NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 28-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.460 |
3.413 |
-0.047 |
-1.4% |
3.571 |
| High |
3.495 |
3.414 |
-0.081 |
-2.3% |
3.646 |
| Low |
3.423 |
3.291 |
-0.132 |
-3.9% |
3.423 |
| Close |
3.463 |
3.305 |
-0.158 |
-4.6% |
3.463 |
| Range |
0.072 |
0.123 |
0.051 |
70.8% |
0.223 |
| ATR |
0.114 |
0.118 |
0.004 |
3.6% |
0.000 |
| Volume |
84,536 |
150,435 |
65,899 |
78.0% |
412,383 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.706 |
3.628 |
3.373 |
|
| R3 |
3.583 |
3.505 |
3.339 |
|
| R2 |
3.460 |
3.460 |
3.328 |
|
| R1 |
3.382 |
3.382 |
3.316 |
3.360 |
| PP |
3.337 |
3.337 |
3.337 |
3.325 |
| S1 |
3.259 |
3.259 |
3.294 |
3.237 |
| S2 |
3.214 |
3.214 |
3.282 |
|
| S3 |
3.091 |
3.136 |
3.271 |
|
| S4 |
2.968 |
3.013 |
3.237 |
|
|
| 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 |
3.291 |
0.355 |
10.7% |
0.113 |
3.4% |
4% |
False |
True |
112,563 |
| 10 |
3.646 |
3.291 |
0.355 |
10.7% |
0.110 |
3.3% |
4% |
False |
True |
101,949 |
| 20 |
3.646 |
3.100 |
0.546 |
16.5% |
0.119 |
3.6% |
38% |
False |
False |
77,669 |
| 40 |
3.803 |
3.100 |
0.703 |
21.3% |
0.116 |
3.5% |
29% |
False |
False |
63,324 |
| 60 |
4.036 |
3.100 |
0.936 |
28.3% |
0.114 |
3.4% |
22% |
False |
False |
49,222 |
| 80 |
4.049 |
3.100 |
0.949 |
28.7% |
0.112 |
3.4% |
22% |
False |
False |
41,934 |
| 100 |
4.049 |
3.100 |
0.949 |
28.7% |
0.108 |
3.3% |
22% |
False |
False |
36,522 |
| 120 |
4.049 |
3.100 |
0.949 |
28.7% |
0.103 |
3.1% |
22% |
False |
False |
31,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.937 |
|
2.618 |
3.736 |
|
1.618 |
3.613 |
|
1.000 |
3.537 |
|
0.618 |
3.490 |
|
HIGH |
3.414 |
|
0.618 |
3.367 |
|
0.500 |
3.353 |
|
0.382 |
3.338 |
|
LOW |
3.291 |
|
0.618 |
3.215 |
|
1.000 |
3.168 |
|
1.618 |
3.092 |
|
2.618 |
2.969 |
|
4.250 |
2.768 |
|
|
| Fisher Pivots for day following 28-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.353 |
3.440 |
| PP |
3.337 |
3.395 |
| S1 |
3.321 |
3.350 |
|