NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.374 |
3.440 |
0.066 |
2.0% |
3.290 |
| High |
3.459 |
3.452 |
-0.007 |
-0.2% |
3.365 |
| Low |
3.331 |
3.361 |
0.030 |
0.9% |
3.105 |
| Close |
3.453 |
3.437 |
-0.016 |
-0.5% |
3.336 |
| Range |
0.128 |
0.091 |
-0.037 |
-28.9% |
0.260 |
| ATR |
0.117 |
0.115 |
-0.002 |
-1.5% |
0.000 |
| Volume |
107,777 |
88,293 |
-19,484 |
-18.1% |
349,109 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.690 |
3.654 |
3.487 |
|
| R3 |
3.599 |
3.563 |
3.462 |
|
| R2 |
3.508 |
3.508 |
3.454 |
|
| R1 |
3.472 |
3.472 |
3.445 |
3.445 |
| PP |
3.417 |
3.417 |
3.417 |
3.403 |
| S1 |
3.381 |
3.381 |
3.429 |
3.354 |
| S2 |
3.326 |
3.326 |
3.420 |
|
| S3 |
3.235 |
3.290 |
3.412 |
|
| S4 |
3.144 |
3.199 |
3.387 |
|
|
| 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 |
3.459 |
3.132 |
0.327 |
9.5% |
0.108 |
3.1% |
93% |
False |
False |
97,485 |
| 10 |
3.459 |
3.105 |
0.354 |
10.3% |
0.104 |
3.0% |
94% |
False |
False |
74,766 |
| 20 |
3.551 |
3.100 |
0.451 |
13.1% |
0.116 |
3.4% |
75% |
False |
False |
53,881 |
| 40 |
4.036 |
3.100 |
0.936 |
27.2% |
0.115 |
3.4% |
36% |
False |
False |
48,554 |
| 60 |
4.049 |
3.100 |
0.949 |
27.6% |
0.115 |
3.3% |
36% |
False |
False |
39,128 |
| 80 |
4.049 |
3.100 |
0.949 |
27.6% |
0.110 |
3.2% |
36% |
False |
False |
34,265 |
| 100 |
4.049 |
3.100 |
0.949 |
27.6% |
0.106 |
3.1% |
36% |
False |
False |
29,687 |
| 120 |
4.049 |
3.100 |
0.949 |
27.6% |
0.102 |
3.0% |
36% |
False |
False |
25,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.839 |
|
2.618 |
3.690 |
|
1.618 |
3.599 |
|
1.000 |
3.543 |
|
0.618 |
3.508 |
|
HIGH |
3.452 |
|
0.618 |
3.417 |
|
0.500 |
3.407 |
|
0.382 |
3.396 |
|
LOW |
3.361 |
|
0.618 |
3.305 |
|
1.000 |
3.270 |
|
1.618 |
3.214 |
|
2.618 |
3.123 |
|
4.250 |
2.974 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.427 |
3.423 |
| PP |
3.417 |
3.409 |
| S1 |
3.407 |
3.395 |
|