NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 23-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.571 |
3.570 |
-0.001 |
0.0% |
3.365 |
| High |
3.646 |
3.594 |
-0.052 |
-1.4% |
3.576 |
| Low |
3.502 |
3.511 |
0.009 |
0.3% |
3.331 |
| Close |
3.558 |
3.553 |
-0.005 |
-0.1% |
3.565 |
| Range |
0.144 |
0.083 |
-0.061 |
-42.4% |
0.245 |
| ATR |
0.118 |
0.116 |
-0.003 |
-2.1% |
0.000 |
| Volume |
120,048 |
79,638 |
-40,410 |
-33.7% |
456,680 |
|
| Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.802 |
3.760 |
3.599 |
|
| R3 |
3.719 |
3.677 |
3.576 |
|
| R2 |
3.636 |
3.636 |
3.568 |
|
| R1 |
3.594 |
3.594 |
3.561 |
3.574 |
| PP |
3.553 |
3.553 |
3.553 |
3.542 |
| S1 |
3.511 |
3.511 |
3.545 |
3.491 |
| S2 |
3.470 |
3.470 |
3.538 |
|
| S3 |
3.387 |
3.428 |
3.530 |
|
| S4 |
3.304 |
3.345 |
3.507 |
|
|
| 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 |
3.646 |
3.361 |
0.285 |
8.0% |
0.113 |
3.2% |
67% |
False |
False |
91,205 |
| 10 |
3.646 |
3.105 |
0.541 |
15.2% |
0.115 |
3.2% |
83% |
False |
False |
92,944 |
| 20 |
3.646 |
3.100 |
0.546 |
15.4% |
0.117 |
3.3% |
83% |
False |
False |
63,082 |
| 40 |
3.985 |
3.100 |
0.885 |
24.9% |
0.117 |
3.3% |
51% |
False |
False |
55,706 |
| 60 |
4.036 |
3.100 |
0.936 |
26.3% |
0.114 |
3.2% |
48% |
False |
False |
44,084 |
| 80 |
4.049 |
3.100 |
0.949 |
26.7% |
0.112 |
3.1% |
48% |
False |
False |
38,232 |
| 100 |
4.049 |
3.100 |
0.949 |
26.7% |
0.107 |
3.0% |
48% |
False |
False |
33,073 |
| 120 |
4.049 |
3.100 |
0.949 |
26.7% |
0.103 |
2.9% |
48% |
False |
False |
28,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.947 |
|
2.618 |
3.811 |
|
1.618 |
3.728 |
|
1.000 |
3.677 |
|
0.618 |
3.645 |
|
HIGH |
3.594 |
|
0.618 |
3.562 |
|
0.500 |
3.553 |
|
0.382 |
3.543 |
|
LOW |
3.511 |
|
0.618 |
3.460 |
|
1.000 |
3.428 |
|
1.618 |
3.377 |
|
2.618 |
3.294 |
|
4.250 |
3.158 |
|
|
| Fisher Pivots for day following 23-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.553 |
3.560 |
| PP |
3.553 |
3.557 |
| S1 |
3.553 |
3.555 |
|