NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 29-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.392 |
3.273 |
-0.119 |
-3.5% |
3.572 |
| High |
3.396 |
3.275 |
-0.121 |
-3.6% |
3.645 |
| Low |
3.267 |
3.207 |
-0.060 |
-1.8% |
3.411 |
| Close |
3.289 |
3.226 |
-0.063 |
-1.9% |
3.444 |
| Range |
0.129 |
0.068 |
-0.061 |
-47.3% |
0.234 |
| ATR |
0.122 |
0.120 |
-0.003 |
-2.4% |
0.000 |
| Volume |
72,417 |
10,484 |
-61,933 |
-85.5% |
502,969 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.440 |
3.401 |
3.263 |
|
| R3 |
3.372 |
3.333 |
3.245 |
|
| R2 |
3.304 |
3.304 |
3.238 |
|
| R1 |
3.265 |
3.265 |
3.232 |
3.251 |
| PP |
3.236 |
3.236 |
3.236 |
3.229 |
| S1 |
3.197 |
3.197 |
3.220 |
3.183 |
| S2 |
3.168 |
3.168 |
3.214 |
|
| S3 |
3.100 |
3.129 |
3.207 |
|
| S4 |
3.032 |
3.061 |
3.189 |
|
|
| 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 |
3.596 |
3.207 |
0.389 |
12.1% |
0.100 |
3.1% |
5% |
False |
True |
84,013 |
| 10 |
3.645 |
3.207 |
0.438 |
13.6% |
0.113 |
3.5% |
4% |
False |
True |
120,368 |
| 20 |
3.645 |
3.050 |
0.595 |
18.4% |
0.121 |
3.8% |
30% |
False |
False |
118,053 |
| 40 |
3.765 |
3.050 |
0.715 |
22.2% |
0.118 |
3.7% |
25% |
False |
False |
90,155 |
| 60 |
4.074 |
3.050 |
1.024 |
31.7% |
0.118 |
3.7% |
17% |
False |
False |
67,758 |
| 80 |
4.090 |
3.050 |
1.040 |
32.2% |
0.116 |
3.6% |
17% |
False |
False |
55,194 |
| 100 |
4.090 |
3.050 |
1.040 |
32.2% |
0.112 |
3.5% |
17% |
False |
False |
46,663 |
| 120 |
4.090 |
3.050 |
1.040 |
32.2% |
0.107 |
3.3% |
17% |
False |
False |
39,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.564 |
|
2.618 |
3.453 |
|
1.618 |
3.385 |
|
1.000 |
3.343 |
|
0.618 |
3.317 |
|
HIGH |
3.275 |
|
0.618 |
3.249 |
|
0.500 |
3.241 |
|
0.382 |
3.233 |
|
LOW |
3.207 |
|
0.618 |
3.165 |
|
1.000 |
3.139 |
|
1.618 |
3.097 |
|
2.618 |
3.029 |
|
4.250 |
2.918 |
|
|
| Fisher Pivots for day following 29-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.241 |
3.344 |
| PP |
3.236 |
3.304 |
| S1 |
3.231 |
3.265 |
|