NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 18-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.439 |
3.481 |
0.042 |
1.2% |
3.365 |
| High |
3.528 |
3.576 |
0.048 |
1.4% |
3.576 |
| Low |
3.383 |
3.473 |
0.090 |
2.7% |
3.331 |
| Close |
3.495 |
3.565 |
0.070 |
2.0% |
3.565 |
| Range |
0.145 |
0.103 |
-0.042 |
-29.0% |
0.245 |
| ATR |
0.117 |
0.116 |
-0.001 |
-0.9% |
0.000 |
| Volume |
101,760 |
66,288 |
-35,472 |
-34.9% |
456,680 |
|
| Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.847 |
3.809 |
3.622 |
|
| R3 |
3.744 |
3.706 |
3.593 |
|
| R2 |
3.641 |
3.641 |
3.584 |
|
| R1 |
3.603 |
3.603 |
3.574 |
3.622 |
| PP |
3.538 |
3.538 |
3.538 |
3.548 |
| S1 |
3.500 |
3.500 |
3.556 |
3.519 |
| S2 |
3.435 |
3.435 |
3.546 |
|
| S3 |
3.332 |
3.397 |
3.537 |
|
| S4 |
3.229 |
3.294 |
3.508 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.226 |
4.140 |
3.700 |
|
| R3 |
3.981 |
3.895 |
3.632 |
|
| R2 |
3.736 |
3.736 |
3.610 |
|
| R1 |
3.650 |
3.650 |
3.587 |
3.693 |
| PP |
3.491 |
3.491 |
3.491 |
3.512 |
| S1 |
3.405 |
3.405 |
3.543 |
3.448 |
| S2 |
3.246 |
3.246 |
3.520 |
|
| S3 |
3.001 |
3.160 |
3.498 |
|
| S4 |
2.756 |
2.915 |
3.430 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.576 |
3.331 |
0.245 |
6.9% |
0.107 |
3.0% |
96% |
True |
False |
91,336 |
| 10 |
3.576 |
3.105 |
0.471 |
13.2% |
0.111 |
3.1% |
98% |
True |
False |
80,578 |
| 20 |
3.576 |
3.100 |
0.476 |
13.4% |
0.116 |
3.3% |
98% |
True |
False |
57,805 |
| 40 |
4.036 |
3.100 |
0.936 |
26.3% |
0.117 |
3.3% |
50% |
False |
False |
51,790 |
| 60 |
4.036 |
3.100 |
0.936 |
26.3% |
0.114 |
3.2% |
50% |
False |
False |
41,267 |
| 80 |
4.049 |
3.100 |
0.949 |
26.6% |
0.111 |
3.1% |
49% |
False |
False |
36,070 |
| 100 |
4.049 |
3.100 |
0.949 |
26.6% |
0.106 |
3.0% |
49% |
False |
False |
31,209 |
| 120 |
4.049 |
3.100 |
0.949 |
26.6% |
0.103 |
2.9% |
49% |
False |
False |
27,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.014 |
|
2.618 |
3.846 |
|
1.618 |
3.743 |
|
1.000 |
3.679 |
|
0.618 |
3.640 |
|
HIGH |
3.576 |
|
0.618 |
3.537 |
|
0.500 |
3.525 |
|
0.382 |
3.512 |
|
LOW |
3.473 |
|
0.618 |
3.409 |
|
1.000 |
3.370 |
|
1.618 |
3.306 |
|
2.618 |
3.203 |
|
4.250 |
3.035 |
|
|
| Fisher Pivots for day following 18-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.552 |
3.533 |
| PP |
3.538 |
3.501 |
| S1 |
3.525 |
3.469 |
|