NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 29-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.529 |
3.398 |
-0.131 |
-3.7% |
3.640 |
| High |
3.529 |
3.406 |
-0.123 |
-3.5% |
3.716 |
| Low |
3.400 |
3.345 |
-0.055 |
-1.6% |
3.523 |
| Close |
3.414 |
3.371 |
-0.043 |
-1.3% |
3.561 |
| Range |
0.129 |
0.061 |
-0.068 |
-52.7% |
0.193 |
| ATR |
0.107 |
0.105 |
-0.003 |
-2.6% |
0.000 |
| Volume |
16,593 |
19,486 |
2,893 |
17.4% |
91,685 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.557 |
3.525 |
3.405 |
|
| R3 |
3.496 |
3.464 |
3.388 |
|
| R2 |
3.435 |
3.435 |
3.382 |
|
| R1 |
3.403 |
3.403 |
3.377 |
3.389 |
| PP |
3.374 |
3.374 |
3.374 |
3.367 |
| S1 |
3.342 |
3.342 |
3.365 |
3.328 |
| S2 |
3.313 |
3.313 |
3.360 |
|
| S3 |
3.252 |
3.281 |
3.354 |
|
| S4 |
3.191 |
3.220 |
3.337 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.179 |
4.063 |
3.667 |
|
| R3 |
3.986 |
3.870 |
3.614 |
|
| R2 |
3.793 |
3.793 |
3.596 |
|
| R1 |
3.677 |
3.677 |
3.579 |
3.639 |
| PP |
3.600 |
3.600 |
3.600 |
3.581 |
| S1 |
3.484 |
3.484 |
3.543 |
3.446 |
| S2 |
3.407 |
3.407 |
3.526 |
|
| S3 |
3.214 |
3.291 |
3.508 |
|
| S4 |
3.021 |
3.098 |
3.455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.670 |
3.345 |
0.325 |
9.6% |
0.092 |
2.7% |
8% |
False |
True |
22,359 |
| 10 |
3.716 |
3.345 |
0.371 |
11.0% |
0.101 |
3.0% |
7% |
False |
True |
20,006 |
| 20 |
3.716 |
3.150 |
0.566 |
16.8% |
0.106 |
3.2% |
39% |
False |
False |
18,014 |
| 40 |
3.784 |
3.150 |
0.634 |
18.8% |
0.101 |
3.0% |
35% |
False |
False |
14,282 |
| 60 |
4.015 |
3.150 |
0.865 |
25.7% |
0.097 |
2.9% |
26% |
False |
False |
11,667 |
| 80 |
4.015 |
3.150 |
0.865 |
25.7% |
0.093 |
2.8% |
26% |
False |
False |
10,225 |
| 100 |
4.015 |
3.150 |
0.865 |
25.7% |
0.090 |
2.7% |
26% |
False |
False |
9,030 |
| 120 |
4.015 |
3.150 |
0.865 |
25.7% |
0.086 |
2.5% |
26% |
False |
False |
7,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.665 |
|
2.618 |
3.566 |
|
1.618 |
3.505 |
|
1.000 |
3.467 |
|
0.618 |
3.444 |
|
HIGH |
3.406 |
|
0.618 |
3.383 |
|
0.500 |
3.376 |
|
0.382 |
3.368 |
|
LOW |
3.345 |
|
0.618 |
3.307 |
|
1.000 |
3.284 |
|
1.618 |
3.246 |
|
2.618 |
3.185 |
|
4.250 |
3.086 |
|
|
| Fisher Pivots for day following 29-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.376 |
3.469 |
| PP |
3.374 |
3.436 |
| S1 |
3.373 |
3.404 |
|