NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 24-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.594 |
3.597 |
0.003 |
0.1% |
3.401 |
| High |
3.616 |
3.613 |
-0.003 |
-0.1% |
3.599 |
| Low |
3.538 |
3.482 |
-0.056 |
-1.6% |
3.368 |
| Close |
3.581 |
3.490 |
-0.091 |
-2.5% |
3.590 |
| Range |
0.078 |
0.131 |
0.053 |
67.9% |
0.231 |
| ATR |
0.108 |
0.110 |
0.002 |
1.5% |
0.000 |
| Volume |
56,209 |
44,502 |
-11,707 |
-20.8% |
253,197 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.921 |
3.837 |
3.562 |
|
| R3 |
3.790 |
3.706 |
3.526 |
|
| R2 |
3.659 |
3.659 |
3.514 |
|
| R1 |
3.575 |
3.575 |
3.502 |
3.552 |
| PP |
3.528 |
3.528 |
3.528 |
3.517 |
| S1 |
3.444 |
3.444 |
3.478 |
3.421 |
| S2 |
3.397 |
3.397 |
3.466 |
|
| S3 |
3.266 |
3.313 |
3.454 |
|
| S4 |
3.135 |
3.182 |
3.418 |
|
|
| 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 |
3.421 |
0.249 |
7.1% |
0.115 |
3.3% |
28% |
False |
False |
45,903 |
| 10 |
3.670 |
3.189 |
0.481 |
13.8% |
0.107 |
3.1% |
63% |
False |
False |
49,543 |
| 20 |
3.670 |
3.150 |
0.520 |
14.9% |
0.110 |
3.1% |
65% |
False |
False |
38,677 |
| 40 |
3.876 |
3.150 |
0.726 |
20.8% |
0.109 |
3.1% |
47% |
False |
False |
36,926 |
| 60 |
3.997 |
3.150 |
0.847 |
24.3% |
0.107 |
3.1% |
40% |
False |
False |
32,462 |
| 80 |
3.997 |
3.150 |
0.847 |
24.3% |
0.104 |
3.0% |
40% |
False |
False |
31,096 |
| 100 |
3.997 |
3.150 |
0.847 |
24.3% |
0.100 |
2.9% |
40% |
False |
False |
28,132 |
| 120 |
3.997 |
3.150 |
0.847 |
24.3% |
0.098 |
2.8% |
40% |
False |
False |
24,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.170 |
|
2.618 |
3.956 |
|
1.618 |
3.825 |
|
1.000 |
3.744 |
|
0.618 |
3.694 |
|
HIGH |
3.613 |
|
0.618 |
3.563 |
|
0.500 |
3.548 |
|
0.382 |
3.532 |
|
LOW |
3.482 |
|
0.618 |
3.401 |
|
1.000 |
3.351 |
|
1.618 |
3.270 |
|
2.618 |
3.139 |
|
4.250 |
2.925 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.548 |
3.576 |
| PP |
3.528 |
3.547 |
| S1 |
3.509 |
3.519 |
|