NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 22-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.508 |
3.594 |
0.086 |
2.5% |
3.401 |
| High |
3.599 |
3.670 |
0.071 |
2.0% |
3.599 |
| Low |
3.508 |
3.527 |
0.019 |
0.5% |
3.368 |
| Close |
3.590 |
3.583 |
-0.007 |
-0.2% |
3.590 |
| Range |
0.091 |
0.143 |
0.052 |
57.1% |
0.231 |
| ATR |
0.108 |
0.110 |
0.003 |
2.3% |
0.000 |
| Volume |
51,392 |
36,457 |
-14,935 |
-29.1% |
253,197 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.022 |
3.946 |
3.662 |
|
| R3 |
3.879 |
3.803 |
3.622 |
|
| R2 |
3.736 |
3.736 |
3.609 |
|
| R1 |
3.660 |
3.660 |
3.596 |
3.627 |
| PP |
3.593 |
3.593 |
3.593 |
3.577 |
| S1 |
3.517 |
3.517 |
3.570 |
3.484 |
| S2 |
3.450 |
3.450 |
3.557 |
|
| S3 |
3.307 |
3.374 |
3.544 |
|
| S4 |
3.164 |
3.231 |
3.504 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.212 |
4.132 |
3.717 |
|
| R3 |
3.981 |
3.901 |
3.654 |
|
| R2 |
3.750 |
3.750 |
3.632 |
|
| R1 |
3.670 |
3.670 |
3.611 |
3.710 |
| PP |
3.519 |
3.519 |
3.519 |
3.539 |
| S1 |
3.439 |
3.439 |
3.569 |
3.479 |
| S2 |
3.288 |
3.288 |
3.548 |
|
| S3 |
3.057 |
3.208 |
3.526 |
|
| S4 |
2.826 |
2.977 |
3.463 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.670 |
3.368 |
0.302 |
8.4% |
0.114 |
3.2% |
71% |
True |
False |
46,729 |
| 10 |
3.670 |
3.155 |
0.515 |
14.4% |
0.105 |
2.9% |
83% |
True |
False |
46,392 |
| 20 |
3.670 |
3.150 |
0.520 |
14.5% |
0.108 |
3.0% |
83% |
True |
False |
36,517 |
| 40 |
3.997 |
3.150 |
0.847 |
23.6% |
0.109 |
3.0% |
51% |
False |
False |
35,462 |
| 60 |
3.997 |
3.150 |
0.847 |
23.6% |
0.107 |
3.0% |
51% |
False |
False |
31,492 |
| 80 |
3.997 |
3.150 |
0.847 |
23.6% |
0.103 |
2.9% |
51% |
False |
False |
30,553 |
| 100 |
3.997 |
3.150 |
0.847 |
23.6% |
0.100 |
2.8% |
51% |
False |
False |
27,311 |
| 120 |
3.997 |
3.150 |
0.847 |
23.6% |
0.099 |
2.8% |
51% |
False |
False |
24,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.278 |
|
2.618 |
4.044 |
|
1.618 |
3.901 |
|
1.000 |
3.813 |
|
0.618 |
3.758 |
|
HIGH |
3.670 |
|
0.618 |
3.615 |
|
0.500 |
3.599 |
|
0.382 |
3.582 |
|
LOW |
3.527 |
|
0.618 |
3.439 |
|
1.000 |
3.384 |
|
1.618 |
3.296 |
|
2.618 |
3.153 |
|
4.250 |
2.919 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.599 |
3.571 |
| PP |
3.593 |
3.558 |
| S1 |
3.588 |
3.546 |
|