NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 31-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.312 |
3.385 |
0.073 |
2.2% |
3.594 |
| High |
3.394 |
3.443 |
0.049 |
1.4% |
3.670 |
| Low |
3.312 |
3.295 |
-0.017 |
-0.5% |
3.460 |
| Close |
3.385 |
3.392 |
0.007 |
0.2% |
3.503 |
| Range |
0.082 |
0.148 |
0.066 |
80.5% |
0.210 |
| ATR |
0.107 |
0.110 |
0.003 |
2.8% |
0.000 |
| Volume |
38,451 |
43,826 |
5,375 |
14.0% |
196,675 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.821 |
3.754 |
3.473 |
|
| R3 |
3.673 |
3.606 |
3.433 |
|
| R2 |
3.525 |
3.525 |
3.419 |
|
| R1 |
3.458 |
3.458 |
3.406 |
3.492 |
| PP |
3.377 |
3.377 |
3.377 |
3.393 |
| S1 |
3.310 |
3.310 |
3.378 |
3.344 |
| S2 |
3.229 |
3.229 |
3.365 |
|
| S3 |
3.081 |
3.162 |
3.351 |
|
| S4 |
2.933 |
3.014 |
3.311 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.174 |
4.049 |
3.619 |
|
| R3 |
3.964 |
3.839 |
3.561 |
|
| R2 |
3.754 |
3.754 |
3.542 |
|
| R1 |
3.629 |
3.629 |
3.522 |
3.587 |
| PP |
3.544 |
3.544 |
3.544 |
3.523 |
| S1 |
3.419 |
3.419 |
3.484 |
3.377 |
| S2 |
3.334 |
3.334 |
3.465 |
|
| S3 |
3.124 |
3.209 |
3.445 |
|
| S4 |
2.914 |
2.999 |
3.388 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.533 |
3.281 |
0.252 |
7.4% |
0.099 |
2.9% |
44% |
False |
False |
43,634 |
| 10 |
3.670 |
3.281 |
0.389 |
11.5% |
0.107 |
3.2% |
29% |
False |
False |
44,768 |
| 20 |
3.670 |
3.155 |
0.515 |
15.2% |
0.101 |
3.0% |
46% |
False |
False |
45,623 |
| 40 |
3.747 |
3.150 |
0.597 |
17.6% |
0.107 |
3.2% |
41% |
False |
False |
38,045 |
| 60 |
3.997 |
3.150 |
0.847 |
25.0% |
0.106 |
3.1% |
29% |
False |
False |
34,411 |
| 80 |
3.997 |
3.150 |
0.847 |
25.0% |
0.104 |
3.1% |
29% |
False |
False |
31,750 |
| 100 |
3.997 |
3.150 |
0.847 |
25.0% |
0.101 |
3.0% |
29% |
False |
False |
29,837 |
| 120 |
3.997 |
3.150 |
0.847 |
25.0% |
0.098 |
2.9% |
29% |
False |
False |
26,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.072 |
|
2.618 |
3.830 |
|
1.618 |
3.682 |
|
1.000 |
3.591 |
|
0.618 |
3.534 |
|
HIGH |
3.443 |
|
0.618 |
3.386 |
|
0.500 |
3.369 |
|
0.382 |
3.352 |
|
LOW |
3.295 |
|
0.618 |
3.204 |
|
1.000 |
3.147 |
|
1.618 |
3.056 |
|
2.618 |
2.908 |
|
4.250 |
2.666 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.384 |
3.382 |
| PP |
3.377 |
3.372 |
| S1 |
3.369 |
3.362 |
|