
|
0.382 |
3.544 |
|
LOW |
3.512 |
|
0.618 |
3.460 |
|
1.000 |
3.428 |
|
1.618 |
3.376 |
|
2.618 |
3.292 |
|
4.250 |
3.155 |
|
|
| Fisher Pivots for day following 23-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.554 |
3.559 |
| PP |
3.554 |
3.557 |
| S1 |
3.554 |
3.556 |
|