NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 24-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.570 |
3.569 |
-0.001 |
0.0% |
3.365 |
| High |
3.594 |
3.588 |
-0.006 |
-0.2% |
3.576 |
| Low |
3.511 |
3.447 |
-0.064 |
-1.8% |
3.331 |
| Close |
3.553 |
3.454 |
-0.099 |
-2.8% |
3.565 |
| Range |
0.083 |
0.141 |
0.058 |
69.9% |
0.245 |
| ATR |
0.116 |
0.117 |
0.002 |
1.6% |
0.000 |
| Volume |
79,638 |
128,161 |
48,523 |
60.9% |
456,680 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.919 |
3.828 |
3.532 |
|
| R3 |
3.778 |
3.687 |
3.493 |
|
| R2 |
3.637 |
3.637 |
3.480 |
|
| R1 |
3.546 |
3.546 |
3.467 |
3.521 |
| PP |
3.496 |
3.496 |
3.496 |
3.484 |
| S1 |
3.405 |
3.405 |
3.441 |
3.380 |
| S2 |
3.355 |
3.355 |
3.428 |
|
| S3 |
3.214 |
3.264 |
3.415 |
|
| S4 |
3.073 |
3.123 |
3.376 |
|
|
| 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 |
3.383 |
0.263 |
7.6% |
0.123 |
3.6% |
27% |
False |
False |
99,179 |
| 10 |
3.646 |
3.132 |
0.514 |
14.9% |
0.115 |
3.3% |
63% |
False |
False |
98,332 |
| 20 |
3.646 |
3.100 |
0.546 |
15.8% |
0.118 |
3.4% |
65% |
False |
False |
67,642 |
| 40 |
3.903 |
3.100 |
0.803 |
23.2% |
0.117 |
3.4% |
44% |
False |
False |
58,566 |
| 60 |
4.036 |
3.100 |
0.936 |
27.1% |
0.115 |
3.3% |
38% |
False |
False |
45,865 |
| 80 |
4.049 |
3.100 |
0.949 |
27.5% |
0.113 |
3.3% |
37% |
False |
False |
39,572 |
| 100 |
4.049 |
3.100 |
0.949 |
27.5% |
0.108 |
3.1% |
37% |
False |
False |
34,285 |
| 120 |
4.049 |
3.100 |
0.949 |
27.5% |
0.103 |
3.0% |
37% |
False |
False |
29,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.187 |
|
2.618 |
3.957 |
|
1.618 |
3.816 |
|
1.000 |
3.729 |
|
0.618 |
3.675 |
|
HIGH |
3.588 |
|
0.618 |
3.534 |
|
0.500 |
3.518 |
|
0.382 |
3.501 |
|
LOW |
3.447 |
|
0.618 |
3.360 |
|
1.000 |
3.306 |
|
1.618 |
3.219 |
|
2.618 |
3.078 |
|
4.250 |
2.848 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.518 |
3.547 |
| PP |
3.496 |
3.516 |
| S1 |
3.475 |
3.485 |
|