NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 29-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.413 |
3.297 |
-0.116 |
-3.4% |
3.571 |
| High |
3.414 |
3.300 |
-0.114 |
-3.3% |
3.646 |
| Low |
3.291 |
3.232 |
-0.059 |
-1.8% |
3.423 |
| Close |
3.305 |
3.258 |
-0.047 |
-1.4% |
3.463 |
| Range |
0.123 |
0.068 |
-0.055 |
-44.7% |
0.223 |
| ATR |
0.118 |
0.115 |
-0.003 |
-2.7% |
0.000 |
| Volume |
150,435 |
116,115 |
-34,320 |
-22.8% |
412,383 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.467 |
3.431 |
3.295 |
|
| R3 |
3.399 |
3.363 |
3.277 |
|
| R2 |
3.331 |
3.331 |
3.270 |
|
| R1 |
3.295 |
3.295 |
3.264 |
3.279 |
| PP |
3.263 |
3.263 |
3.263 |
3.256 |
| S1 |
3.227 |
3.227 |
3.252 |
3.211 |
| S2 |
3.195 |
3.195 |
3.246 |
|
| S3 |
3.127 |
3.159 |
3.239 |
|
| S4 |
3.059 |
3.091 |
3.221 |
|
|
| 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 |
3.594 |
3.232 |
0.362 |
11.1% |
0.097 |
3.0% |
7% |
False |
True |
111,777 |
| 10 |
3.646 |
3.232 |
0.414 |
12.7% |
0.110 |
3.4% |
6% |
False |
True |
104,305 |
| 20 |
3.646 |
3.100 |
0.546 |
16.8% |
0.117 |
3.6% |
29% |
False |
False |
82,068 |
| 40 |
3.750 |
3.100 |
0.650 |
20.0% |
0.114 |
3.5% |
24% |
False |
False |
65,467 |
| 60 |
4.036 |
3.100 |
0.936 |
28.7% |
0.114 |
3.5% |
17% |
False |
False |
50,916 |
| 80 |
4.049 |
3.100 |
0.949 |
29.1% |
0.111 |
3.4% |
17% |
False |
False |
43,083 |
| 100 |
4.049 |
3.100 |
0.949 |
29.1% |
0.108 |
3.3% |
17% |
False |
False |
37,605 |
| 120 |
4.049 |
3.100 |
0.949 |
29.1% |
0.103 |
3.2% |
17% |
False |
False |
32,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.589 |
|
2.618 |
3.478 |
|
1.618 |
3.410 |
|
1.000 |
3.368 |
|
0.618 |
3.342 |
|
HIGH |
3.300 |
|
0.618 |
3.274 |
|
0.500 |
3.266 |
|
0.382 |
3.258 |
|
LOW |
3.232 |
|
0.618 |
3.190 |
|
1.000 |
3.164 |
|
1.618 |
3.122 |
|
2.618 |
3.054 |
|
4.250 |
2.943 |
|
|
| Fisher Pivots for day following 29-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.266 |
3.364 |
| PP |
3.263 |
3.328 |
| S1 |
3.261 |
3.293 |
|