NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.462 |
3.466 |
0.004 |
0.1% |
3.342 |
| High |
3.478 |
3.555 |
0.077 |
2.2% |
3.396 |
| Low |
3.393 |
3.421 |
0.028 |
0.8% |
3.155 |
| Close |
3.466 |
3.523 |
0.057 |
1.6% |
3.371 |
| Range |
0.085 |
0.134 |
0.049 |
57.6% |
0.241 |
| ATR |
0.107 |
0.109 |
0.002 |
1.8% |
0.000 |
| Volume |
55,531 |
40,956 |
-14,575 |
-26.2% |
213,857 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.902 |
3.846 |
3.597 |
|
| R3 |
3.768 |
3.712 |
3.560 |
|
| R2 |
3.634 |
3.634 |
3.548 |
|
| R1 |
3.578 |
3.578 |
3.535 |
3.606 |
| PP |
3.500 |
3.500 |
3.500 |
3.514 |
| S1 |
3.444 |
3.444 |
3.511 |
3.472 |
| S2 |
3.366 |
3.366 |
3.498 |
|
| S3 |
3.232 |
3.310 |
3.486 |
|
| S4 |
3.098 |
3.176 |
3.449 |
|
|
| 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 |
3.555 |
3.244 |
0.311 |
8.8% |
0.108 |
3.1% |
90% |
True |
False |
50,562 |
| 10 |
3.555 |
3.155 |
0.400 |
11.4% |
0.102 |
2.9% |
92% |
True |
False |
45,586 |
| 20 |
3.577 |
3.150 |
0.427 |
12.1% |
0.110 |
3.1% |
87% |
False |
False |
35,320 |
| 40 |
3.997 |
3.150 |
0.847 |
24.0% |
0.108 |
3.1% |
44% |
False |
False |
34,069 |
| 60 |
3.997 |
3.150 |
0.847 |
24.0% |
0.107 |
3.0% |
44% |
False |
False |
30,743 |
| 80 |
3.997 |
3.150 |
0.847 |
24.0% |
0.102 |
2.9% |
44% |
False |
False |
29,828 |
| 100 |
3.997 |
3.150 |
0.847 |
24.0% |
0.099 |
2.8% |
44% |
False |
False |
26,587 |
| 120 |
3.997 |
3.150 |
0.847 |
24.0% |
0.098 |
2.8% |
44% |
False |
False |
23,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.125 |
|
2.618 |
3.906 |
|
1.618 |
3.772 |
|
1.000 |
3.689 |
|
0.618 |
3.638 |
|
HIGH |
3.555 |
|
0.618 |
3.504 |
|
0.500 |
3.488 |
|
0.382 |
3.472 |
|
LOW |
3.421 |
|
0.618 |
3.338 |
|
1.000 |
3.287 |
|
1.618 |
3.204 |
|
2.618 |
3.070 |
|
4.250 |
2.852 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.511 |
3.503 |
| PP |
3.500 |
3.482 |
| S1 |
3.488 |
3.462 |
|