NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 25-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.569 |
3.460 |
-0.109 |
-3.1% |
3.571 |
| High |
3.588 |
3.495 |
-0.093 |
-2.6% |
3.646 |
| Low |
3.447 |
3.423 |
-0.024 |
-0.7% |
3.423 |
| Close |
3.454 |
3.463 |
0.009 |
0.3% |
3.463 |
| Range |
0.141 |
0.072 |
-0.069 |
-48.9% |
0.223 |
| ATR |
0.117 |
0.114 |
-0.003 |
-2.8% |
0.000 |
| Volume |
128,161 |
84,536 |
-43,625 |
-34.0% |
412,383 |
|
| Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.676 |
3.642 |
3.503 |
|
| R3 |
3.604 |
3.570 |
3.483 |
|
| R2 |
3.532 |
3.532 |
3.476 |
|
| R1 |
3.498 |
3.498 |
3.470 |
3.515 |
| PP |
3.460 |
3.460 |
3.460 |
3.469 |
| S1 |
3.426 |
3.426 |
3.456 |
3.443 |
| S2 |
3.388 |
3.388 |
3.450 |
|
| S3 |
3.316 |
3.354 |
3.443 |
|
| S4 |
3.244 |
3.282 |
3.423 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.180 |
4.044 |
3.586 |
|
| R3 |
3.957 |
3.821 |
3.524 |
|
| R2 |
3.734 |
3.734 |
3.504 |
|
| R1 |
3.598 |
3.598 |
3.483 |
3.555 |
| PP |
3.511 |
3.511 |
3.511 |
3.489 |
| S1 |
3.375 |
3.375 |
3.443 |
3.332 |
| S2 |
3.288 |
3.288 |
3.422 |
|
| S3 |
3.065 |
3.152 |
3.402 |
|
| S4 |
2.842 |
2.929 |
3.340 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.646 |
3.423 |
0.223 |
6.4% |
0.109 |
3.1% |
18% |
False |
True |
95,734 |
| 10 |
3.646 |
3.191 |
0.455 |
13.1% |
0.113 |
3.3% |
60% |
False |
False |
98,190 |
| 20 |
3.646 |
3.100 |
0.546 |
15.8% |
0.117 |
3.4% |
66% |
False |
False |
71,017 |
| 40 |
3.880 |
3.100 |
0.780 |
22.5% |
0.117 |
3.4% |
47% |
False |
False |
60,136 |
| 60 |
4.036 |
3.100 |
0.936 |
27.0% |
0.114 |
3.3% |
39% |
False |
False |
47,049 |
| 80 |
4.049 |
3.100 |
0.949 |
27.4% |
0.112 |
3.2% |
38% |
False |
False |
40,411 |
| 100 |
4.049 |
3.100 |
0.949 |
27.4% |
0.108 |
3.1% |
38% |
False |
False |
35,074 |
| 120 |
4.049 |
3.100 |
0.949 |
27.4% |
0.103 |
3.0% |
38% |
False |
False |
30,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.801 |
|
2.618 |
3.683 |
|
1.618 |
3.611 |
|
1.000 |
3.567 |
|
0.618 |
3.539 |
|
HIGH |
3.495 |
|
0.618 |
3.467 |
|
0.500 |
3.459 |
|
0.382 |
3.451 |
|
LOW |
3.423 |
|
0.618 |
3.379 |
|
1.000 |
3.351 |
|
1.618 |
3.307 |
|
2.618 |
3.235 |
|
4.250 |
3.117 |
|
|
| Fisher Pivots for day following 25-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.462 |
3.509 |
| PP |
3.460 |
3.493 |
| S1 |
3.459 |
3.478 |
|