NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.440 |
3.439 |
-0.001 |
0.0% |
3.290 |
| High |
3.452 |
3.528 |
0.076 |
2.2% |
3.365 |
| Low |
3.361 |
3.383 |
0.022 |
0.7% |
3.105 |
| Close |
3.437 |
3.495 |
0.058 |
1.7% |
3.336 |
| Range |
0.091 |
0.145 |
0.054 |
59.3% |
0.260 |
| ATR |
0.115 |
0.117 |
0.002 |
1.9% |
0.000 |
| Volume |
88,293 |
101,760 |
13,467 |
15.3% |
349,109 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.904 |
3.844 |
3.575 |
|
| R3 |
3.759 |
3.699 |
3.535 |
|
| R2 |
3.614 |
3.614 |
3.522 |
|
| R1 |
3.554 |
3.554 |
3.508 |
3.584 |
| PP |
3.469 |
3.469 |
3.469 |
3.484 |
| S1 |
3.409 |
3.409 |
3.482 |
3.439 |
| S2 |
3.324 |
3.324 |
3.468 |
|
| S3 |
3.179 |
3.264 |
3.455 |
|
| S4 |
3.034 |
3.119 |
3.415 |
|
|
| 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 |
3.528 |
3.191 |
0.337 |
9.6% |
0.118 |
3.4% |
90% |
True |
False |
100,646 |
| 10 |
3.528 |
3.105 |
0.423 |
12.1% |
0.111 |
3.2% |
92% |
True |
False |
79,204 |
| 20 |
3.551 |
3.100 |
0.451 |
12.9% |
0.118 |
3.4% |
88% |
False |
False |
56,572 |
| 40 |
4.036 |
3.100 |
0.936 |
26.8% |
0.117 |
3.3% |
42% |
False |
False |
50,659 |
| 60 |
4.036 |
3.100 |
0.936 |
26.8% |
0.114 |
3.3% |
42% |
False |
False |
40,463 |
| 80 |
4.049 |
3.100 |
0.949 |
27.2% |
0.111 |
3.2% |
42% |
False |
False |
35,375 |
| 100 |
4.049 |
3.100 |
0.949 |
27.2% |
0.106 |
3.0% |
42% |
False |
False |
30,605 |
| 120 |
4.049 |
3.100 |
0.949 |
27.2% |
0.103 |
2.9% |
42% |
False |
False |
26,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.144 |
|
2.618 |
3.908 |
|
1.618 |
3.763 |
|
1.000 |
3.673 |
|
0.618 |
3.618 |
|
HIGH |
3.528 |
|
0.618 |
3.473 |
|
0.500 |
3.456 |
|
0.382 |
3.438 |
|
LOW |
3.383 |
|
0.618 |
3.293 |
|
1.000 |
3.238 |
|
1.618 |
3.148 |
|
2.618 |
3.003 |
|
4.250 |
2.767 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.482 |
3.473 |
| PP |
3.469 |
3.451 |
| S1 |
3.456 |
3.430 |
|