NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 28-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.452 |
3.392 |
-0.060 |
-1.7% |
3.572 |
| High |
3.480 |
3.396 |
-0.084 |
-2.4% |
3.645 |
| Low |
3.411 |
3.267 |
-0.144 |
-4.2% |
3.411 |
| Close |
3.444 |
3.289 |
-0.155 |
-4.5% |
3.444 |
| Range |
0.069 |
0.129 |
0.060 |
87.0% |
0.234 |
| ATR |
0.118 |
0.122 |
0.004 |
3.6% |
0.000 |
| Volume |
69,906 |
72,417 |
2,511 |
3.6% |
502,969 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.704 |
3.626 |
3.360 |
|
| R3 |
3.575 |
3.497 |
3.324 |
|
| R2 |
3.446 |
3.446 |
3.313 |
|
| R1 |
3.368 |
3.368 |
3.301 |
3.343 |
| PP |
3.317 |
3.317 |
3.317 |
3.305 |
| S1 |
3.239 |
3.239 |
3.277 |
3.214 |
| S2 |
3.188 |
3.188 |
3.265 |
|
| S3 |
3.059 |
3.110 |
3.254 |
|
| S4 |
2.930 |
2.981 |
3.218 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.202 |
4.057 |
3.573 |
|
| R3 |
3.968 |
3.823 |
3.508 |
|
| R2 |
3.734 |
3.734 |
3.487 |
|
| R1 |
3.589 |
3.589 |
3.465 |
3.545 |
| PP |
3.500 |
3.500 |
3.500 |
3.478 |
| S1 |
3.355 |
3.355 |
3.423 |
3.311 |
| S2 |
3.266 |
3.266 |
3.401 |
|
| S3 |
3.032 |
3.121 |
3.380 |
|
| S4 |
2.798 |
2.887 |
3.315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.645 |
3.267 |
0.378 |
11.5% |
0.115 |
3.5% |
6% |
False |
True |
115,077 |
| 10 |
3.645 |
3.267 |
0.378 |
11.5% |
0.113 |
3.4% |
6% |
False |
True |
132,784 |
| 20 |
3.645 |
3.050 |
0.595 |
18.1% |
0.124 |
3.8% |
40% |
False |
False |
120,491 |
| 40 |
3.830 |
3.050 |
0.780 |
23.7% |
0.121 |
3.7% |
31% |
False |
False |
91,289 |
| 60 |
4.074 |
3.050 |
1.024 |
31.1% |
0.119 |
3.6% |
23% |
False |
False |
67,821 |
| 80 |
4.090 |
3.050 |
1.040 |
31.6% |
0.117 |
3.6% |
23% |
False |
False |
55,315 |
| 100 |
4.090 |
3.050 |
1.040 |
31.6% |
0.112 |
3.4% |
23% |
False |
False |
46,602 |
| 120 |
4.090 |
3.050 |
1.040 |
31.6% |
0.107 |
3.3% |
23% |
False |
False |
39,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.944 |
|
2.618 |
3.734 |
|
1.618 |
3.605 |
|
1.000 |
3.525 |
|
0.618 |
3.476 |
|
HIGH |
3.396 |
|
0.618 |
3.347 |
|
0.500 |
3.332 |
|
0.382 |
3.316 |
|
LOW |
3.267 |
|
0.618 |
3.187 |
|
1.000 |
3.138 |
|
1.618 |
3.058 |
|
2.618 |
2.929 |
|
4.250 |
2.719 |
|
|
| Fisher Pivots for day following 28-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.332 |
3.430 |
| PP |
3.317 |
3.383 |
| S1 |
3.303 |
3.336 |
|