NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 14-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.252 |
3.401 |
0.149 |
4.6% |
3.342 |
| High |
3.382 |
3.445 |
0.063 |
1.9% |
3.396 |
| Low |
3.244 |
3.377 |
0.133 |
4.1% |
3.155 |
| Close |
3.371 |
3.412 |
0.041 |
1.2% |
3.371 |
| Range |
0.138 |
0.068 |
-0.070 |
-50.7% |
0.241 |
| ATR |
0.111 |
0.108 |
-0.003 |
-2.4% |
0.000 |
| Volume |
51,009 |
56,008 |
4,999 |
9.8% |
213,857 |
|
| Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.615 |
3.582 |
3.449 |
|
| R3 |
3.547 |
3.514 |
3.431 |
|
| R2 |
3.479 |
3.479 |
3.424 |
|
| R1 |
3.446 |
3.446 |
3.418 |
3.463 |
| PP |
3.411 |
3.411 |
3.411 |
3.420 |
| S1 |
3.378 |
3.378 |
3.406 |
3.395 |
| S2 |
3.343 |
3.343 |
3.400 |
|
| S3 |
3.275 |
3.310 |
3.393 |
|
| S4 |
3.207 |
3.242 |
3.375 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.030 |
3.942 |
3.504 |
|
| R3 |
3.789 |
3.701 |
3.437 |
|
| R2 |
3.548 |
3.548 |
3.415 |
|
| R1 |
3.460 |
3.460 |
3.393 |
3.504 |
| PP |
3.307 |
3.307 |
3.307 |
3.330 |
| S1 |
3.219 |
3.219 |
3.349 |
3.263 |
| S2 |
3.066 |
3.066 |
3.327 |
|
| S3 |
2.825 |
2.978 |
3.305 |
|
| S4 |
2.584 |
2.737 |
3.238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.445 |
3.155 |
0.290 |
8.5% |
0.097 |
2.8% |
89% |
True |
False |
46,056 |
| 10 |
3.525 |
3.150 |
0.375 |
11.0% |
0.115 |
3.4% |
70% |
False |
False |
39,572 |
| 20 |
3.577 |
3.150 |
0.427 |
12.5% |
0.107 |
3.1% |
61% |
False |
False |
34,180 |
| 40 |
3.997 |
3.150 |
0.847 |
24.8% |
0.108 |
3.2% |
31% |
False |
False |
33,078 |
| 60 |
3.997 |
3.150 |
0.847 |
24.8% |
0.106 |
3.1% |
31% |
False |
False |
29,548 |
| 80 |
3.997 |
3.150 |
0.847 |
24.8% |
0.101 |
2.9% |
31% |
False |
False |
28,472 |
| 100 |
3.997 |
3.150 |
0.847 |
24.8% |
0.098 |
2.9% |
31% |
False |
False |
25,411 |
| 120 |
3.997 |
3.150 |
0.847 |
24.8% |
0.097 |
2.8% |
31% |
False |
False |
22,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.734 |
|
2.618 |
3.623 |
|
1.618 |
3.555 |
|
1.000 |
3.513 |
|
0.618 |
3.487 |
|
HIGH |
3.445 |
|
0.618 |
3.419 |
|
0.500 |
3.411 |
|
0.382 |
3.403 |
|
LOW |
3.377 |
|
0.618 |
3.335 |
|
1.000 |
3.309 |
|
1.618 |
3.267 |
|
2.618 |
3.199 |
|
4.250 |
3.088 |
|
|
| Fisher Pivots for day following 14-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.412 |
3.380 |
| PP |
3.411 |
3.349 |
| S1 |
3.411 |
3.317 |
|