NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.480 |
3.521 |
0.041 |
1.2% |
3.390 |
| High |
3.527 |
3.523 |
-0.004 |
-0.1% |
3.447 |
| Low |
3.425 |
3.440 |
0.015 |
0.4% |
3.214 |
| Close |
3.522 |
3.513 |
-0.009 |
-0.3% |
3.425 |
| Range |
0.102 |
0.083 |
-0.019 |
-18.6% |
0.233 |
| ATR |
0.104 |
0.103 |
-0.002 |
-1.5% |
0.000 |
| Volume |
17,524 |
23,429 |
5,905 |
33.7% |
93,237 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.741 |
3.710 |
3.559 |
|
| R3 |
3.658 |
3.627 |
3.536 |
|
| R2 |
3.575 |
3.575 |
3.528 |
|
| R1 |
3.544 |
3.544 |
3.521 |
3.518 |
| PP |
3.492 |
3.492 |
3.492 |
3.479 |
| S1 |
3.461 |
3.461 |
3.505 |
3.435 |
| S2 |
3.409 |
3.409 |
3.498 |
|
| S3 |
3.326 |
3.378 |
3.490 |
|
| S4 |
3.243 |
3.295 |
3.467 |
|
|
| 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 |
3.247 |
0.280 |
8.0% |
0.090 |
2.6% |
95% |
False |
False |
22,576 |
| 10 |
3.527 |
3.214 |
0.313 |
8.9% |
0.087 |
2.5% |
96% |
False |
False |
18,699 |
| 20 |
3.612 |
3.150 |
0.462 |
13.2% |
0.103 |
2.9% |
79% |
False |
False |
13,697 |
| 40 |
4.015 |
3.150 |
0.865 |
24.6% |
0.099 |
2.8% |
42% |
False |
False |
11,423 |
| 60 |
4.015 |
3.150 |
0.865 |
24.6% |
0.096 |
2.7% |
42% |
False |
False |
9,642 |
| 80 |
4.015 |
3.150 |
0.865 |
24.6% |
0.091 |
2.6% |
42% |
False |
False |
8,761 |
| 100 |
4.015 |
3.150 |
0.865 |
24.6% |
0.087 |
2.5% |
42% |
False |
False |
7,573 |
| 120 |
4.015 |
3.150 |
0.865 |
24.6% |
0.084 |
2.4% |
42% |
False |
False |
6,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.876 |
|
2.618 |
3.740 |
|
1.618 |
3.657 |
|
1.000 |
3.606 |
|
0.618 |
3.574 |
|
HIGH |
3.523 |
|
0.618 |
3.491 |
|
0.500 |
3.482 |
|
0.382 |
3.472 |
|
LOW |
3.440 |
|
0.618 |
3.389 |
|
1.000 |
3.357 |
|
1.618 |
3.306 |
|
2.618 |
3.223 |
|
4.250 |
3.087 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.503 |
3.501 |
| PP |
3.492 |
3.488 |
| S1 |
3.482 |
3.476 |
|