NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.135 |
3.214 |
0.079 |
2.5% |
3.290 |
| High |
3.224 |
3.348 |
0.124 |
3.8% |
3.365 |
| Low |
3.132 |
3.191 |
0.059 |
1.9% |
3.105 |
| Close |
3.208 |
3.336 |
0.128 |
4.0% |
3.336 |
| Range |
0.092 |
0.157 |
0.065 |
70.7% |
0.260 |
| ATR |
0.116 |
0.119 |
0.003 |
2.6% |
0.000 |
| Volume |
85,958 |
112,838 |
26,880 |
31.3% |
349,109 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.763 |
3.706 |
3.422 |
|
| R3 |
3.606 |
3.549 |
3.379 |
|
| R2 |
3.449 |
3.449 |
3.365 |
|
| R1 |
3.392 |
3.392 |
3.350 |
3.421 |
| PP |
3.292 |
3.292 |
3.292 |
3.306 |
| S1 |
3.235 |
3.235 |
3.322 |
3.264 |
| S2 |
3.135 |
3.135 |
3.307 |
|
| S3 |
2.978 |
3.078 |
3.293 |
|
| S4 |
2.821 |
2.921 |
3.250 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.049 |
3.952 |
3.479 |
|
| R3 |
3.789 |
3.692 |
3.408 |
|
| R2 |
3.529 |
3.529 |
3.384 |
|
| R1 |
3.432 |
3.432 |
3.360 |
3.481 |
| PP |
3.269 |
3.269 |
3.269 |
3.293 |
| S1 |
3.172 |
3.172 |
3.312 |
3.221 |
| S2 |
3.009 |
3.009 |
3.288 |
|
| S3 |
2.749 |
2.912 |
3.265 |
|
| S4 |
2.489 |
2.652 |
3.193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.365 |
3.105 |
0.260 |
7.8% |
0.114 |
3.4% |
89% |
False |
False |
69,821 |
| 10 |
3.500 |
3.100 |
0.400 |
12.0% |
0.129 |
3.9% |
59% |
False |
False |
53,389 |
| 20 |
3.551 |
3.100 |
0.451 |
13.5% |
0.116 |
3.5% |
52% |
False |
False |
51,090 |
| 40 |
4.036 |
3.100 |
0.936 |
28.1% |
0.117 |
3.5% |
25% |
False |
False |
43,380 |
| 60 |
4.049 |
3.100 |
0.949 |
28.4% |
0.115 |
3.4% |
25% |
False |
False |
35,173 |
| 80 |
4.049 |
3.100 |
0.949 |
28.4% |
0.109 |
3.3% |
25% |
False |
False |
31,048 |
| 100 |
4.049 |
3.100 |
0.949 |
28.4% |
0.106 |
3.2% |
25% |
False |
False |
26,957 |
| 120 |
4.049 |
3.100 |
0.949 |
28.4% |
0.101 |
3.0% |
25% |
False |
False |
23,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.015 |
|
2.618 |
3.759 |
|
1.618 |
3.602 |
|
1.000 |
3.505 |
|
0.618 |
3.445 |
|
HIGH |
3.348 |
|
0.618 |
3.288 |
|
0.500 |
3.270 |
|
0.382 |
3.251 |
|
LOW |
3.191 |
|
0.618 |
3.094 |
|
1.000 |
3.034 |
|
1.618 |
2.937 |
|
2.618 |
2.780 |
|
4.250 |
2.524 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.314 |
3.300 |
| PP |
3.292 |
3.263 |
| S1 |
3.270 |
3.227 |
|