NYMEX Natural Gas Future May 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 |
3.647 |
3.653 |
0.006 |
0.2% |
3.464 |
| High |
3.670 |
3.666 |
-0.004 |
-0.1% |
3.644 |
| Low |
3.594 |
3.540 |
-0.054 |
-1.5% |
3.425 |
| Close |
3.637 |
3.549 |
-0.088 |
-2.4% |
3.636 |
| Range |
0.076 |
0.126 |
0.050 |
65.8% |
0.219 |
| ATR |
0.104 |
0.106 |
0.002 |
1.5% |
0.000 |
| Volume |
28,004 |
24,104 |
-3,900 |
-13.9% |
95,324 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.963 |
3.882 |
3.618 |
|
| R3 |
3.837 |
3.756 |
3.584 |
|
| R2 |
3.711 |
3.711 |
3.572 |
|
| R1 |
3.630 |
3.630 |
3.561 |
3.608 |
| PP |
3.585 |
3.585 |
3.585 |
3.574 |
| S1 |
3.504 |
3.504 |
3.537 |
3.482 |
| S2 |
3.459 |
3.459 |
3.526 |
|
| S3 |
3.333 |
3.378 |
3.514 |
|
| S4 |
3.207 |
3.252 |
3.480 |
|
|
| 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 |
3.716 |
3.464 |
0.252 |
7.1% |
0.113 |
3.2% |
34% |
False |
False |
19,885 |
| 10 |
3.716 |
3.247 |
0.469 |
13.2% |
0.102 |
2.9% |
64% |
False |
False |
21,231 |
| 20 |
3.716 |
3.150 |
0.566 |
15.9% |
0.107 |
3.0% |
70% |
False |
False |
16,110 |
| 40 |
3.902 |
3.150 |
0.752 |
21.2% |
0.102 |
2.9% |
53% |
False |
False |
13,316 |
| 60 |
4.015 |
3.150 |
0.865 |
24.4% |
0.098 |
2.7% |
46% |
False |
False |
10,903 |
| 80 |
4.015 |
3.150 |
0.865 |
24.4% |
0.094 |
2.6% |
46% |
False |
False |
9,708 |
| 100 |
4.015 |
3.150 |
0.865 |
24.4% |
0.089 |
2.5% |
46% |
False |
False |
8,479 |
| 120 |
4.015 |
3.150 |
0.865 |
24.4% |
0.086 |
2.4% |
46% |
False |
False |
7,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.202 |
|
2.618 |
3.996 |
|
1.618 |
3.870 |
|
1.000 |
3.792 |
|
0.618 |
3.744 |
|
HIGH |
3.666 |
|
0.618 |
3.618 |
|
0.500 |
3.603 |
|
0.382 |
3.588 |
|
LOW |
3.540 |
|
0.618 |
3.462 |
|
1.000 |
3.414 |
|
1.618 |
3.336 |
|
2.618 |
3.210 |
|
4.250 |
3.005 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.603 |
3.628 |
| PP |
3.585 |
3.602 |
| S1 |
3.567 |
3.575 |
|