NYMEX Natural Gas Future May 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 |
3.464 |
3.480 |
0.016 |
0.5% |
3.390 |
| High |
3.496 |
3.527 |
0.031 |
0.9% |
3.447 |
| Low |
3.437 |
3.425 |
-0.012 |
-0.3% |
3.214 |
| Close |
3.464 |
3.522 |
0.058 |
1.7% |
3.425 |
| Range |
0.059 |
0.102 |
0.043 |
72.9% |
0.233 |
| ATR |
0.105 |
0.104 |
0.000 |
-0.2% |
0.000 |
| Volume |
23,020 |
17,524 |
-5,496 |
-23.9% |
93,237 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.797 |
3.762 |
3.578 |
|
| R3 |
3.695 |
3.660 |
3.550 |
|
| R2 |
3.593 |
3.593 |
3.541 |
|
| R1 |
3.558 |
3.558 |
3.531 |
3.576 |
| PP |
3.491 |
3.491 |
3.491 |
3.500 |
| S1 |
3.456 |
3.456 |
3.513 |
3.474 |
| S2 |
3.389 |
3.389 |
3.503 |
|
| S3 |
3.287 |
3.354 |
3.494 |
|
| S4 |
3.185 |
3.252 |
3.466 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.061 |
3.976 |
3.553 |
|
| R3 |
3.828 |
3.743 |
3.489 |
|
| R2 |
3.595 |
3.595 |
3.468 |
|
| R1 |
3.510 |
3.510 |
3.446 |
3.553 |
| PP |
3.362 |
3.362 |
3.362 |
3.383 |
| S1 |
3.277 |
3.277 |
3.404 |
3.320 |
| S2 |
3.129 |
3.129 |
3.382 |
|
| S3 |
2.896 |
3.044 |
3.361 |
|
| S4 |
2.663 |
2.811 |
3.297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.527 |
3.214 |
0.313 |
8.9% |
0.094 |
2.7% |
98% |
True |
False |
21,651 |
| 10 |
3.527 |
3.150 |
0.377 |
10.7% |
0.109 |
3.1% |
99% |
True |
False |
17,155 |
| 20 |
3.612 |
3.150 |
0.462 |
13.1% |
0.103 |
2.9% |
81% |
False |
False |
13,223 |
| 40 |
4.015 |
3.150 |
0.865 |
24.6% |
0.100 |
2.8% |
43% |
False |
False |
11,006 |
| 60 |
4.015 |
3.150 |
0.865 |
24.6% |
0.095 |
2.7% |
43% |
False |
False |
9,341 |
| 80 |
4.015 |
3.150 |
0.865 |
24.6% |
0.091 |
2.6% |
43% |
False |
False |
8,496 |
| 100 |
4.015 |
3.150 |
0.865 |
24.6% |
0.088 |
2.5% |
43% |
False |
False |
7,350 |
| 120 |
4.015 |
3.150 |
0.865 |
24.6% |
0.084 |
2.4% |
43% |
False |
False |
6,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.961 |
|
2.618 |
3.794 |
|
1.618 |
3.692 |
|
1.000 |
3.629 |
|
0.618 |
3.590 |
|
HIGH |
3.527 |
|
0.618 |
3.488 |
|
0.500 |
3.476 |
|
0.382 |
3.464 |
|
LOW |
3.425 |
|
0.618 |
3.362 |
|
1.000 |
3.323 |
|
1.618 |
3.260 |
|
2.618 |
3.158 |
|
4.250 |
2.992 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.507 |
3.487 |
| PP |
3.491 |
3.451 |
| S1 |
3.476 |
3.416 |
|