NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 18-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.523 |
3.555 |
0.032 |
0.9% |
3.464 |
| High |
3.600 |
3.644 |
0.044 |
1.2% |
3.644 |
| Low |
3.464 |
3.555 |
0.091 |
2.6% |
3.425 |
| Close |
3.571 |
3.636 |
0.065 |
1.8% |
3.636 |
| Range |
0.136 |
0.089 |
-0.047 |
-34.6% |
0.219 |
| ATR |
0.105 |
0.104 |
-0.001 |
-1.1% |
0.000 |
| Volume |
13,607 |
17,744 |
4,137 |
30.4% |
95,324 |
|
| Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.879 |
3.846 |
3.685 |
|
| R3 |
3.790 |
3.757 |
3.660 |
|
| R2 |
3.701 |
3.701 |
3.652 |
|
| R1 |
3.668 |
3.668 |
3.644 |
3.685 |
| PP |
3.612 |
3.612 |
3.612 |
3.620 |
| S1 |
3.579 |
3.579 |
3.628 |
3.596 |
| S2 |
3.523 |
3.523 |
3.620 |
|
| S3 |
3.434 |
3.490 |
3.612 |
|
| S4 |
3.345 |
3.401 |
3.587 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.225 |
4.150 |
3.756 |
|
| R3 |
4.006 |
3.931 |
3.696 |
|
| R2 |
3.787 |
3.787 |
3.676 |
|
| R1 |
3.712 |
3.712 |
3.656 |
3.750 |
| PP |
3.568 |
3.568 |
3.568 |
3.587 |
| S1 |
3.493 |
3.493 |
3.616 |
3.531 |
| S2 |
3.349 |
3.349 |
3.596 |
|
| S3 |
3.130 |
3.274 |
3.576 |
|
| S4 |
2.911 |
3.055 |
3.516 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.644 |
3.425 |
0.219 |
6.0% |
0.094 |
2.6% |
96% |
True |
False |
19,064 |
| 10 |
3.644 |
3.214 |
0.430 |
11.8% |
0.094 |
2.6% |
98% |
True |
False |
18,856 |
| 20 |
3.644 |
3.150 |
0.494 |
13.6% |
0.104 |
2.9% |
98% |
True |
False |
14,170 |
| 40 |
4.015 |
3.150 |
0.865 |
23.8% |
0.101 |
2.8% |
56% |
False |
False |
11,991 |
| 60 |
4.015 |
3.150 |
0.865 |
23.8% |
0.096 |
2.7% |
56% |
False |
False |
9,975 |
| 80 |
4.015 |
3.150 |
0.865 |
23.8% |
0.092 |
2.5% |
56% |
False |
False |
9,055 |
| 100 |
4.015 |
3.150 |
0.865 |
23.8% |
0.088 |
2.4% |
56% |
False |
False |
7,851 |
| 120 |
4.015 |
3.150 |
0.865 |
23.8% |
0.085 |
2.3% |
56% |
False |
False |
6,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.022 |
|
2.618 |
3.877 |
|
1.618 |
3.788 |
|
1.000 |
3.733 |
|
0.618 |
3.699 |
|
HIGH |
3.644 |
|
0.618 |
3.610 |
|
0.500 |
3.600 |
|
0.382 |
3.589 |
|
LOW |
3.555 |
|
0.618 |
3.500 |
|
1.000 |
3.466 |
|
1.618 |
3.411 |
|
2.618 |
3.322 |
|
4.250 |
3.177 |
|
|
| Fisher Pivots for day following 18-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.624 |
3.605 |
| PP |
3.612 |
3.573 |
| S1 |
3.600 |
3.542 |
|