NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 15-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.401 |
3.409 |
0.008 |
0.2% |
3.342 |
| High |
3.445 |
3.484 |
0.039 |
1.1% |
3.396 |
| Low |
3.377 |
3.368 |
-0.009 |
-0.3% |
3.155 |
| Close |
3.412 |
3.478 |
0.066 |
1.9% |
3.371 |
| Range |
0.068 |
0.116 |
0.048 |
70.6% |
0.241 |
| ATR |
0.108 |
0.109 |
0.001 |
0.5% |
0.000 |
| Volume |
56,008 |
49,310 |
-6,698 |
-12.0% |
213,857 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.791 |
3.751 |
3.542 |
|
| R3 |
3.675 |
3.635 |
3.510 |
|
| R2 |
3.559 |
3.559 |
3.499 |
|
| R1 |
3.519 |
3.519 |
3.489 |
3.539 |
| PP |
3.443 |
3.443 |
3.443 |
3.454 |
| S1 |
3.403 |
3.403 |
3.467 |
3.423 |
| S2 |
3.327 |
3.327 |
3.457 |
|
| S3 |
3.211 |
3.287 |
3.446 |
|
| S4 |
3.095 |
3.171 |
3.414 |
|
|
| 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 |
3.484 |
3.155 |
0.329 |
9.5% |
0.105 |
3.0% |
98% |
True |
False |
50,066 |
| 10 |
3.484 |
3.150 |
0.334 |
9.6% |
0.113 |
3.3% |
98% |
True |
False |
42,958 |
| 20 |
3.577 |
3.150 |
0.427 |
12.3% |
0.108 |
3.1% |
77% |
False |
False |
34,410 |
| 40 |
3.997 |
3.150 |
0.847 |
24.4% |
0.108 |
3.1% |
39% |
False |
False |
33,138 |
| 60 |
3.997 |
3.150 |
0.847 |
24.4% |
0.106 |
3.1% |
39% |
False |
False |
29,977 |
| 80 |
3.997 |
3.150 |
0.847 |
24.4% |
0.101 |
2.9% |
39% |
False |
False |
28,937 |
| 100 |
3.997 |
3.150 |
0.847 |
24.4% |
0.099 |
2.8% |
39% |
False |
False |
25,790 |
| 120 |
3.997 |
3.150 |
0.847 |
24.4% |
0.097 |
2.8% |
39% |
False |
False |
23,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.977 |
|
2.618 |
3.788 |
|
1.618 |
3.672 |
|
1.000 |
3.600 |
|
0.618 |
3.556 |
|
HIGH |
3.484 |
|
0.618 |
3.440 |
|
0.500 |
3.426 |
|
0.382 |
3.412 |
|
LOW |
3.368 |
|
0.618 |
3.296 |
|
1.000 |
3.252 |
|
1.618 |
3.180 |
|
2.618 |
3.064 |
|
4.250 |
2.875 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.461 |
3.440 |
| PP |
3.443 |
3.402 |
| S1 |
3.426 |
3.364 |
|