NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 14-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.214 |
3.365 |
0.151 |
4.7% |
3.290 |
| High |
3.348 |
3.416 |
0.068 |
2.0% |
3.365 |
| Low |
3.191 |
3.346 |
0.155 |
4.9% |
3.105 |
| Close |
3.336 |
3.378 |
0.042 |
1.3% |
3.336 |
| Range |
0.157 |
0.070 |
-0.087 |
-55.4% |
0.260 |
| ATR |
0.119 |
0.116 |
-0.003 |
-2.3% |
0.000 |
| Volume |
112,838 |
92,562 |
-20,276 |
-18.0% |
349,109 |
|
| Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.590 |
3.554 |
3.417 |
|
| R3 |
3.520 |
3.484 |
3.397 |
|
| R2 |
3.450 |
3.450 |
3.391 |
|
| R1 |
3.414 |
3.414 |
3.384 |
3.432 |
| PP |
3.380 |
3.380 |
3.380 |
3.389 |
| S1 |
3.344 |
3.344 |
3.372 |
3.362 |
| S2 |
3.310 |
3.310 |
3.365 |
|
| S3 |
3.240 |
3.274 |
3.359 |
|
| S4 |
3.170 |
3.204 |
3.340 |
|
|
| 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 |
3.416 |
3.105 |
0.311 |
9.2% |
0.106 |
3.1% |
88% |
True |
False |
79,478 |
| 10 |
3.497 |
3.100 |
0.397 |
11.8% |
0.123 |
3.6% |
70% |
False |
False |
59,831 |
| 20 |
3.551 |
3.100 |
0.451 |
13.4% |
0.114 |
3.4% |
62% |
False |
False |
51,230 |
| 40 |
4.036 |
3.100 |
0.936 |
27.7% |
0.116 |
3.4% |
30% |
False |
False |
44,986 |
| 60 |
4.049 |
3.100 |
0.949 |
28.1% |
0.115 |
3.4% |
29% |
False |
False |
36,511 |
| 80 |
4.049 |
3.100 |
0.949 |
28.1% |
0.109 |
3.2% |
29% |
False |
False |
32,069 |
| 100 |
4.049 |
3.100 |
0.949 |
28.1% |
0.105 |
3.1% |
29% |
False |
False |
27,845 |
| 120 |
4.049 |
3.100 |
0.949 |
28.1% |
0.101 |
3.0% |
29% |
False |
False |
24,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.714 |
|
2.618 |
3.599 |
|
1.618 |
3.529 |
|
1.000 |
3.486 |
|
0.618 |
3.459 |
|
HIGH |
3.416 |
|
0.618 |
3.389 |
|
0.500 |
3.381 |
|
0.382 |
3.373 |
|
LOW |
3.346 |
|
0.618 |
3.303 |
|
1.000 |
3.276 |
|
1.618 |
3.233 |
|
2.618 |
3.163 |
|
4.250 |
3.049 |
|
|
| Fisher Pivots for day following 14-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.381 |
3.343 |
| PP |
3.380 |
3.309 |
| S1 |
3.379 |
3.274 |
|