NYMEX Natural Gas Future June 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 |
3.518 |
3.535 |
0.017 |
0.5% |
3.458 |
| High |
3.548 |
3.576 |
0.028 |
0.8% |
3.500 |
| Low |
3.493 |
3.493 |
0.000 |
0.0% |
3.275 |
| Close |
3.519 |
3.572 |
0.053 |
1.5% |
3.481 |
| Range |
0.055 |
0.083 |
0.028 |
50.9% |
0.225 |
| ATR |
0.099 |
0.098 |
-0.001 |
-1.1% |
0.000 |
| Volume |
9,898 |
7,843 |
-2,055 |
-20.8% |
40,224 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.796 |
3.767 |
3.618 |
|
| R3 |
3.713 |
3.684 |
3.595 |
|
| R2 |
3.630 |
3.630 |
3.587 |
|
| R1 |
3.601 |
3.601 |
3.580 |
3.616 |
| PP |
3.547 |
3.547 |
3.547 |
3.554 |
| S1 |
3.518 |
3.518 |
3.564 |
3.533 |
| S2 |
3.464 |
3.464 |
3.557 |
|
| S3 |
3.381 |
3.435 |
3.549 |
|
| S4 |
3.298 |
3.352 |
3.526 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.094 |
4.012 |
3.605 |
|
| R3 |
3.869 |
3.787 |
3.543 |
|
| R2 |
3.644 |
3.644 |
3.522 |
|
| R1 |
3.562 |
3.562 |
3.502 |
3.603 |
| PP |
3.419 |
3.419 |
3.419 |
3.439 |
| S1 |
3.337 |
3.337 |
3.460 |
3.378 |
| S2 |
3.194 |
3.194 |
3.440 |
|
| S3 |
2.969 |
3.112 |
3.419 |
|
| S4 |
2.744 |
2.887 |
3.357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.576 |
3.275 |
0.301 |
8.4% |
0.087 |
2.4% |
99% |
True |
False |
9,698 |
| 10 |
3.576 |
3.204 |
0.372 |
10.4% |
0.105 |
2.9% |
99% |
True |
False |
7,674 |
| 20 |
3.655 |
3.204 |
0.451 |
12.6% |
0.094 |
2.6% |
82% |
False |
False |
6,147 |
| 40 |
4.035 |
3.204 |
0.831 |
23.3% |
0.093 |
2.6% |
44% |
False |
False |
5,366 |
| 60 |
4.035 |
3.204 |
0.831 |
23.3% |
0.090 |
2.5% |
44% |
False |
False |
4,413 |
| 80 |
4.035 |
3.204 |
0.831 |
23.3% |
0.086 |
2.4% |
44% |
False |
False |
4,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.929 |
|
2.618 |
3.793 |
|
1.618 |
3.710 |
|
1.000 |
3.659 |
|
0.618 |
3.627 |
|
HIGH |
3.576 |
|
0.618 |
3.544 |
|
0.500 |
3.535 |
|
0.382 |
3.525 |
|
LOW |
3.493 |
|
0.618 |
3.442 |
|
1.000 |
3.410 |
|
1.618 |
3.359 |
|
2.618 |
3.276 |
|
4.250 |
3.140 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.560 |
3.538 |
| PP |
3.547 |
3.504 |
| S1 |
3.535 |
3.470 |
|